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FPCA
1995
15 years 10 months ago
Bananas in Space: Extending Fold and Unfold to Exponential Types
Fold and unfold are general purpose functionals for processing and constructing lists. By using the categorical approach of modelling recursive datatypes as fixed points of funct...
Erik Meijer, Graham Hutton
164
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WSC
2007
15 years 9 months ago
Rare-event simulation for a multidimensional random walk with t distributed increments
We consider the problem of efficient estimation of first passage time probabilities for a multidimensional random walk with t distributed increments, via simulation. In addition...
Jose H. Blanchet, Jingchen Liu
212
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HYBRID
2010
Springer
15 years 8 months ago
Identifiability of discrete-time linear switched systems
In this paper we study the identifiability of linear switched systems (LSSs ) in discrete-time. The question of identifiability is central to system identification, as it sets the...
Mihály Petreczky, Laurent Bako, Jan H. van ...
162
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CATS
2007
15 years 8 months ago
A Linear Time Algorithm for Pricing European Sequential Barrier Options
Financial derivatives are contracts concerning rights and obligations to engage in future transactions on some underlying financial instrument. A major concern in financial mark...
Peng Gao, Ron van der Meyden
NIPS
2007
15 years 8 months ago
Bayesian Co-Training
We propose a Bayesian undirected graphical model for co-training, or more generally for semi-supervised multi-view learning. This makes explicit the previously unstated assumption...
Shipeng Yu, Balaji Krishnapuram, Rómer Rosa...