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» The Measurable Space of Stochastic Processes
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SIAMCO
2000
124views more  SIAMCO 2000»
13 years 9 months ago
A New Suboptimal Approach to the Filtering Problem for Bilinear Stochastic Differential Systems
The aim of this paper is to present a new approach to the filtering problem for the class of bilinear stochastic multivariable systems, consisting in searching for suboptimal state...
Francesco Carravetta, Alfredo Germani, Marat K. Sh...
CICLING
2010
Springer
14 years 1 months ago
Adaptive Term Weighting through Stochastic Optimization
Term weighting strongly influences the performance of text mining and information retrieval approaches. Usually term weights are determined through statistical estimates based on s...
Michael Granitzer
WSC
1997
13 years 11 months ago
Modeling Dependencies in Stochastic Simulation Inputs
We discuss some basic techniques for modeling dependence between the random variables that are inputs to a simulation model, with the main emphasis being continuous bivariate dist...
James R. Wilson
FS
2010
140views more  FS 2010»
13 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
ICPR
2008
IEEE
14 years 4 months ago
Object-of-interest extraction by integrating stochastic inference with learnt active shape sketch
This article presents a novel integrated approach to object of interest extraction, including learning to define target pattern and extracting by combining detection and segmenta...
Hongwei Li, Liang Lin, Tianfu Wu, Xiaobai Liu, Lan...