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» Stochastic Differential Equations
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92
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MMAS
2010
Springer
14 years 7 months ago
Markov Chain Stochastic Parametrizations of Essential Variables
We analyze the performance of the novel Markov chain stochastic modeling technique for derivation of effective equations for a set of essential variables. This technique is an empi...
K. Nimsaila, I. Timofeyev
138
Voted
ICCV
2001
IEEE
16 years 2 months ago
Stochastic Processes in Vision: From Langevin to Beltrami
Diffusion processes which are widely used in low level vision are presented as a result of an underlying stochastic process. The short-time non-linear diffusion is interpreted as ...
Nir A. Sochen
MOC
1998
89views more  MOC 1998»
15 years 13 days ago
Approximation of continuous time stochastic processes by a local linearization method
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
Isao Shoji
97
Voted
VOSS
2004
Springer
118views Mathematics» more  VOSS 2004»
15 years 6 months ago
Serial Disk-based Analysis of Large Stochastic Models
Abstract. The paper presents a survey of out-of-core methods available for the analysis of large Markov chains on single workstations. First, we discuss the main sparse matrix stor...
Rashid Mehmood
ICPR
2008
IEEE
15 years 7 months ago
Numerical analysis of Mahalanobis metric in vector space
The Mahalanobis metric was proposed by extending the Mahalanobis distance to provide a probabilistic distance for a non-normal distribution. The Mahalanobis metric equation is a n...
Joken Son, Naoya Inoue, Yukihiko Yamashita