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» Sublinear geometric algorithms
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SIGPRO
2002
77views more  SIGPRO 2002»
15 years 3 months ago
The normalized least-squares order-recursive lattice smoother
This paper introduces a variance- and angle-normalized version of the least-squares order-recursive lattice (LSORL) smoother, say the normalized LSORL smoother, via a geometric ap...
Dong Kyoo Kim, PooGyeon Park
109
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IOR
2010
92views more  IOR 2010»
15 years 2 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
128
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SIAMNUM
2010
126views more  SIAMNUM 2010»
14 years 10 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
ICASSP
2011
IEEE
14 years 7 months ago
Approximate nearest-subspace representations for sound mixtures
In this paper we present a novel approach to describe sound mixtures which is based on a geometric viewpoint. In this approach we extend the idea of a nearest-neighbor representat...
Paris Smaragdis
STOC
2009
ACM
167views Algorithms» more  STOC 2009»
16 years 4 months ago
Universally utility-maximizing privacy mechanisms
A mechanism for releasing information about a statistical database with sensitive data must resolve a trade-off between utility and privacy. Publishing fully accurate information ...
Arpita Ghosh, Tim Roughgarden, Mukund Sundararajan