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WSC
2004
13 years 10 months ago
Efficient Pricing of Barrier Options with the Variance-Gamma Model
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...
Athanassios N. Avramidis
ICIP
2007
IEEE
14 years 10 months ago
Image Denoising with Nonparametric Hidden Markov Trees
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...
ICPR
2008
IEEE
14 years 9 months ago
Dual generative models for human motion estimation from an uncalibrated monocular camera
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...
Guoliang Fan, Xin Zhang
VTC
2008
IEEE
119views Communications» more  VTC 2008»
14 years 3 months ago
On the Design of a Quality-Of-Service Driven Routing Protocol for Wireless Cooperative Networks
—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...
Zhengguo Sheng, Zhiguo Ding, Kin K. Leung
CCECE
2006
IEEE
14 years 2 months ago
Analytical Modeling of Interference in Cellular Fixed Relay Networks
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...