This paper proposes a capital accumulation model with a random stopping time corresponding to the occurrence of an environmental catastrophe. Depending on the preventive capital s...
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
One of the main problems in probabilistic grammatical inference consists in inferring a stochastic language, i.e. a probability distribution, in some class of probabilistic models...
—The emergent role of information theory in image formation is surveyed. Unlike the subject of information-theoretic communication theory, information-theoretic imaging is far fr...
Joseph A. O'Sullivan, Richard E. Blahut, Donald L....
In this paper Hidden Markov Model algorithms are considered as a method for computing conditional properties of continuous-time stochastic simulation models. The goal is to develo...
Fabian Wickborn, Claudia Isensee, Thomas Simon, Sa...