Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
In Cognitive Radio scenarios channelization information from primary network may be available to the spectral monitor. Under this assumption we propose a spectral estimation algor...
Robust treatment of complex collisions is a challenging problem in cloth simulation. Some state of the art methods resolve collisions iteratively, invoking a fail-safe when a boun...
David Harmon, Etienne Vouga, Rasmus Tamstorf, Eita...
We deal with the iterative solution of linear systems arising from so-called dual-dual mixed finite element formulations. The linear systems are of a two-fold saddle point structur...
Improving on recent work on joint source-filter analysis of speech waveforms, we explore improvements to an autoregressive model with exogenous inputs represented by flexible ba...