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OR
2002
Springer
13 years 7 months ago
2002
Springer
The paper presents an overview of financial applications of copulas. Copulas permit to represent joint distribution functions by splitting the marginal behavior, embedded in the ma...
JMLR
2012
11 years 10 months ago
2012
We present an algorithm for fast posterior inference in penalized high-dimensional state-space models, suitable in the case where a few measurements are taken in each time step. W...
CORR
2011
Springer
13 years 2 months ago
2011
Springer
A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribu...
FTRTFT
1998
Springer
14 years 15 hour ago
1998
Springer
We present a compositional semantics of synchronous systems that captures both safety and progress properties of such systems. The fair synchronous transitions systems (fsts) mode...
FM
2006
Springer
13 years 11 months ago
2006
Springer
Formal modeling is a crucial first step in the analysis of safety critical communication protocols such as IP Telephony. These protocols are notoriously resistant to formal modelin...