Results 1  10
of
462,213
Parameterisation of a Stochastic Model for Human Face Identification
, 1994
"... Recent work on face identification using continuous density Hidden Markov Models (HMMs) has shown that stochastic modelling can be used successfully to encode feature information. When frontal images of faces are sampled using topbottom scanning, there is a natural order in which the features appe ..."
Abstract

Cited by 388 (0 self)
 Add to MetaCart
Recent work on face identification using continuous density Hidden Markov Models (HMMs) has shown that stochastic modelling can be used successfully to encode feature information. When frontal images of faces are sampled using topbottom scanning, there is a natural order in which the features
Stochastic Models for the Web Graph
, 2000
"... The web may be viewed as a directed graph each of whose vertices is a static HTML web page, and each of whose edges corresponds to a hyperlink from one web page to another. In this paper we propose and analyze random graph models inspired by a series of empirical observations on the web. Our graph m ..."
Abstract

Cited by 293 (12 self)
 Add to MetaCart
The web may be viewed as a directed graph each of whose vertices is a static HTML web page, and each of whose edges corresponds to a hyperlink from one web page to another. In this paper we propose and analyze random graph models inspired by a series of empirical observations on the web. Our graph
Stochastic Models in
 Operations Research
, 1984
"... Astronomy & Astrophysics manuscript no. (will be inserted by hand later) ..."
Abstract

Cited by 112 (3 self)
 Add to MetaCart
Astronomy & Astrophysics manuscript no. (will be inserted by hand later)
Bayesian Analysis of Stochastic Volatility Models
, 1994
"... this article is to develop new methods for inference and prediction in a simple class of stochastic volatility models in which logarithm of conditional volatility follows an autoregressive (AR) times series model. Unlike the autoregressive conditional heteroscedasticity (ARCH) and gener alized ARCH ..."
Abstract

Cited by 588 (25 self)
 Add to MetaCart
this article is to develop new methods for inference and prediction in a simple class of stochastic volatility models in which logarithm of conditional volatility follows an autoregressive (AR) times series model. Unlike the autoregressive conditional heteroscedasticity (ARCH) and gener alized
Learning Stochastic Logic Programs
, 2000
"... Stochastic Logic Programs (SLPs) have been shown to be a generalisation of Hidden Markov Models (HMMs), stochastic contextfree grammars, and directed Bayes' nets. A stochastic logic program consists of a set of labelled clauses p:C where p is in the interval [0,1] and C is a firstorder r ..."
Abstract

Cited by 1181 (79 self)
 Add to MetaCart
Stochastic Logic Programs (SLPs) have been shown to be a generalisation of Hidden Markov Models (HMMs), stochastic contextfree grammars, and directed Bayes' nets. A stochastic logic program consists of a set of labelled clauses p:C where p is in the interval [0,1] and C is a first
Stochastic volatility: likelihood inference and comparison with ARCH models
 Review of Economic Studies
, 1998
"... In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihoodbased framework for the analysis of stochastic volatility models. A highly effective method is developed that samples all the unobserved volatilities at once using an approximating offse ..."
Abstract

Cited by 582 (41 self)
 Add to MetaCart
In this paper, Markov chain Monte Carlo sampling methods are exploited to provide a unified, practical likelihoodbased framework for the analysis of stochastic volatility models. A highly effective method is developed that samples all the unobserved volatilities at once using an approximating
Stochastic Perturbation Theory
, 1988
"... . In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variatio ..."
Abstract

Cited by 886 (35 self)
 Add to MetaCart
. In this paper classical matrix perturbation theory is approached from a probabilistic point of view. The perturbed quantity is approximated by a firstorder perturbation expansion, in which the perturbation is assumed to be random. This permits the computation of statistics estimating the variation in the perturbed quantity. Up to the higherorder terms that are ignored in the expansion, these statistics tend to be more realistic than perturbation bounds obtained in terms of norms. The technique is applied to a number of problems in matrix perturbation theory, including least squares and the eigenvalue problem. Key words. perturbation theory, random matrix, linear system, least squares, eigenvalue, eigenvector, invariant subspace, singular value AMS(MOS) subject classifications. 15A06, 15A12, 15A18, 15A52, 15A60 1. Introduction. Let A be a matrix and let F be a matrix valued function of A. Two principal problems of matrix perturbation theory are the following. Given a matrix E, pr...
Stochastic Models of . . .
, 2008
"... New stochastic models of thermodiffusion are constructed and their hydrodynamical limits are studied through a first order ChapmanEnskog expansion. These models differ from earlier ones by taking into account all first order contributions proportional to the temperature gradient and, thus, allow fo ..."
Abstract
 Add to MetaCart
New stochastic models of thermodiffusion are constructed and their hydrodynamical limits are studied through a first order ChapmanEnskog expansion. These models differ from earlier ones by taking into account all first order contributions proportional to the temperature gradient and, thus, allow
The Valuation of Options for Alternative Stochastic Processes
 Journal of Financial Economics
, 1976
"... This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas, ..."
Abstract

Cited by 661 (4 self)
 Add to MetaCart
This paper examines the structure of option valuation problems and develops a new technique for their solution. It also introduces several jump and diffusion processes which have nol been used in previous models. The technique is applied lo these processes to find explicit option valuation formulas
A subordinated stochastic process model with finite variance for speculative prices
 Econometrica
, 1973
"... Thanks are due to Hendrik Houthakker and Christopher Sims, for both encouragement and advice in developing this paper. As usual, all remaining errors are my own. This research was supported by a Harvard Dissertation Fellowship, NSF grant 33708, and the ..."
Abstract

Cited by 547 (1 self)
 Add to MetaCart
Thanks are due to Hendrik Houthakker and Christopher Sims, for both encouragement and advice in developing this paper. As usual, all remaining errors are my own. This research was supported by a Harvard Dissertation Fellowship, NSF grant 33708, and the
Results 1  10
of
462,213