Belief propagation is shown to be an instance of a hybrid between two projection algorithms in the convex programming literature: Dykstra's algorithm with cyclic Bregman proje...
Asian options are path-dependent derivatives. How to price them efficiently and accurately has been a longstanding research and practical problem. Asian options can be priced on t...
Conditional log-linear models are a commonly used method for structured prediction. Efficient learning of parameters in these models is therefore an important problem. This paper ...
Amir Globerson, Terry Koo, Xavier Carreras, Michae...
In this work we study the computational complexity of a class of grid Monte Carlo algorithms for integral equations. The idea of the algorithms consists in an approximation of the ...
Non-negative matrix factorization (NMF) has previously been shown to be a useful decomposition for multivariate data. Two different multiplicative algorithms for NMF are analyzed....