In this paper we study the joint ruin problem for two insurance companies that divide between them both claims and premia in some specified proportions (modeling two branches of the same insurance company or an insurance and re-insurance company). Modeling the risk processes of the insurance companies by Cramér-Lundberg processes we obtain the Laplace transform in space of the probability that ...

Language modeling (LM) involves determining the joint probability of words in a sentence. The conditional approach is dominant, representing the joint probability in terms of conditionals. Examples include n-gram LMs and neural network LMs. An alternative approach, called the random field (RF) approach, is used in whole-sentence maximum entropy (WSME) LMs. Although the RF approach has potential...

The global sensitivity analysis, used to quantify the influence of uncertain input parameters on the response variability of a numerical model, is applicable to deterministic computer code (for which the same set of input parameters gives always the same output value). This paper proposes a new global sensitivity analysis method for stochastic computer code (having a variability induced by some...

We study graphical modeling in the case of stringvalued random variables. Whereas a weighted finite-state transducer can model the probabilistic relationship between two strings, we are interested in building up joint models of three or more strings. This is needed for inflectional paradigms in morphology, cognate modeling or language reconstruction, and multiple-string alignment. We propose a ...

Long-range channel prediction is considered to be one of the most important enabling technologies to future wireless communication systems. The prediction of Rayleigh fading channels is studied in the frame of sinusoidal modeling in this paper. A stochastic sinusoidal model to represent a Rayleigh fading channel is proposed. Three different predictors based on the statistical sinusoidal model a...

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This paper describes a novel approach to construct a mapping function between a given speaker pair using probability density functions (PDF) of matrix variate. In voice conversion studies, two important functions should be realized: 1) precise modeling of both the source and target feature spaces, and 2) construction of a proper transform function between these spaces. Voice conversion based on...

INTRODUCTION Clinically relevant muscle information (length, moment arms) is difficult to estimate directly in clinical settings. Quality of the obtained muscle approximation strongly relies on the underlying bone and kinematic data used to create the joint models that will be crossed by the muscle spatial path. We present a method that allows fusing accurate joint kinematic information with re...

In the perspective of biomedical applications, consider a re- current event situation with a relatively low degree of recurrence. In this setting, the focus is placed on successive inter-event gap times which are observed in the presence of both a terminal event like death and inde- pendent censoring. The terminal event is potentially related to recurrent events while the censoring process is a...