This paper deals with the problem of under-determined convolutive blind source separation. We model the contribution of each source to all mixture channels in the time-frequency d...
We propose in this paper reliable and precise distributed localization algorithms for wireless networks: iterative multidimensional scaling (IT-MDS) and simulated annealing multid...
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
This paper exploits the properties of the commute time between nodes of a graph for the purposes of clustering and embedding, and explores its applications to image segmentation a...
We present a method for initialising the K-means clustering algorithm. Our method hinges on the use of a kd-tree to perform a density estimation of the data at various locations. ...