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HIS
2003
13 years 10 months ago
A Hybrid Approach for Learning Parameters of Probabilistic Networks from Incomplete Databases
– Probabilistic Inference Networks are becoming increasingly popular for modeling and reasoning in uncertain domains. In the past few years, many efforts have been made in learni...
S. Haider
WSC
2004
13 years 10 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
IDA
2009
Springer
14 years 3 months ago
Blind Spectral-GMM Estimation for Underdetermined Instantaneous Audio Source Separation
Abstract. The underdetermined blind audio source separation problem is often addressed in the time-frequency domain by assuming that each time-frequency point is an independently d...
Simon Arberet, Alexey Ozerov, Rémi Gribonva...
DAGM
2007
Springer
14 years 2 months ago
Selection of Local Optical Flow Models by Means of Residual Analysis
Abstract. This contribution presents a novel approach to the challenging problem of model selection in motion estimation from sequences of images. New light is cast on parametric m...
Björn Andres, Fred A. Hamprecht, Christoph S....
ICML
2008
IEEE
14 years 9 months ago
Causal modelling combining instantaneous and lagged effects: an identifiable model based on non-Gaussianity
Causal analysis of continuous-valued variables typically uses either autoregressive models or linear Gaussian Bayesian networks with instantaneous effects. Estimation of Gaussian ...
Aapo Hyvärinen, Patrik O. Hoyer, Shohei Shimi...