405 search results - page 31 / 81 » On the Simulation of Tikhonov Random Processes |
ICASSP
2010
IEEE
14 years 8 months ago
2010
IEEE
We consider Bayesian detection/classification of discrete random parameters that are strongly dependent locally due to some deterministic local constraint. Based on the recently ...
ICASSP
2009
IEEE
15 years 4 months ago
2009
IEEE
This paper addresses source separation from a linear mixture under two assumptions: source sparsity and orthogonality of the mixing matrix. We propose efficient sparse separation...
WSC
2004
14 years 11 months ago
2004
We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
ICASSP
2009
IEEE
15 years 4 months ago
2009
IEEE
We consider the estimation of the locations of multiple transmitters based on received signal strength measurements at a network of randomly-placed receivers. We generalize the ex...
ICASSP
2011
IEEE
14 years 1 months ago
2011
IEEE
Quantizer design for lossy compression with mismatched side information (SI) at the decoder is investigated. The statistical dependency between the source and SI is assumed to be ...