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FS
2006
105views more  FS 2006»
14 years 12 months ago
Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints
We prove existence of stochastic financial equilibria on filtered spaces more general than the ones generated by finite-dimensional Brownian motions. These equilibria span complete...
Gordan Zitkovic
COLT
2008
Springer
15 years 1 months ago
Adaptive Hausdorff Estimation of Density Level Sets
Consider the problem of estimating the -level set G = {x : f(x) } of an unknown d-dimensional density function f based on n independent observations X1, . . . , Xn from the densi...
Aarti Singh, Robert Nowak, Clayton Scott
MICS
2010
124views more  MICS 2010»
14 years 6 months ago
An Optimal Algorithm for the k-Fixed-Endpoint Path Cover on Proper Interval Graphs
In this paper we consider the k-fixed-endpoint path cover problem on proper interval graphs, which is a generalization of the path cover problem. Given a graph G and a set T of k v...
George B. Mertzios, Walter Unger
TOG
2012
237views Communications» more  TOG 2012»
13 years 2 months ago
An algebraic model for parameterized shape editing
We present an approach to high-level shape editing that adapts the structure of the shape while maintaining its global characteristics. Our main contribution is a new algebraic mo...
Martin Bokeloh, Michael Wand, Hans-Peter Seidel, V...
PPSN
1998
Springer
15 years 4 months ago
On Risky Methods for Local Selection under Noise
The choice of the selection method used in an evolutionary algorithm may have considerable impacts on the behavior of the entire algorithm. Therefore, earlier work was devoted to t...
Günter Rudolph