Abstract— We consider the problem of optimizing the trajectory of a mobile sensor with perfect localization whose task is to estimate a stochastic, perhaps multidimensional fiel...
A classical problem of stochastic simulation is how to estimate the variance of the sample mean of dependent but stationary outputs. Many variance estimators, such as the batch me...
This paper builds a new theoretical connection between singular control of finite variation and optimal switching problems. This correspondence provides a novel method for solving ...
For bulk synchronous computations that have nondeterministic behaviors, dynamic remapping is an effective approach to ensure parallel efficiency. There are two basic issues in re...
We derive optimal filters on the sphere in the context of detecting compact objects embedded in a stochastic background process. The matched filter and the scale adaptive filter ar...
Jason D. McEwen, Michael P. Hobson, Anthony N. Las...