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» Parameterized Complexity and Approximation Algorithms
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WSC
2000
15 years 4 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
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...
EUROGRAPHICS
2010
Eurographics
15 years 4 months ago
Fast and Efficient Skinning of Animated Meshes
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
SIAMSC
2008
139views more  SIAMSC 2008»
15 years 3 months ago
Probing the Pareto Frontier for Basis Pursuit Solutions
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...
Ewout van den Berg, Michael P. Friedlander
TMI
2002
115views more  TMI 2002»
15 years 2 months ago
Discretization of the Radon transform and of its inverse by spline convolutions
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...
Stefan Horbelt, Michael Liebling, Michael Unser
TSP
2011
165views more  TSP 2011»
14 years 10 months ago
Quaternion ICA From Second-Order Statistics
—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...
Javier Vía, Daniel P. Palomar, Luis Vielva,...