In this paper, a variance constrained filtering problem is considered for systems with both non-Gaussian noises and polytopic uncertainty. A novel filter is developed to estimate t...
Exotic options are financial derivatives which have complex features including path-dependency. These complex features make them difficult to price, as only computationally intensi...
Anson H. T. Tse, David B. Thomas, Kuen Hung Tsoi, ...
Reconfigurable circuits now have a capacity that allows them to be used as floating-point accelerators. They offer massive parallelism, but also the opportunity to design optimi...
Nicolas Brisebarre, Florent de Dinechin, Jean-Mich...
The latent class model or multivariate multinomial mixture is a powerful model for clustering discrete data. This model is expected to be useful to represent non-homogeneous popula...
Damien Tessier, Marc Schoenauer, Christophe Bierna...
Parallel programming generally requires awareness of the granularity and communication requirements of parallel subtasks, since without precaution, the overhead for parameter and r...