Hidden Markov models (HMMs) are powerful statistical models that have found successful applications in Information Extraction (IE). In current approaches to applying HMMs to IE, a...
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
In the recent years, there have been a large amount of investigations on safety verification of uncertain continuous systems. In engineering and applied mathematics, this verificat...
Self-adaptation is emerging as an increasingly important capability for many applications, particularly those deployed in dynamically changing environments, such as ecosystem moni...
Heather Goldsby, Peter Sawyer, Nelly Bencomo, Bett...
This paper 1 proposes a technique for simplifying a given Gaussian mixture model, i.e. reformulating the density in a more parcimonious manner, if possible (less Gaussian componen...