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ICML
2007
IEEE
15 years 11 months ago
Direct convex relaxations of sparse SVM
Although support vector machines (SVMs) for binary classification give rise to a decision rule that only relies on a subset of the training data points (support vectors), it will ...
Antoni B. Chan, Nuno Vasconcelos, Gert R. G. Lanck...
CISSE
2007
Springer
15 years 2 months ago
Issues in Simulation for Valuing Long-Term Forwards
Abstract- This paper explores valuing long-term equity forwardcontracts or futures where both the underlying volatility and the interest rates are modeled as stochastic random vari...
Phillip G. Bradford, Alina Olteanu
ICIP
2005
IEEE
15 years 11 months ago
Critical encoding rate in combined denoising and compression
In this paper, we elaborate on denoising schemes based on lossy compression. First, we provide an alternative interpretation of the so-called Occam filter and relate it with the c...
Sehoon Yea, William A. Pearlman
DAC
2002
ACM
15 years 11 months ago
A factorization-based framework for passivity-preserving model reduction of RLC systems
We present a framework for passivity-preserving model reduction for RLC systems that includes, as a special case, the well-known PRIMA model reduction algorithm. This framework pr...
Q. Su, Venkataramanan Balakrishnan, Cheng-Kok Koh
ICML
2008
IEEE
15 years 11 months ago
Efficiently learning linear-linear exponential family predictive representations of state
Exponential Family PSR (EFPSR) models capture stochastic dynamical systems by representing state as the parameters of an exponential family distribution over a shortterm window of...
David Wingate, Satinder P. Singh