We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
In this paper we address the problem of simultaneous estimation of structure and restoration of images from blurred photometric measurements. Given the blurred observations of a s...
Abstract--We derive a class of algorithms for independent component analysis (ICA) based on maximum likelihood (ML) estimation and perform stability analysis of natural gradient ML...
In this paper, we propose an image super-resolution approach using a novel generic image prior ? gradient profile prior, which is a parametric prior describing the shape and the s...
Recently, actor-critic methods have drawn much interests in the area of reinforcement learning, and several algorithms have been studied along the line of the actor-critic strategy...