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WSC
1998
13 years 11 months ago
Accelerated Simulation for Pricing Asian Options
When pricing options via Monte Carlo simulations, precision can be improved either by performing longer simulations, or by reducing the variance of the estimators. In this paper, ...
Felisa J. Vázquez-Abad, Daniel Dufresne
CVIU
2007
154views more  CVIU 2007»
13 years 10 months ago
Bayesian stereo matching
A Bayesian framework is proposed for stereo vision where solutions to both the model parameters and the disparity map are posed in terms of predictions of latent variables, given ...
Li Cheng, Terry Caelli
ICIP
2010
IEEE
13 years 8 months ago
Bayesian regularization of diffusion tensor images using hierarchical MCMC and loopy belief propagation
Based on the theory of Markov Random Fields, a Bayesian regularization model for diffusion tensor images (DTI) is proposed in this paper. The low-degree parameterization of diffus...
Siming Wei, Jing Hua, Jiajun Bu, Chun Chen, Yizhou...
ICASSP
2011
IEEE
13 years 1 months ago
Enhanced Poisson sum representation for alpha-stable processes
In this paper we present Poisson sum series representations for α-stable (αS) random variables and α-stable processes, in particular concentrating on continuous-time autoregres...
Tatjana Lemke, Simon J. Godsill
AMC
2008
94views more  AMC 2008»
13 years 10 months ago
Modeling and inversion of net ecological exchange data using an Ito stochastic differential equation approach
A system of stochastic differential equations is studied describing a compartmental carbon transfer model that includes uncertainties arising in the model from environmental and p...
Luther White, Yiqi Luo