159
Voted
SIAMIS
2011
14 years 7 months ago
2011
In this paper we propose an active contour model for segmentation based on the Chan-Vese model. The new model can capture inherent sharp features, i.e., the sharp corners of object...
171
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SIAMIS
2011
14 years 7 months ago
2011
We analyze the illumination invariance of the level lines of an image. We show that if the scene surface has Lambertian reflectance and the light is directed, then a necessary and...
126
Voted
SIAMFM
2011
14 years 7 months ago
2011
As shown by the recent turmoil in credit markets, much remains to be done for the proper risk management of credit derivatives. In particular, the static copula-based models commo...
115
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SIAMFM
2011
14 years 7 months ago
2011
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
152
Voted
SIAMDM
2011
14 years 7 months ago
2011
172
Voted
SIAMCOMP
2011
14 years 7 months ago
2011
The Gibbard-Satterthwaite theorem states that every non-dictatorial election rule among at least three alternatives can be strategically manipulated. We prove a quantitative versi...
193
Voted
SIAMCOMP
2011
14 years 7 months ago
2011
We consider the problem of testing graph expansion (either vertex or edge) in the bounded degree model [10]. We give a property tester that given a graph with degree bound d, an ex...
248
Voted
SIAMCOMP
2011
14 years 7 months ago
2011
We consider the Minimum Linear Arrangement problem and the (Uniform) Sparsest Cut problem. So far, these two notorious NP-hard graph problems have resisted all attempts to prove in...
156
Voted
SIAMCO
2011
14 years 7 months ago
2011
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical diï¬...
160
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SIAMAM
2011
14 years 7 months ago
2011
We develop a general theory of the swelling kinetics of polymer gels, with the view that a polymer gel is a two-phase fluid. The model we propose is a free boundary problem and ca...