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IOR
2006
192views more  IOR 2006»
15 years 4 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
Mark Broadie, Özgür Kaya
JMLR
2008
159views more  JMLR 2008»
15 years 4 months ago
Near-Optimal Sensor Placements in Gaussian Processes: Theory, Efficient Algorithms and Empirical Studies
When monitoring spatial phenomena, which can often be modeled as Gaussian processes (GPs), choosing sensor locations is a fundamental task. There are several common strategies to ...
Andreas Krause, Ajit Paul Singh, Carlos Guestrin
INFFUS
2007
107views more  INFFUS 2007»
15 years 4 months ago
An information fusion demonstrator for tactical intelligence processing in network-based defense
The Swedish Defence Research Agency (FOI) has developed a concept demonstrator called the Information Fusion Demonstrator 2003 (IFD03) for demonstrating information fusion methodo...
Simon Ahlberg, Pontus Hörling, Katarina Johan...
NIPS
2008
15 years 5 months ago
Shared Segmentation of Natural Scenes Using Dependent Pitman-Yor Processes
We develop a statistical framework for the simultaneous, unsupervised segmentation and discovery of visual object categories from image databases. Examining a large set of manuall...
Erik B. Sudderth, Michael I. Jordan
COMBINATORICS
2004
99views more  COMBINATORICS 2004»
15 years 4 months ago
A Scaling Result for Explosive Processes
We consider the asymptotic behavior of the following model: balls are sequentially thrown into bins so that the probability that a bin with n balls obtains the next ball is propor...
Michael Mitzenmacher, Roberto Imbuzeiro Oliveira, ...