Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Parameter trajectory generation for HMM-based speech synthesis is practically achieved using only fixed-point arithmetic with 32-bit integers. Since processors for embedded devic...
Recent scaling up of POMDP solvers towards realistic applications is largely due to point-based methods such as PBVI, Perseus, and HSVI, which quickly converge to an approximate so...
This paper introduces a content-based information retrieval method inspired by the ideas of spreading activation models. In response to a given query, the proposed approach comput...