Portfolio credit risk models as well as models for operational risk can often be treated analogously to the collective risk model coming from insurance. Applying the classical Panj...
In this paper, we introduce a novel algorithm to solve
global shape registration problems. We use gray-scale “images”
to represent source shapes, and propose a novel twocompo...
Hongsheng Li (Lehigh University), Tian Shen (Lehig...
We show how variational Bayesian inference can be implemented for very large generalized linear models. Our relaxation is proven to be a convex problem for any log-concave model. ...
— We address the problem of real-time navigation in dynamic environments for car-like robots. Our approach generalizes the concept of velocity obstacles, which have been used for...
Important generalizations of the Vertex Cover problem (Connected Vertex Cover, Capacitated Vertex Cover, and Maximum Partial Vertex Cover) have been intensively studied in terms of...