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...
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...
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...
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...
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