We investigate the use of Antithetic Variables, Control Variates and Importance Sampling to reduce the statistical errors of option sensitivities calculated with the Likelihood Ra...
We propose a novel tracking algorithm for the target of which geometric appearance changes drastically over time. To track it, we present a local patch-based appearance model and p...
Junseok Kwon (Seoul National University), Kyoung M...
In this paper we propose a Particle Filter-based propagation approach for the segmentation of vascular structures in 3D volumes. Because of pathologies and inhomogeneities, many de...
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...
Abstract. We consider a physical model of ultrafast evolution of an initial electron distribution in a quantum wire. The electron evolution is described by a quantum-kinetic equati...
Todor V. Gurov, Emanouil I. Atanassov, Mihail Nedj...