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Partial differential equations (PDEs) have become an essential tool for modeling complex physical systems. Such equations are typically solved numerically via mesh-based methods, such as the finite el...
We consider the P(M,lambda,tau) maintenance policy of a dam using the total discounted and long-run average costs, when the input process is inverse Gaussian.
In this paper, we develop simple, yet efficient, procedures for sampling approximations of the two-Parameter Poisson-Dirichlet Process and the normalized inverse-Gaussian process. We compare the effic...
Abstract: High dimensional time series are endemic in applications of machine learning such as robotics (sensor data), computational biology (gene expression data), vision (video sequences) and graphi...
Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Ga...
In this paper, a liminf behavior is studied of a two-parameter Gaussian process which is a generalization of a two-parameter Wiener process. The results improve on the liminfs in [7].

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