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This paper provides a brief overview of the stochastic modeling of variance swap curves. Focus is on affine factor models. We propose a novel drift parametrization which assures that the components of the state process can be matched with any pre-specified ...
We study the single-phase flow in a saturated, bounded heterogeneous porous medium. We model the permeability as a log-normal random field. We perform a perturbation analysis, expanding the solution in Taylor series. The series is directly computable in th ...
The invention describes a method and a microscopy system for imaging and analysing stochastically and independently blinking point-like emitters. A multiple-order cumulants analysis in conjunction with an established blinking model enables the extraction o ...
This paper features two main contributions. On the one hand, it gives an impressive survey on the progress on the diameter problem, including the breakthrough of the author with his disproof of the Hirsch conjecture among many other recent results. On the ...
Tracking vocal tract formant frequencies (fp) and estimating the fundamental frequency (f0) are two tracking problems that have been tackled in many speech processing works, often independently, with applications to articulatory parameters estimation ...
Institute of Electrical and Electronics Engineers2013
Detection of anomalies is a broad field of study, which is applied in different areas such as data monitoring, navigation, and pattern recognition. In this paper we propose two measures to detect anomalous behaviors in an ensemble of classifiers by monitor ...
A quantum particle can be localized in a disordered potential, the effect known as Anderson localization. In such a system, correlations of wave functions at very close energies may be described, due to Mott, in terms of a hybridization of localized states ...
Most researchers want evidence for the direction of an effect, not evidence against a point null hypothesis. Such evidence is ideally on a scale that is easily interpretable, with an accompanying standard error. Further, the evidence from identical experim ...
Modern data storage systems are extremely large and consist of several tens or hundreds of nodes. In such systems, node failures are daily events, and safeguarding data from them poses a serious design challenge. The focus of this thesis is on the data rel ...
The Letter proposes a method for phase estimation from a fringe pattern. The proposed method relies on a parametric approach where the phase is locally approximated as a two-dimensional (2D) polynomial, with the ensuing polynomial coefficients as the respe ...