Sciweavers

2131 search results - page 76 / 427
» Stochastic Process Creation
Sort
View
ICGI
1998
Springer
15 years 10 months ago
Learning Stochastic Finite Automata from Experts
We present in this paper a new learning problem called learning distributions from experts. In the case we study the experts are stochastic deterministic finite automata (sdfa). W...
Colin de la Higuera
WSC
2004
15 years 7 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
WSC
2004
15 years 7 months ago
Stochastic Petri Nets for Modelling and Simulation
Stochastic Petri nets (SPNs) have proven to be a powerful and enduring graphically-oriented framework for modelling and performance analysis of complex systems. This tutorial focu...
Peter J. Haas
ICASSP
2010
IEEE
15 years 6 months ago
Stochastic pronunciation modelling and soft match for out-of-vocabulary spoken term detection
A major challenge faced by a spoken term detection (STD) system is the detection of out-of-vocabulary (OOV) terms. Although a subword-based STD system is able to detect OOV terms,...
Dong Wang, Simon King, Joe Frankel, Peter Bell
ICASSP
2010
IEEE
15 years 6 months ago
Ergodic stochastic optimization algorithms for wireless communication and networking
— Ergodic stochastic optimization (ESO) algorithms are proposed to solve resource allocation problems that involve a random state and where optimality criteria are expressed in t...
Alejandro Ribeiro