As the capabilities of video standards and receiver hardware are increasing towards integrated 3d animations, generating realistic content is now becoming a limiting factor. In th...
What actuaries call cash flow testing is a large-scale simulation pitting a company's current policy obligation against future earnings based on interest rates. While life co...
The partDSA package (Molinaro, Lostritto, and Weston 2009) provides a novel recursive partitioning tool for prediction when numerous variables jointly affect the outcome. In such ...
Annette M. Molinaro, Karen Lostritto, Mark J. van ...
In this paper, the identification of a class of nonlinear systems which admits input-output maps described by a finite degree Volterra series is considered. In actual fact, it app...
This paper presents a novel method that effectively combines both control variates and importance sampling in a sequential Monte Carlo context. The radiance estimates computed dur...