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AUTOMATICA
2006
140views more  AUTOMATICA 2006»
14 years 12 months ago
On a stochastic sensor selection algorithm with applications in sensor scheduling and sensor coverage
In this note we consider the following problem. Suppose a set of sensors is jointly trying to estimate a process. One sensor takes a measurement at every time step and the measure...
Vijay Gupta, Timothy H. Chung, Babak Hassibi, Rich...
IOR
2008
104views more  IOR 2008»
14 years 11 months ago
Arrival Rate Approximation by Nonnegative Cubic Splines
Estimating the arrival rate function of a non-homogeneous Poisson process based on observed arrival data is a problem naturally arising in many applications. Cubic spline function...
Farid Alizadeh, Jonathan Eckstein, Nilay Noyan, G&...
IPL
2006
115views more  IPL 2006»
14 years 11 months ago
Approximate maximum weight branchings
We consider a special subgraph of a weighted directed graph: one comprising only the k heaviest edges incoming to each vertex. We show that the maximum weight branching in this su...
Amitabha Bagchi, Ankur Bhargava, Torsten Suel
SIAMSC
2008
143views more  SIAMSC 2008»
14 years 11 months 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
TIP
2008
128views more  TIP 2008»
14 years 11 months ago
Wavelet Frame Accelerated Reduced Support Vector Machines
In this paper, a novel method for reducing the runtime complexity of a support vector machine classifier is presented. The new training algorithm is fast and simple. This is achiev...
Matthias Rätsch, Gerd Teschke, Sami Romdhani,...