We develop an efficient Monte Carlo algorithm for pricing barrier options with the variance gamma model (Madan, Carr, and Chang 1998). After generalizing the double-gamma bridge s...
We develop a hierarchical, nonparametric statistical model for wavelet representations of natural images. Extending previous work on Gaussian scale mixtures, wavelet coefficients ...
Jyri J. Kivinen, Erik B. Sudderth, Michael I. Jord...
We propose a new approach to estimate gait kinematics from image sequences taken by a monocular uncalibrated camera. This approach involves two generative models for gait represen...
—In this paper, a quality-of-service driven routing protocol is proposed for wireless cooperative networks. The key contribution of the proposed protocol is to bring the performa...
We develop a simple yet accurate analysis of the interference distribution in a cellular system, with particular emphasis on a two-hop fixed relay network, though the analysis may...
Sebastian S. Szyszkowicz, Halim Yanikomeroglu, Ema...