We present a new hybrid algorithm for local search in distributed combinatorial optimization. This method is a mix between classical local search methods in which nodes take decis...
This paper provides a fast and accurate randomization algorithm for valuing American puts and calls on dividend-paying stocks and their early exercise boundaries. The primal focus...
Sketch recognition is the automated recognition of hand-drawn diagrams. When allowing users to sketch as they would naturally, users may draw shapes in an interspersed manner, sta...
We consider the problem of computing numerical invariants of programs by abstract interpretation. Our method eschews two traditional sources of imprecision: (i) the use of widenin...
We develop an efficient algorithm to track point features supported by image patches undergoing affine deformations and changes in illumination. The algorithm is based on a combin...