We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
This article proposes a case study to evaluate the suitability of graph transformation tools for program refactoring. In order to qualify for this purpose, a graph transformation s...
Prior distributions are useful for robust low-level vision, and undirected models (e.g. Markov Random Fields) have become a central tool for this purpose. Though sometimes these p...
— The goal of this paper is to develop modeling techniques for complex systems for the purposes of control, estimation, and inference: (i) A new class of Hidden Markov Models is ...
Here we explore a discriminative learning method on underlying generative models for the purpose of discriminating between object categories. Visual recognition algorithms learn m...