In this paper we examine a control variate estimator for quantity that can be expressed as the expectation of functional random process, is itself solution differential equation driven by fast mean-reverting ergodic forces. The same limit diffusion process approximates original when mean-reversion time goes to zero. To get an efficient estimator, propose coupling method build and process. We sh...

With the development of intelligent and interactive power system, elements distribution network planning continue to increase. The connects transmission system individuals, directly affects individual’s consumption experience, is a key link in system. A reasonable scheme can not only improve supply capacity reliability but also fully apply data each realize optimal medium-voltage driven by data...

In this paper, we present the data-driven COS method, ddCOS. It is a Fourier-based financial option valuation method which assumes the availability of asset data samples: a characteristic function of the underlying asset probability density function is not required. As such, the presented technique represents a generalization of the well-known COS method [1]. The convergence of the proposed met...

We present a nonparametric density estimation technique for image caption generation. Data-driven matching methods have shown to be effective for a variety of complex problems in Computer Vision. These methods reduce an inference problem for an unknown image to finding an existing labeled image which is semantically similar. However, related approaches for image caption generation (Ordonez et a...