In this note we consider the following problem. Suppose a set of sensors is jointly trying to estimate a process. One sensor takes a measurement at every time step and the measure...
Vijay Gupta, Timothy H. Chung, Babak Hassibi, Rich...
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
We consider a special subgraph of a weighted directed graph: one comprising only the k heaviest edges incoming to each vertex. We show that the maximum weight branching in this su...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
In this paper, a novel method for reducing the runtime complexity of a support vector machine classifier is presented. The new training algorithm is fast and simple. This is achiev...