Quantile smoothing splines provide nonparametric estimation of conditional quantile functions. Like other nonparametric smoothing techniques, the choice of smoothing parameters co...
This paper investigates cluster formation in decentralized sensor grids and focusses on predicting when the cluster formation converges to a stable configuration. The traffic volum...
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
—Adapting the hyperparameters of support vector machines (SVMs) is a challenging model selection problem, especially when flexible kernels are to be adapted and data are scarce....
Contrastive Divergence (CD) is a popular method for estimating the parameters of Markov Random Fields (MRFs) by rapidly approximating an intractable term in the gradient of the lo...