The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
Skinning is a simple yet popular deformation technique combining compact storage with efficient hardware accelerated rendering. While skinned meshes (such as virtual characters) a...
Ladislav Kavan, Peter-Pike Sloan, Carol O'Sullivan
The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
Abstract--We present an explicit formula for B-spline convolution kernels; these are defined as the convolution of several B-splines of variable widths and degrees . We apply our r...
—This paper addresses the independent component analysis (ICA) of quaternion random vectors. In particular, we focus on the Gaussian case and therefore only consider the quaterni...