Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
This short note studies a variation of the Compressed Sensing paradigm introduced recently by Vaswani et al., i.e. the recovery of sparse signals from a certain number of linear m...
We simultaneously approach two tasks of nonlinear discriminant analysis and kernel selection problem by proposing a unified criterion, Fisher+Kernel Criterion. In addition, an eff...
Shu Yang, Shuicheng Yan, Dong Xu, Xiaoou Tang, Cha...
In this paper, the problem of estimating automatically the symmetry plane of bilateral objects (having perfect or imperfect mirror symmetry) in point clouds is reexamined. Classic...
We investigate methods for planning in a Markov Decision Process where the cost function is chosen by an adversary after we fix our policy. As a running example, we consider a rob...
H. Brendan McMahan, Geoffrey J. Gordon, Avrim Blum