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» Monte Carlo Methods for Process Algebra
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JMLR
2011
148views more  JMLR 2011»
13 years 2 months ago
Bayesian Generalized Kernel Mixed Models
We propose a fully Bayesian methodology for generalized kernel mixed models (GKMMs), which are extensions of generalized linear mixed models in the feature space induced by a repr...
Zhihua Zhang, Guang Dai, Michael I. Jordan
FS
2011
168views more  FS 2011»
12 years 11 months ago
Gamma expansion of the Heston stochastic volatility model
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
Paul Glasserman, Kyoung-Kuk Kim
DATE
2009
IEEE
126views Hardware» more  DATE 2009»
14 years 2 months ago
On hierarchical statistical static timing analysis
— Statistical static timing analysis deals with the increasing variations in manufacturing processes to reduce the pessimism in the worst case timing analysis. Because of the cor...
Bing Li, Ning Chen, Manuel Schmidt, Walter Schneid...
ECCV
2006
Springer
13 years 11 months ago
Using a Connected Filter for Structure Estimation in Perspective Systems
Three-dimensional structure information can be estimated from two-dimensional images using recursive estimation methods. This paper investigates possibilities to improve structure...
Fredrik Nyberg, Ola Dahl, Jan Holst, Anders Heyden
ANOR
2008
106views more  ANOR 2008»
13 years 7 months ago
Application of multi-dimensional procurement auction in single-period inventory models
Procurement is one of the major activities in the Manufacturing Resource Planning (MRP II), which is closely coupled with inventory management. Any improvement in this area will h...
Pooya Farahvash, Tayfur Altiok