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SODA
2004
ACM
102views Algorithms» more  SODA 2004»
15 years 6 months ago
An exact subexponential-time lattice algorithm for Asian options
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Tian-Shyr Dai, Yuh-Dauh Lyuu
ICCCN
2008
IEEE
15 years 11 months ago
A Distributed Routing Algorithm for Networks with Data-Path Services
Abstract—Many next-generation Internet architectures propose advanced packet processing functions in the data path of the network. Such “services” are typically performed on ...
Xin Huang, Sivakumar Ganapathy, Tilman Wolf
WAW
2007
Springer
77views Algorithms» more  WAW 2007»
15 years 10 months ago
Using Bloom Filters to Speed Up HITS-Like Ranking Algorithms
Abstract. This paper describes a technique for reducing the querytime cost of HITS-like ranking algorithm. The basic idea is to compute for each node in the web graph a summary of ...
Sreenivas Gollapudi, Marc Najork, Rina Panigrahy
COMPGEOM
2007
ACM
15 years 8 months ago
A space-optimal data-stream algorithm for coresets in the plane
Given a point set P R2 , a subset Q P is an -kernel of P if for every slab W containing Q, the (1+)-expansion of W also contains P. We present a data-stream algorithm for mainta...
Pankaj K. Agarwal, Hai Yu
ICIP
2007
IEEE
16 years 6 months ago
Total Variation Image Restoration and Parameter Estimation using Variational Posterior Distribution Approximation
In this paper we propose novel algorithms for total variation (TV) based image restoration and parameter estimation utilizing variational distribution approximations. By following...
S. Derin Babacan, Rafael Molina, Aggelos K. Katsag...