The integration of different learning and adaptation techniques in one architecture, to overcome individual limitations and achieve synergetic effects through hybridization or fusion of these techniques, has in recent years contributed to a large number of new intelligent system designs. Most of...

A user interface is one of the most important factor's for deciding the usefulness of a statistical system. Nowadays, a graphical user interface (GUI) is popular because it is easy and intuitive to use. A character user interface (CUI) is, however, still important for using full abilities of the...

We study a new type of representation problem for optional processes with connections to singular control, optimal stopping and dynamic allocation problems. As an application, we show how to solve a variant of Skorohod's obstacle problem in the context of backward stochastic differential...

We introduce and analyse numerical methods for the treatment of inverse problems, based on an adaptive wavelet Galerkin discretization. These methods combine the theoretical advantages of the wavelet-vaguelette decomposition (WVD) in terms of optimally adapting to the unknown smoothness of the...