We extend the model of Karlof and Wagner for modelling side channel attacks via Input Driven Hidden Markov Models (IDHMM) to the case where not every state corresponds to a single observable symbol. This allows us to examine ...
We devise a variationalBayes algorithm for fast approximate inference in Bayesian GeneralizedExtremeValue additive modelanalysis. Such models are useful for flexibly assessing the impact of continuous predictor variables ...
Zinder, Y; Nicorovici, NA; Langtry, T(University of Portsmouth, 2011-01)
One of the major challenges in teaching applied mathematics is the large amount of calculation involved in many practical mathematical methods. On one hand, mastering these methods requires students to gain experience in ...
Structural health monitoring is a vital part in the management of bridges, particulary as the structures begin to age. Detecting structural faults through the use of sensors is an emerging field that has seen considerable ...
Event-driven uncertainties such as corporate defaults, operational failures, or central bank announcements are important elements in the modeling of financial quantities. Therefore, stochastic differential equations (SDEs) ...
Quasi-Monte Carlo methods are used to approximate integrals of high dimensionality. However, if the problem under consideration is of unbounded dimensionality, it is not obvious if one can apply quasi-Monte Carlo methods ...
We apply quasi-Monte Carlo methods to the pricing of derivatives on realised variance of an index under the benchmark approach. The resulting integration problem is shown to depend on the joint density of the realised ...
Zinder, Y(Western Australian Centre of Excellence in Industrial Optimisation, Curtin University of Technology, 2005-01)
The paper is concerned with the problem of shceduling a partially ordered set of unit execution time tasks on parallel identical machines in ordered to minimise the criterion of maximum lateness which plays one of the ...
Zinder, Y; Singh, G; Su, B; Sorli, RM(Universal Academy Press Inc, 2007-01)
The paper is concerned iwth the problem of scheduling partially ordered unit execution time tasks on parallel processors with unit communication delays and release times. Two criteria are considered the maximum lateness ...
Extreme transcendental differential equations are found in many applications including geophysical climate change models. Solution of these systems in continuous time has only been feasible with the recent development of ...