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FS
2011
165views more  FS 2011»
14 years 4 months ago
Asset price bubbles from heterogeneous beliefs about mean reversion rates
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...
Xi Chen, Robert V. Kohn
92
Voted
ICASSP
2011
IEEE
14 years 4 months ago
Sliding window greedy RLS for sparse filters
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...
Alexandru Onose, Bogdan Dumitrescu, Ioan Tabus
ICASSP
2011
IEEE
14 years 4 months ago
Class of double-talk detectors based on the holder inequality
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...
Constantin Paleologu, Jacob Benesty, Tomas Gä...
COMGEO
2011
ACM
14 years 7 months ago
A note on the perimeter of fat objects
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...
Prosenjit Bose, Otfried Cheong, Vida Dujmovic
179
Voted
ORL
2011
14 years 7 months ago
Convex approximations to sparse PCA via Lagrangian duality
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. ...
Ronny Luss, Marc Teboulle