Our focus is on efficient estimation of tail probabilities of sums of correlated lognormals. This problem is motivated by the tail analysis of portfolios of assets driven by corre...
Jose Blanchet, Sandeep Juneja, Leonardo Rojas-Nand...
This paper discusses the application of distributed constraint optimization to coordination in disaster management situations under sub-optimal network conditions. It presents an ...
Robert N. Lass, Joseph B. Kopena, Evan Sultanik, D...
Many applications require the ability to identify data that is anomalous with respect to a target group of observations, in the sense of belonging to a new, previously unseen `atta...
Open channel flow is traditionally described by hyperbolic conservation laws (the Saint-Venant equations), that can be controlled using boundary conditions. For horizontal friction...
We propose an approach to incorporating dynamic models into the human body tracking process that yields full 3– D reconstructions from monocular sequences. We formulate the trac...