Wavelet-domain hidden Markov models (HMMs) have been recently proposed and applied to image processing, e.g., image denoising. In this paper, we develop a new HMM, called local co...
This paper deals with the problem of statistical unsupervised fusion of dependent sensors with its potential applications to multisensor image segmentation. On the one hand, Bayes...
We study the profit-maximization problem of a monopolistic market-maker who sets two-sided prices in an asset market. The sequential decision problem is hard to solve because the ...
We consider the estimation problem in Gaussian graphical models with arbitrary structure. We analyze the Embedded Trees algorithm, which solves a sequence of problems on tractable...
Venkat Chandrasekaran, Jason K. Johnson, Alan S. W...
This paper presents a new independency metric for blind source separation (BSS) problem. It is mathematically proved that the metric value of any linear combination of source sign...