Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
We present a new estimation principle for parameterized statistical models. The idea is to perform nonlinear logistic regression to discriminate between the observed data and some...
We propose a sinogram restoration method which consists of a patch-wise non-linear processing, based on a sparsity prior in terms of a learned dictionary. An off-line learning pro...
This paper presents a task selection model for personalised educational instruction. The proposed model is based on the student expertise level and it takes into account performan...
In Proc. European Conf. Computer Vision, 1996, pp. 357{368, Cambridge, UK The performance of Active Contours in tracking is highly dependent on the availability of an appropriate ...
David Reynard, Andrew Wildenberg, Andrew Blake, Jo...