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123
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ICASSP
2010
IEEE
15 years 3 months ago
Fast signal analysis and decomposition on graphs using the Sparse Matrix Transform
Recently, the Sparse Matrix Transform (SMT) has been proposed as a tool for estimating the eigen-decomposition of high dimensional data vectors [1]. The SMT approach has two major...
Leonardo R. Bachega, Guangzhi Cao, Charles A. Boum...
115
Voted
ICASSP
2011
IEEE
14 years 7 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
AAAI
2011
14 years 3 months ago
Sparse Matrix-Variate t Process Blockmodels
We consider the problem of modeling network interactions and identifying latent groups of network nodes. This problem is challenging due to the facts i) that the network nodes are...
Zenglin Xu, Feng Yan, Yuan Qi
125
Voted
IJCNN
2007
IEEE
15 years 9 months ago
Parameter Optimization of PSS Based on Estimated Hessian Matrix from Trajectory Sensitivities
This paper describes the optimal tuning for the output limits of the power system stabilizer (PSS), which can improve the system damping performance immediately following a large d...
Seung-Mook Baek, Jung-Wook Park, Ganesh K. Venayag...
126
Voted
IPPS
2000
IEEE
15 years 7 months ago
Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems
Abstract. Computer simulations of realistic applications usually require solving a set of non-linear partial di erential equations PDEs over a nite region. The process of obtaini...
Leonid Oliker, Xiaoye S. Li, Gerd Heber, Rupak Bis...