Abstract. We propose a novel tracking algorithm based on the WangLandau Monte Carlo sampling method which efficiently deals with the abrupt motions. Abrupt motions could cause conv...
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
We apply the Message from Monte Carlo (MMC) algorithm to inference of univariate polynomials. MMC is an algorithm for point estimation from a Bayesian posterior sample. It partiti...
Estimation of the amounts of target molecules in realtime affinity-based biosensors is studied. The problem is mapped to inferring the parameters of a temporally sampled diffusio...
In this paper, we address the problem of orthogonal frequency-division multiplexing (OFDM) channel estimation in the presence of phase noise (PHN) and carrier frequency offset (CFO...
F. Septier, Yves Delignon, A. Menhaj-Rivenq, Chris...