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» On Linear Cryptanalysis with Many Linear Approximations
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ICML
2009
IEEE
15 years 6 months ago
Learning linear dynamical systems without sequence information
Virtually all methods of learning dynamic systems from data start from the same basic assumption: that the learning algorithm will be provided with a sequence, or trajectory, of d...
Tzu-Kuo Huang, Jeff Schneider
ICMLA
2008
15 years 1 months ago
A Bayesian Approach to Switching Linear Gaussian State-Space Models for Unsupervised Time-Series Segmentation
Time-series segmentation in the fully unsupervised scenario in which the number of segment-types is a priori unknown is a fundamental problem in many applications. We propose a Ba...
Silvia Chiappa
MP
2006
137views more  MP 2006»
14 years 11 months ago
New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...
Yu-Hong Dai, Roger Fletcher
ANOR
2006
59views more  ANOR 2006»
14 years 11 months ago
The empirical behavior of sampling methods for stochastic programming
Abstract. We investigate the quality of solutions obtained from sample-average approximations to two-stage stochastic linear programs with recourse. We use a recently developed sof...
Jeff Linderoth, Alexander Shapiro, Stephen Wright
ICS
2010
Tsinghua U.
15 years 9 months ago
Market Equilibrium under Separable, Piecewise-Linear, Concave Utilities
We consider Fisher and Arrow-Debreu markets under additively-separable, piecewise-linear, concave utility functions, and obtain the following results: ? For both market models, if...
Vijay V. Vazirani, Mihalis Yannakakis