We consider a variant of the two node tandem Jackson network where the upstream server reduces its service rate when the downstream queue exceeds some prespecified threshold. The...
Real-time unusual event detection in video stream has been a difficult challenge due to the lack of sufficient training information, volatility of the definitions for both norm...
In this paper, we present an event parsing algorithm based on Stochastic Context Sensitive Grammar (SCSG) for understanding events, inferring the goal of agents, and predicting th...
Mingtao Pei, School of Computer Science, Yunde Jia...
In this paper we investigate portfolio optimization in a Black-Scholes continuoustime setting under quantile based risk measures: value at risk, capital at risk and relative value...
We consider a high density of sensors randomly placed in a geographical area for event monitoring. The monitoring regions of the sensors may have significant overlap, and a subset...
Shibo He, Jiming Chen, David K. Y. Yau, Huanyu Sha...