We introduce a dynamical model for simultaneous registration and segmentation in a variational framework for image sequences, where the dynamics is incorporated using a Bayesian f...
Pratim Ghosh, Mehmet Emre Sargin, Bangalore S. Man...
We consider the classical finite-state discounted Markovian decision problem, and we introduce a new policy iteration-like algorithm for finding the optimal state costs or Q-facto...
Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value. By focusing on an e...
—Continuum quantum Monte Carlo (QMC) has proved to be an invaluable tool for predicting the properties of matter from fundamental principles. By solving the manybody Schr¨odinge...
Kenneth Esler, Jeongnim Kim, David M. Ceperley, Lu...
The Expectation Maximization EM algorithm is an iterative procedure for maximum likelihood parameter estimation from data sets with missing or hidden variables 2 . It has been app...