Harrison and Kreps showed in 1978 how the heterogeneity of investor beliefs can drive speculation, leading the price of an asset to exceed its intrinsic value. By focusing on an e...
We present a sliding window RLS for sparse filters, based on the greedy least squares algorithm. The algorithm adapts a partial QR factorization with pivoting, using a simplifie...
Most of the echo cancellers are equipped with a double-talk detector (DTD) in order to control the behavior of the adaptive filter during double-talk situations. In this paper, w...
In this note, we show that the size of the perimeter of (α, β)-covered objects is a linear function of the diameter. Specifically, for an (α, β)-covered object O, per(O) ≤ c...
We derive a convex relaxation for cardinality constrained Principal Component Analysis (PCA) by using a simple representation of the L1 unit ball and standard Lagrangian duality. ...