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» On Markov-Additive Jump Processes
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BMVC
2000
13 years 11 months ago
Parallel Chains, Delayed Rejection and Reversible Jump MCMC for Object Recognition
We tackle the problem of object recognition using a Bayesian approach. A marked point process [1] is used as a prior model for the (unknown number of) objects. A sample is generat...
M. Harkness, P. Green
WSC
2004
13 years 11 months ago
Exact Simulation of Option Greeks under Stochastic Volatility and Jump Diffusion Models
This paper derives Monte Carlo simulation estimators to compute option price derivatives, i.e., the `Greeks,' under Heston's stochastic volatility model and some variant...
Mark Broadie, Özgür Kaya
ICIP
2003
IEEE
14 years 11 months ago
Jumping snakes and parametric model for lip segmentation
Lip segmentation is an essential stage in many multimedia systems such as videoconferencing, lip reading, or low bit rate coding communication systems. In this paper, we propose a...
Nicolas Eveno, Alice Caplier, Pierre-Yves Coulon
TIP
2010
164views more  TIP 2010»
13 years 4 months ago
A Marked Point Process for Modeling Lidar Waveforms
Lidar waveforms are 1D signals representing a train of echoes caused by reflections at different targets. Modeling these echoes with the appropriate parametric function is useful ...
Clément Mallet, Florent Lafarge, Michel Rou...
RSA
2008
87views more  RSA 2008»
13 years 9 months ago
A combinatorial approach to jumping particles: The parallel TASEP
In this paper we continue the combinatorial study of models of particles jumping on a row of cells which we initiated with the standard totally asymmetric exclusion process or TASE...
Enrica Duchi, Gilles Schaeffer