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JCP
2008
147views more  JCP 2008»
13 years 9 months ago
Analytical Valuation of Contingent Claims by Stochastic Interacting Systems for Stock Market
In the present paper, by applying the theory of stochastic processes and interacting particle systems and models, including stopping time theory and stochastic voter model, we mode...
Jun Wang, Qiuyuan Wang, Jiguang Shao
ALGORITHMICA
2005
93views more  ALGORITHMICA 2005»
13 years 9 months ago
Universal Asymptotics for Random Tries and PATRICIA Trees
Abstract. We consider random tries and random patricia trees constructed from n independent strings of symbols drawn from any distribution on any discrete space. We show that many ...
Luc Devroye
VLSISP
1998
111views more  VLSISP 1998»
13 years 9 months ago
Quantitative Analysis of MR Brain Image Sequences by Adaptive Self-Organizing Finite Mixtures
This paper presents an adaptive structure self-organizing finite mixture network for quantification of magnetic resonance (MR) brain image sequences. We present justification fo...
Yue Wang, Tülay Adali, Chi-Ming Lau, Sun-Yuan...
TIT
2002
146views more  TIT 2002»
13 years 9 months ago
Least squares estimation of 2-D sinusoids in colored noise: Asymptotic analysis
This paper considers the problem of estimating the parameters of real-valued two-dimensional (2-D) sinusoidal signals observed in colored noise. This problem is a special case of t...
Guy Cohen, Joseph M. Francos
KDD
2007
ACM
237views Data Mining» more  KDD 2007»
14 years 10 months ago
Knowledge discovery of multiple-topic document using parametric mixture model with dirichlet prior
Documents, such as those seen on Wikipedia and Folksonomy, have tended to be assigned with multiple topics as a meta-data. Therefore, it is more and more important to analyze a re...
Issei Sato, Hiroshi Nakagawa