In this paper, we propose and develop a novel approach to the problem of optimally managing the tax, and more generally debt, collections processes at financial institutions. Our...
Naoki Abe, Prem Melville, Cezar Pendus, Chandan K....
Solution of large sparse linear fixed-point problems lies at the heart of many important performance analysis calculations. These calculations include steady-state, transient and...
In this paper, we present a stochastic algorithm by effective Markov chain Monte Carlo (MCMC) for segmenting and reconstructing 3D scenes. The objective is to segment a range image...
We introduce an expectation maximizationtype (EM) algorithm for maximum likelihood optimization of conditional densities. It is applicable to hidden variable models where the dist...
We propose a new optimization algorithm called Generalized Baum Welch (GBW) algorithm for discriminative training on hidden Markov model (HMM). GBW is based on Lagrange relaxation...