We propose a new algorithm for the real-time control of an interframe video coder operating with a variable rate channel such as wireless channels or the Internet. Using technique...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
With the increasing levels of variability and randomness in the characteristics and behavior of manufactured nanoscale structures and devices, achieving performance optimization u...
Abstract. Image sequence processing techniques are used to study exchange, growth, and transport processes and to tackle key questions in environmental physics and biology. These a...
We propose an analytic moment-based filter for nonlinear stochastic dynamic systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matr...
Marc Peter Deisenroth, Marco F. Huber, Uwe D. Hane...