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» On the convergence of Hill's method
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SODA
2004
ACM
102views Algorithms» more  SODA 2004»
15 years 2 months ago
An exact subexponential-time lattice algorithm for Asian options
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...
Tian-Shyr Dai, Yuh-Dauh Lyuu
CORR
2010
Springer
122views Education» more  CORR 2010»
15 years 1 months ago
A Unified Algorithmic Framework for Multi-Dimensional Scaling
In this paper, we propose a unified algorithmic framework for solving many known variants of MDS. Our algorithm is a simple iterative scheme with guaranteed convergence, and is mo...
Arvind Agarwal, Jeff M. Phillips, Suresh Venkatasu...
CORR
2008
Springer
92views Education» more  CORR 2008»
15 years 1 months ago
Catching Up Faster by Switching Sooner: A Prequential Solution to the AIC-BIC Dilemma
Bayesian model averaging, model selection and its approximations such as BIC are generally statistically consistent, but sometimes achieve slower rates of convergence than other m...
Tim van Erven, Peter Grünwald, Steven de Rooi...
JMIV
2007
83views more  JMIV 2007»
15 years 1 months ago
Minimization of a Detail-Preserving Regularization Functional for Impulse Noise Removal
Recently, a powerful two-phase method for restoring images corrupted with high level impulse noise has been developed. The main drawback of the method is the computational efficie...
Jian-Feng Cai, Raymond H. Chan, Carmine Di Fiore

Publication
372views
16 years 2 months ago
Multi-Objects Interpretation
We describe a general-purpose method for the accurate and robust interpretation of a data set of p-dimensional points by several deformable prototypes. This method is based on the ...
Jean-Philippe Tarel