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JGO
2011
83views more  JGO 2011»
14 years 11 months ago
Application of convex lexicographical optimization to the balance of GRTgaz gas grid
Shippers are daily users of the French gas grid. Differences between planned and effective gas demand unbalance the grid. To restore the balance, GRTgaz computes every day amoun...
Soizic Adam, J. Frédéric Bonnans, Ru...
SIAMJO
2010
155views more  SIAMJO 2010»
14 years 11 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
TIP
2010
205views more  TIP 2010»
14 years 11 months ago
Variational Region-Based Segmentation Using Multiple Texture Statistics
This paper addresses variational supervised texture segmentation. The main contributions are twofold. First, the proposed method circumvents a major problem related to classical t...
Imen Karoui, Ronan Fablet, Jean-Marc Boucher, Jean...
TSP
2010
14 years 11 months ago
Compressed sensing performance bounds under Poisson noise
Abstract--This paper describes performance bounds for compressed sensing (CS) where the underlying sparse or compressible (sparsely approximable) signal is a vector of nonnegative ...
Maxim Raginsky, Rebecca Willett, Zachary T. Harman...
BMCBI
2011
14 years 11 months ago
SNPPicker: High quality tag SNP selection across multiple populations
Background: Linkage Disequilibrium (LD) bin-tagging algorithms identify a reduced set of tag SNPs that can capture the genetic variation in a population without genotyping every s...
Hugues Sicotte, David N. Rider, Gregory A. Poland,...