Abstract. In this paper we describe a formalism which uses the stochastic process algebra PEPA as the inscription language for labelled stochastic Petri nets. Viewed in another way...
Abstract We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular i...
A web application is presented to compute, plot, and interactively explore planar arrangements induced by algebraic plane curves of arbitrary degree. It produces accurate curve pl...
This paper introduces a new generalisation of scale-space and pyramids, which combines statistical modelling with a spatial representation. The representation uses the familiar co...
We propose a mixture of multiple linear models, also known as hybrid linear model, for a sparse representation of an image. This is a generalization of the conventional KarhunenLo...