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Forecasting High-Frequency Futures Returns Using Online Langevin Dynamics.

, , and . J. Sel. Topics Signal Processing, 6 (4): 366-380 (2012)

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Blind model-based fusion of multi-band and panchromatic images., , , , and . MFI, page 21-25. IEEE, (2016)Stabilising Touch Interactions in Cockpits, Aerospace, and Vibrating Environments., , and . HCI (7), volume 10907 of Lecture Notes in Computer Science, page 133-145. Springer, (2018)User Target Intention Recognition from Cursor Position Using Kalman Filter., , and . HCI (6), volume 8009 of Lecture Notes in Computer Science, page 419-426. Springer, (2013)Convergence results for tractable inference in α-stable stochastic processes., , and . DSP, page 1-5. IEEE, (2017)Sparse Linear Regression With Structured Priors and Application to Denoising of Musical Audio., , , and . IEEE Trans. Speech Audio Process., 16 (1): 174-185 (2008)Unsupervised Nonlinear Spectral Unmixing Based on a Multilinear Mixing Model., , , and . IEEE Trans. Geosci. Remote. Sens., 55 (8): 4534-4544 (2017)Optimum Kernel Particle Filter for Asymmetric Laplace Noise in Multivariate Models., and . FUSION, page 1-4. IEEE, (2020)Models and Algorithms for Tracking of Maneuvering Objects Using Variable Rate Particle Filters., , , and . Proc. IEEE, 95 (5): 925-952 (2007)On Destination Prediction Based on Markov Bridging Distributions., , , , , and . IEEE Signal Process. Lett., 26 (11): 1663-1667 (2019)Bayesian Intent Prediction for Fast Maneuvering Objects using Variable Rate Particle Filters., , , and . MLSP, page 1-6. IEEE, (2019)