Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
In this paper, we develop a novel online algorithm based on the Sequential Monte Carlo (SMC) samplers framework for posterior inference in Dirichlet Process Mixtures (DPM) (DelMor...
Procedural noise is a fundamental tool in Computer Graphics. However, designing noise patterns is hard. In this paper, we present Gabor noise by example, a method to estimate the ...
Bruno Galerne, Ares Lagae, Sylvain Lefebvre, Georg...
In this paper, we develop a system to track and recognize hand motion in nearly real time. An important application of this system is to simulate mouse as a visual inputting device...
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...