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» A parallel formulation of interior point algorithms
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PC
2008
158views Management» more  PC 2008»
13 years 6 months ago
Application of multistage stochastic programs solved in parallel in portfolio management
We present a multistage model for allocation of financial resources to bond indices in different currencies. The model was tested on historical data of interest and exchange rates...
Mária Lucká, Igor Melichercik, Ladis...
CORR
2007
Springer
128views Education» more  CORR 2007»
13 years 6 months ago
Model Selection Through Sparse Maximum Likelihood Estimation
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
ICML
2004
IEEE
14 years 7 months ago
Multiple kernel learning, conic duality, and the SMO algorithm
While classical kernel-based classifiers are based on a single kernel, in practice it is often desirable to base classifiers on combinations of multiple kernels. Lanckriet et al. ...
Francis R. Bach, Gert R. G. Lanckriet, Michael I. ...
JMIV
2008
214views more  JMIV 2008»
13 years 6 months ago
A Network Flow Algorithm for Reconstructing Binary Images from Continuous X-rays
Tomography is a powerful technique to obtain accurate images of the interior of an object in a nondestructive way. Conventional reconstruction algorithms, such as filtered backproj...
Kees Joost Batenburg
CAD
2007
Springer
13 years 6 months ago
Generating strictly non-self-overlapping structured quadrilateral grids
In this paper, we present a BPM (Bézier Patch Mapping) algorithm which generates a strictly non-self-overlapping structured quadrilateral grid in a given four-sided planar region...
Hongwei Lin, Kai Tang, Ajay Joneja, Hujun Bao