Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
We develop an approach to intrinsic dimension estimation based on k-nearest neighbor (kNN) distances. The dimension estimator is derived using a general theory on functionals of k...
We present a technique for following a live performance in the situation where a score is not available. Making use of a local alignment between recent and longer term musical inf...
Many models have been defined in order to describe the evolution of a disease in a population. The modelling of diseases is helpful to understand the mechanisms for their spread a...
In [1], we derived an expression for the fundamental limit to image denoising assuming that the noise-free image is available. In this paper, we propose an estimator for the bound...