We propose an efficient sequential Monte Carlo inference scheme for the recently proposed coalescent clustering model [1]. Our algorithm has a quadratic runtime while those in [1]...
This paper investigates an efficient estimation method for a class of switching regressions based on the characteristic function (CF). We show that with the exponential weighting ...
Visual codebook based quantization of robust appearance descriptors extracted from local image patches is an effective means of capturing image statistics for texture analysis and...
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Using wireless geosensor networks (WGSN), sensor nodes often monitor a phenomenon that is both continuous in time and space. However, sensor nodes take discrete samples, and an ana...