An overview of statistical and information-theoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discrete-time finite-state homogeneous Markov chain observe...
A key problem when interpolating a network of curves occurs at vertices: an algebraic condition called the vertex enclosure constraint must hold wherever an even number of curves ...
This is a great draft book about stochastic calculus and finance. It covers large number of topics such as Introduction to Probability Theory, Conditional Expectation, Arbitrage Pr...
Given a classification problem, our goal is to find a low-dimensional linear transformation of the feature vectors which retains information needed to predict the class labels. We...
To deal with the issue of data unbalanced condition among a task of multilingual speech recognition and a phenomenon of pronunciation variations across languages, we propose an ap...