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» Functions as Session-Typed Processes
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IOR
2006
192views more  IOR 2006»
15 years 6 months ago
Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
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...
Mark Broadie, Özgür Kaya
JMLR
2008
159views more  JMLR 2008»
15 years 6 months ago
Near-Optimal Sensor Placements in Gaussian Processes: Theory, Efficient Algorithms and Empirical Studies
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 ...
Andreas Krause, Ajit Paul Singh, Carlos Guestrin
IJON
2007
88views more  IJON 2007»
15 years 6 months ago
Information maximization in face processing
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...
Marian Stewart Bartlett
TIP
1998
128views more  TIP 1998»
15 years 6 months ago
Nonlinear wavelet image processing: variational problems, compression, and noise removal through wavelet shrinkage
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,...
PVLDB
2008
138views more  PVLDB 2008»
15 years 6 months ago
A skip-list approach for efficiently processing forecasting queries
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...
Tingjian Ge, Stanley B. Zdonik