This paper adresses the variance quantification problem for system identification based on the prediction error framework. The role of input and model class selection for the auto-...
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noisy testbed. SPSA is a stochastic gradient approximation strategy w...
A new distance measure between probability density functions (pdfs) is introduced, which we refer to as the Laplacian pdf distance. The Laplacian pdf distance exhibits a remarkabl...
Equivariant Adaptive Separation via Independence (EASI) is one of the most successful algorithms for Blind Source Separation (BSS). However, the user has to choose nonlinearities,...
Samareh Samadi, Massoud Babaie-Zadeh, Christian Ju...
The splitting method is a simulation technique for the estimation of very small probabilities. In this technique, the sample paths are split into multiple copies, at various stages...
Marnix J. J. Garvels, Jan-Kees C. W. van Ommeren, ...