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PRL
2007
154views more  PRL 2007»
13 years 5 months ago
Regularized mixture discriminant analysis
Abstract – In this paper we seek a Gaussian mixture model (GMM) of the classconditional densities for plug-in Bayes classification. We propose a method for setting the number of ...
Zohar Halbe, Mayer Aladjem
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 1 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
TSP
2011
125views more  TSP 2011»
13 years 1 months ago
Weight Adjusted Tensor Method for Blind Separation of Underdetermined Mixtures of Nonstationary Sources
—In this paper, a novel algorithm to blindly separate an instantaneous linear underdetermined mixture of nonstationary sources is proposed. It means that the number of sources ex...
Petr Tichavský, Zbynek Koldovský
IJRR
2010
102views more  IJRR 2010»
13 years 4 months ago
Space-carving Kernels for Accurate Rough Terrain Estimation
Abstract— Accurate terrain estimation is critical for autonomous offroad navigation. Reconstruction of a 3D surface allows rough and hilly ground to be represented, yielding fast...
Raia Hadsell, J. Andrew Bagnell, Daniel F. Huber, ...
AMAI
2004
Springer
13 years 11 months ago
Biased Minimax Probability Machine for Medical Diagnosis
The Minimax Probability Machine (MPM) constructs a classifier, which provides a worst-case bound on the probability of misclassification of future data points based on reliable ...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...