In this paper, a mean shift-based clustering algorithm is proposed. The mean shift is a kernel-type weighted mean procedure. Herein, we first discuss three classes of Gaussian, C...
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
The watershed transformation is an efficient tool for segmenting grayscale images. An original approach to the watershed [1,9] consists in modifying the original image by lowering...
We consider a model of random trees similar to the split trees of Devroye [30] in which a set of items is recursively partitioned. Our model allows for more flexibility in the cho...
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...