In this paper we introduce a novel method to address minimization of static and dynamic MRFs. Our approach is based on principles from linear programming and, in particular, on pr...
A nonlinear dynamic model for the quotes issued by Nasdaq dealers is considered, focussing on the top two Electronic Communication Networks (ECNs), Island and Instinet, and the th...
Abstract. Tracing computations is a widely used methodology for program debugging. Lazy languages, however, pose new demands on tracing techniques because following the actual trac...
We introduce a method for approximate smoothed inference in a class of switching linear dynamical systems, based on a novel form of Gaussian Sum smoother. This class includes the ...
So-called Whittle networks have recently been shown to give tight approximations for the performance of non-locally balanced networks with blocking, including practical routing pol...