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» The Generalized Dimensionality Reduction Problem
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CORR
2010
Springer
145views Education» more  CORR 2010»
14 years 10 months ago
CAT-generation of ideals
We consider the problem of generating all ideals of a poset. It is a long standing open problem, whether or not the ideals of any poset can be generated in constant amortized time...
Torsten Ueckerdt
CORR
2008
Springer
124views Education» more  CORR 2008»
14 years 10 months ago
Scheduling Kalman Filters in Continuous Time
A set of N independent Gaussian linear time invariant systems is observed by M sensors whose task is to provide the best possible steady-state causal minimum mean square estimate o...
Jerome Le Ny, Eric Feron, Munther A. Dahleh
FS
2010
95views more  FS 2010»
14 years 8 months ago
Pricing credit derivatives under incomplete information: a nonlinear-filtering approach
This paper considers a general reduced form pricing model for credit derivatives where default intensities are driven by some factor process X. The process X is not directly observ...
Rüdiger Frey, Wolfgang Runggaldier
CVPR
2000
IEEE
15 years 2 months ago
Geodesic Distance Evolution of Surfaces: A New Method for Matching Surfaces
The general problem of surface matching is taken up in this study. The process described in this work hinges on a geodesic distance equation for a family of surfaces embedded in t...
Hussein M. Yahia, Etienne G. Huot, Isabelle Herlin...
ICS
2010
Tsinghua U.
15 years 7 months ago
Beyond Equilibria: Mechanisms for Repeated Combinatorial Auctions
: We study the design of mechanisms in combinatorial auction domains. We focus on settings where the auction is repeated, motivated by auctions for licenses or advertising space. W...
Brendan Lucier