We propose a framework for optimization problems based on particle filtering (also called Sequential Monte Carlo method). This framework unifies and provides new insight into rand...
- In this paper we study efficient triangular grid-based sensor deployment planning for coverage when sensor placements are perturbed by random errors around their corresponding gr...
This paper applies time-varying autoregressive (TVAR) models with stochastically evolving parameters to the problem of speech modeling and enhancement. The stochastic evolution mod...
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
—To overcome the limitations of specific positioning techniques for mobile wireless nodes and achieve a high accuracy, the fusion of heterogeneous sensor information is an appea...