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ICASSP
2011
IEEE
14 years 10 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
ICASSP
2011
IEEE
14 years 10 months ago
Image editing based on Sparse Matrix-Vector multiplication
This paper presents a unified model for image editing in terms of Sparse Matrix-Vector (SpMV) multiplication. In our framework, we cast image editing as a linear energy minimizat...
Ying Wang, Hongping Yan, Chunhong Pan, Shiming Xia...
ICASSP
2011
IEEE
14 years 10 months ago
Discrete regression methods on the cone of positive-definite matrices
We consider the problem of fitting a discrete curve to time-labeled data points on the set Pn of all n-by-n symmetric positive-definite matrices. The quality of a curve is measu...
Nicolas Boumal, Pierre-Antoine Absil
213
Voted
ICASSP
2011
IEEE
14 years 10 months ago
Denoising sparse noise via online dictionary learning
The idea of learning overcomplete dictionaries based on the paradigm of compressive sensing has found numerous applications, among which image denoising is considered one of the m...
Anoop Cherian, Suvrit Sra, Nikolaos Papanikolopoul...
ICASSP
2011
IEEE
14 years 10 months ago
Rate control for PSD limited multiple access systems through linear programming
In this paper we discuss rate control for multiuser multicarrier systems, where the transmitter has a single antenna and is subject to a PSD mask limitation while the receiver has...
Amir Leshem, Ephraim Zehavi
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