The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulati...
When monitoring spatial phenomena, which can often be modeled as Gaussian processes (GPs), choosing sensor locations is a fundamental task. There are several common strategies to ...
This perspective paper explores principles of unsupervised learning and how they relate to face recognition. Dependency coding and information maximization appear to be central pr...
This paper examines the relationship between wavelet-based image processing algorithms and variational problems. Algorithms are derived as exact or approximate minimizers of varia...
Antonin Chambolle, Ronald A. DeVore, Nam-Yong Lee,...
Time series data is common in many settings including scientific and financial applications. In these applications, the amount of data is often very large. We seek to support pred...