We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
We present a stochastic tracking algorithm for surveillance video where targets are dim and at low resolution. The algorithm builds motion models for both background and foregroun...
Abstract. Starting from a biochemical signalling pathway model expressed in a process algebra enriched with quantitative information we automatically derive both continuous-space a...
Muffy Calder, Adam Duguid, Stephen Gilmore, Jane H...
We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
In this paper, we present a robust method for estimating the model parameters in a mixture of probabilistic principal component analyzers. This method is based on the Stochastic v...