Abstract-- This paper describes the stochastic model order reduction algorithm via stochastic Hermite Polynomials from the practical implementation perspective. Comparing with exis...
Yi Zou, Yici Cai, Qiang Zhou, Xianlong Hong, Sheld...
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
We develop a new graphical representation for interactive partially observable Markov decision processes (I-POMDPs) that is significantly more transparent and semantically clear t...
Topological representations are being used to define geometric models suitable for grid generation and grid generation tools are being developed that work directly on topological ...
In this paper, we present a novel image representation that renders it possible to access natural scenes by local semantic description. Our work is motivated by the continuing effo...