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...
This paper presents a method for estimating uncertainty in MRI-based brain region delineations provided by fully-automated segmentation methods. In large data sets, the uncertainty...
Karl R. Beutner, Gautam Prasad, Evan Fletcher, Cha...
Background: With the explosion in data generated using microarray technology by different investigators working on similar experiments, it is of interest to combine results across...
Hyungwon Choi, Ronglai Shen, Arul M. Chinnaiyan, D...
We use the performance of the Bayesian ideal observer as a figure of merit for hardware optimization because this observer makes optimal use of signal-detection information. Due t...
Subok Park, Matthew A. Kupinski, Eric Clarkson, Ha...
Temporal difference (TD) algorithms are attractive for reinforcement learning due to their ease-of-implementation and use of "bootstrapped" return estimates to make effi...