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IOR
2010
71views more  IOR 2010»
15 years 3 months ago
Stochastic Root Finding and Efficient Estimation of Convex Risk Measures
Reliable risk measurement is a key problem for financial institutions and regulatory authorities. The current industry standard Value-at-Risk has several deficiencies. Improved ri...
Jörn Dunkel, Stefan Weber
ALGORITHMICA
2011
15 years 1 months ago
Crossing Numbers of Graphs with Rotation Systems
We show that computing the crossing number and the odd crossing number of a graph with a given rotation system is NP-complete. As a consequence we can show that many of the well-k...
Michael J. Pelsmajer, Marcus Schaefer, Daniel Stef...
CDC
2010
IEEE
210views Control Systems» more  CDC 2010»
15 years 1 months ago
Advances in moving horizon estimation for nonlinear systems
In the past decade, moving horizon estimation (MHE) has emerged as a powerful technique for estimating the state of a dynamical system in the presence of nonlinearities and disturb...
Angelo Alessandri, Marco Baglietto, Giorgio Battis...
TSP
2011
165views more  TSP 2011»
15 years 1 months ago
Quaternion ICA From Second-Order Statistics
—This paper addresses the independent component analysis (ICA) of quaternion random vectors. In particular, we focus on the Gaussian case and therefore only consider the quaterni...
Javier Vía, Daniel P. Palomar, Luis Vielva,...
ICASSP
2011
IEEE
14 years 10 months ago
Optimal and low-complexity iterative joint network/channel decoding for the multiple-access relay channel
In this paper, we investigate joint network and channel decoding algorithms for the multiple-access relay channel. We consider a realistic reference scenario with Rayleigh fading ...
Xuan-Thang Vu, Marco Di Renzo, Pierre Duhamel