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AUTOMATICA
2006
140views more  AUTOMATICA 2006»
15 years 4 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»
15 years 4 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»
15 years 4 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»
15 years 4 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
149
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TIP
2008
128views more  TIP 2008»
15 years 4 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,...