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» Iterative methods for Robbins problems
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SIAMSC
2008
143views more  SIAMSC 2008»
15 years 12 days ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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...
Jari Toivanen
SIGPRO
2010
135views more  SIGPRO 2010»
14 years 11 months ago
A short note on compressed sensing with partially known signal support
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...
Laurent Jacques
CVPR
2005
IEEE
16 years 2 months ago
Fisher+Kernel Criterion for Discriminant Analysis
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...
CVPR
2008
IEEE
16 years 2 months ago
Automatic symmetry plane estimation of bilateral objects in point clouds
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...
Benoît Combès, John Waddington, Neil ...
ICML
2003
IEEE
16 years 1 months ago
Planning in the Presence of Cost Functions Controlled by an Adversary
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