We propose a new estimator for some performance measures obtained from a regenerative simulation of a discrete-time Markov chain. Our new estimator is based on the idea of generat...
In this paper, we address the problem of enhancement of a noisy GARCH process using a particle filter. We compare our approach experimentally to a previously developed recursive ...
Based on radial basis functions approximation, we develop in this paper a new computational algorithm for numerical differentiation. Under an a priori and an a posteriori choice r...
The Fisher-Rao metric for the focus of expansion is approximated, under the assumption that the focus is estimated from correspondences between two images taken by a translating ca...
Abstract--We address the problem of estimating the shape parameters of seismic wavefields using linear arrays of three-component (3C) vector sensors with uncertain acquisition geom...