Abstract. Implicit acquisition of user preferences makes log-based collaborative filtering favorable in practice to accomplish recommendations. In this paper, we follow a formal ap...
Jun Wang, Arjen P. de Vries, Marcel J. T. Reinders
Metrical calibration is very critical for the accuracy of a 3d sensor. Measuring uncertainty of about 1:3000 of the z-range requires a calibration accuracy of about 1:104 . Severa...
A Bayesian approach to analyze the modes of variation in a set of curves is suggested. It is based on a generative model thus allowing for noisy and sparse observations of curves....
A direct algorithm to estimate continuous-time ARMA (CARMA) models is proposed in this paper. In this approach, we first pass the observed data through an input-to-state filter an...
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...