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» An Auxiliary Variational Method
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WSC
2007
15 years 8 months ago
Approximations and control variates for pricing portfolio credit derivatives
Portfolio credit derivatives that depend on default correlation are increasingly widespread in the credit market. Valuing such products often entails Monte Carlo simulation. Howev...
Zhiyong Chen, Paul Glasserman
BMCBI
2006
80views more  BMCBI 2006»
15 years 6 months ago
Quantification of the variation in percentage identity for protein sequence alignments
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...
G. P. S. Raghava, Geoffrey J. Barton
ICASSP
2011
IEEE
14 years 10 months ago
A sliding-window online fast variational sparse Bayesian learning algorithm
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
ICPR
2006
IEEE
16 years 7 months ago
Adaptive variational sinogram interpolation of sparsely sampled CT data
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...
Harald Köstler, Marcus Prümmer, Ulrich R...
MICCAI
2007
Springer
16 years 7 months ago
Variational Guidewire Tracking Using Phase Congruency
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...