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107
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CORR
2011
Springer
183views Education» more  CORR 2011»
14 years 7 months ago
Mean-Variance Optimization in Markov Decision Processes
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomiz...
Shie Mannor, John N. Tsitsiklis
CORR
2007
Springer
110views Education» more  CORR 2007»
15 years 22 days ago
Free deconvolution for signal processing applications
—Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get la...
Øyvind Ryan, Mérouane Debbah
123
Voted
JMLR
2010
158views more  JMLR 2010»
14 years 7 months ago
Topology Selection in Graphical Models of Autoregressive Processes
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
Jitkomut Songsiri, Lieven Vandenberghe
92
Voted
ISAAC
2005
Springer
113views Algorithms» more  ISAAC 2005»
15 years 6 months ago
A Simple Optimal Randomized Algorithm for Sorting on the PDM
Abstract. The Parallel Disks Model (PDM) has been proposed to alleviate the I/O bottleneck that arises in the processing of massive data sets. Sorting has been extensively studied ...
Sanguthevar Rajasekaran, Sandeep Sen
ICIP
2003
IEEE
16 years 2 months ago
Random access using isolated regions
Random access is a desirable feature in many video communication systems. Intra pictures have been conventionally used as random access points, but correct picture content can als...
Miska M. Hannuksela, Ye-Kui Wang, Moncef Gabbouj