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SAC
2002
ACM
13 years 7 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
CVPR
2003
IEEE
14 years 9 months ago
Generalized Principal Component Analysis (GPCA)
This paper presents an algebro-geometric solution to the problem of segmenting an unknown number of subspaces of unknown and varying dimensions from sample data points. We represen...
René Vidal, Shankar Sastry, Yi Ma
ICRA
2002
IEEE
104views Robotics» more  ICRA 2002»
14 years 13 days ago
Improbability Filtering for Rejecting False Positives
—In this paper we describe a novel approach, called improbability filtering, to rejecting false-positive observations from degrading the tracking performance of an Extended Kalma...
Brett Browning, Michael H. Bowling, Manuela M. Vel...
ICCV
2011
IEEE
12 years 7 months ago
Multi-View 3D Reconstruction for Scenes under the Refractive Plane with Known Vertical Direction
Images taken from scenes under water suffer distortion due to refraction. While refraction causes magnification with mild distortion on the observed images, severe distortions in...
Yao-Jen Chang, Tsuhan Chen
EUROGRAPHICS
2010
Eurographics
14 years 2 months ago
Articulated Billboards for Video-based Rendering
We present a novel representation and rendering method for free-viewpoint video of human characters based on multiple input video streams. The basic idea is to approximate the art...
Marcel Germann, Alexander Hornung, Richard Keiser,...