26 citations · 45 across the 9 of their papers we have counts for
9 papers
A Method for Detecting Murmurous Heart Sounds based on Self-similar Properties
Dixon Vimalajeewa, Chihoon Lee, Brani Vidakovic
A heart murmur is an atypical sound produced by the flow of blood through the heart. It can be a sign of a serious heart condition, so detecting heart murmurs is critical for ident…
Stationary Distribution Convergence of the Offered Waiting Processes in Heavy Traffic under General Patience Time Scaling
Chihoon Lee, Amy R. Ward, Heng-Qing Ye
We study a sequence of single server queues with customer abandonment (GI/GI/1+GI) under heavy traffic. The patience time distributions vary with the sequence, which allows for a w…
Entropy flow and De Bruijn's identity for a class of stochastic differential equations driven by fractional Brownian motion
Michael C. H. Choi, Chihoon Lee, Jian Song
Motivated by the classical De Bruijn's identity for the additive Gaussian noise channel, in this paper we consider a generalized setting where the channel is modelled via stochasti…
On "A General Framework for Pricing Asian Options Under Markov Processes"
Zhenyu Cui, Chihoon Lee, Yanchu Liu
Cai, Song and Kou (2015) [Cai, N., Y. Song, S. Kou (2015) A general framework for pricing Asian options under Markov processes. Oper. Res. 63(3): 540-554] made a breakthrough by pr…
Stationary Distribution Convergence of the Offered Waiting Processes for GI/GI/1+GI Queues in Heavy Traffic
Chihoon Lee, Amy R. Ward, Heng-Qing Ye
A result of Ward and Glynn (2005) asserts that the sequence of scaled offered waiting time processes of the queue converges weakly to a reflected Ornstein-Uhlenbeck pr…
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic
Libo Sun, Chihoon Lee, Jennifer A. Hoeting
We consider the problem of selecting deterministic or stochastic models for a biological, ecological, or environmental dynamical process. In most cases, one prefers either determin…
A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
Libo Sun, Chihoon Lee, Jennifer A. Hoeting
We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The t…
On drift parameter estimation for reflected fractional Ornstein-Uhlenbeck processes
Chihoon Lee, Jian Song
We consider a reflected Ornstein-Uhlenbeck process driven by a fractional Brownian motion with Hurst parameter . Our goal is to estimate an…
Non-Markovian state dependent networks in critical loading
Chihoon Lee, Anatolii puhalskii
We establish heavy traffic limit theorems for queue-length processes in critically loaded single class queueing networks with state dependent arrival and service rates. A distingui…