Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Background: Percentage Identity (PID) is frequently quoted in discussion of sequence alignments since it appears simple and easy to understand. However, although there are several...
In this work a new online learning algorithm that uses automatic relevance determination (ARD) is proposed for fast adaptive nonlinear filtering. A sequential decision rule for i...
Thomas Buchgraber, Dmitriy Shutin, H. Vincent Poor
We present various kinds of variational PDE based methods to interpolate missing sinogram data for tomographic image reconstruction. Using the observed sinogram data we inpaint th...
We present a novel method to track a guidewire in cardiac x-ray video. Using variational calculus, we derive differential equations that deform a spline, subject to intrinsic and e...
Gregory G. Slabaugh, Koon Kong, Gozde B. Unal, Ton...