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ATVA
2009
Springer
149views Hardware» more  ATVA 2009»
14 years 4 months ago
A Decompositional Proof Scheme for Automated Convergence Proofs of Stochastic Hybrid Systems
In this paper, we describe a decompositional approach to convergence proofs for stochastic hybrid systems given as probabilistic hybrid automata. We focus on a concept called “st...
Jens Oehlerking, Oliver E. Theel
ESANN
2008
13 years 11 months ago
Explaining Ant-Based Clustering on the basis of Self-Organizing Maps
Ant-based clustering is a nature-inspired technique whereas stochastic agents perform the task of clustering high-dimensional data. This paper analyzes the popular technique of Lum...
Lutz Herrmann, Alfred Ultsch
PE
2006
Springer
145views Optimization» more  PE 2006»
13 years 9 months ago
Closed form solutions for mapping general distributions to quasi-minimal PH distributions
Approximating general distributions by phase-type (PH) distributions is a popular technique in stochastic analysis, since the Markovian property of PH distributions often allows a...
Takayuki Osogami, Mor Harchol-Balter
ICML
2005
IEEE
14 years 10 months ago
Recognition and reproduction of gestures using a probabilistic framework combining PCA, ICA and HMM
This paper explores the issue of recognizing, generalizing and reproducing arbitrary gestures. We aim at extracting a representation that encapsulates only the key aspects of the ...
Sylvain Calinon, Aude Billard
CORR
2007
Springer
150views Education» more  CORR 2007»
13 years 9 months ago
A Unified Framework for Pricing Credit and Equity Derivatives
We propose a model which can be jointly calibrated to the corporate bond term structure and equity option volatility surface of the same company. Our purpose is to obtain explicit...
Erhan Bayraktar, Bo Yang