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CSDA
2008

112views more CSDA 2008»

Robustness of Fourier estimator of integrated volatility in the presence of microstructure noise

13 years 6 months ago

The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...

M. E. Mancino, S. Sanfelici

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18

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MICCAI
2007
Springer

109views Medical Imaging» more MICCAI 2007»

Signal LMMSE Estimation from Multiple Samples in MRI and DT-MRI

14 years 7 months ago

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A method to estimate the magnitude MR data from several noisy samples is presented. It is based on the Linear Minimum Mean Squared Error (LMMSE) estimator for the Rician noise mode...

Carl-Fredrik Westin, Carlos Alberola-López,...

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13

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PAKDD
2009
ACM

87views Data Mining» more PAKDD 2009»

Application-Independent Feature Construction from Noisy Samples

14 years 1 months ago

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When training classiﬁers, presence of noise can severely harm their performance. In this paper, we focus on “non-class” attribute noise and we consider how a frequent fault-t...

Dominique Gay, Nazha Selmaoui, Jean-Françoi...

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26

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ICIP
2000
IEEE

178views Image Processing» more ICIP 2000»

Rotationally Invariant Texture Features Using the Dual-Tree Complex Wavelet Transform

14 years 8 months ago

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New rotationally invariant texture feature extraction methods are introduced that utilise the dual tree complex wavelet transform (DT-CWT). The complex wavelet transform is a new ...

Paul R. Hill, David R. Bull, Cedric Nishan Canagar...

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16

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JMM2
2006

92views more JMM2 2006»

Local Importance Sampling: A Novel Technique to Enhance Particle Filtering

13 years 6 months ago