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SPRINGSIM
2010
15 years 1 months ago
Using factored bond graphs for distributed diagnosis of physical systems
This paper presents a distributed Bayesian fault diagnosis scheme for physical systems. Our diagnoser design is based on a procedure for factoring the global system bond graph (BG...
Indranil Roychoudhury, Gautam Biswas, Xenofon D. K...
JMLR
2010
124views more  JMLR 2010»
14 years 9 months ago
Consistent Nonparametric Tests of Independence
Three simple and explicit procedures for testing the independence of two multi-dimensional random variables are described. Two of the associated test statistics (L1, log-likelihoo...
Arthur Gretton, László Györfi
TSP
2010
14 years 9 months ago
Complex Gaussian scale mixtures of complex wavelet coefficients
In this paper, we propose the complex Gaussian scale mixture (CGSM) to model the complex wavelet coefficients as an extension of the Gaussian scale mixture (GSM), which is for real...
Yothin Rakvongthai, An P. N. Vo, Soontorn Oraintar...
ICASSP
2011
IEEE
14 years 6 months ago
Exploiting an interplay between norms to analyze scalar quantization schemes
Quantization is intrinsic to several data acquisition systems. This process is especially important in distributed settings, where observations must rst be compressed before they ...
Parimal Parag, Jean-François Chamberland
FS
2011
168views more  FS 2011»
14 years 6 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim