The horseshoe prior, defined as a half Cauchy scale mixture of normal, provides state the art approach to Bayesian sparse signal recovery. We provide new representation density Laplace density, explicitly identifying mixing measure. Using celebrated Bernstein--Widder theorem and result due Bochner, our immediately establishes complete monotonicity strong concavity corresponding penalty. Consequ...

In this paper we will explain how to perfectly hedge under Heston’s stochastic volatility model with jump to default, which is in itself a generalization of the Merton jump-to-default model and a special case of the Heston model with jumps. The hedging instruments we use to build the hedge will be as usual the stock and the bond, but also the Variance Swap (VS) and a Credit Default Swap (CDS). ...

In this paper, we propose a post-processing technique developed for the improvement of color contrast in DCTcoded color images. The high frequency components caused by complex object parts are examined on DCT tables, and the correlations between luminance coefficient and Chrominance one in DCT domain are analyzed. By considering the information of relation, we modify Cb, Cr coefficients using w...

We present an algorithm named EASI that estimates first order sensitivity indices from given data using Fast Fourier Transformations. Hence it can be used as a post-processing module for pre-computed model evaluations. Ideas for the estimation of higher order sensitivity indices are also discussed.

We present new multiwavelet transforms of multiplicity 2 for manipulation of discrete-time signals. The transforms are implemented in two phases: 1) Pre (post)-processing, which transforms the scalar signal into a vector signal (and back) and 2) wavelet transforms of the vector signal. Both phases are performed in a lifting manner. We use the cubic interpolatory Hermite splines as a predicting ...

Formal Verification of Distributed Algorithms (Dagstuhl Seminar 13141) Bernadette Charron-Bost, Stepahn Merz, Andrey Rybalchenko, and Josef Widder 1 Correct and Efficient Accelerator Programming (Dagstuhl Seminar 13142) Albert Cohen, Alastair F. Donaldson, Marieke Huisman, and Joost-Pieter Katoen 17 Drawing Graphs and Maps with Curves (Dagstuhl Seminar 13151) Stephen Kobourov, Martin Nöllenburg...

This paper presents a general framework of constructing a large family of lapped transforms with symmetric basis functions by adding simple time-domain reand postprocessing modules onto existing block DCT based infrastructures. A subset of the resulting solutions is closed-form, fast computable, modular, near optimal in the energy compaction sense, and leads to an elegant boundary handling of f...