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» Visual representation of stochastic process algebra models
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MASCOTS
2003
13 years 8 months ago
PEPA Nets
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...
Stephen Gilmore, Jane Hillston, Leïla Kloul
FS
2011
168views more  FS 2011»
12 years 11 months ago
Gamma expansion of the Heston stochastic volatility model
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...
Paul Glasserman, Kyoung-Kuk Kim
COMPGEOM
2008
ACM
13 years 9 months ago
Visualizing and exploring planar algebraic arrangements: a web application
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...
Pavel Emeliyanenko, Michael Kerber
ICIP
2001
IEEE
14 years 9 months ago
Multiresolution Gaussian mixture models for visual motion estimation
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...
Roland Wilson, Andrew Calway
ICIP
2004
IEEE
14 years 9 months ago
Sparse representation of images with hybrid linear models
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...
Kun Huang, Allen Y. Yang, Yi Ma