I describe a framework for interpreting Support Vector Machines (SVMs) as maximum a posteriori (MAP) solutions to inference problems with Gaussian Process priors. This probabilisti...
There has been significant progress in the area of short-term scheduling of batch processes, including the solution of industrial-sized problems, in the last 20 years. The main go...
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...
We present a new approach for building reconstruction from a single Digital Surface Model (DSM). It treats buildings as an assemblage of simple urban structures extracted from a li...
This paper investigates a Bayesian model and a Markov chain Monte Carlo (MCMC) algorithm for gene factor analysis. Each sample in the dataset is decomposed as a linear combination...
Cecile Bazot, Nicolas Dobigeon, Jean-Yves Tournere...