We propose two algorithms based on Bregman iteration and operator splitting technique for nonlocal TV regularization problems. The convergence of the algorithms is analyzed and ap...
Xiaoqun Zhang, Martin Burger, Xavier Bresson, Stan...
This paper describes a general framework for converting online game playing algorithms into constrained convex optimization algorithms. This framework allows us to convert the wel...
In this paper, we propose a unified algorithmic framework for solving many known variants of MDS. Our algorithm is a simple iterative scheme with guaranteed convergence, and is mo...
Arvind Agarwal, Jeff M. Phillips, Suresh Venkatasu...
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...
Non-negative matrix factorization (NMF) has previously been shown to be a useful decomposition for multivariate data. Two different multiplicative algorithms for NMF are analyzed....