The basis pursuit problem seeks a minimum one-norm solution of an underdetermined least-squares problem. Basis pursuit denoise (BPDN) fits the least-squares problem only approximat...
We examine a general Bayesian framework for constructing on-line prediction algorithms in the experts setting. These algorithms predict the bits of an unknown Boolean sequence usin...
We study properties of solutions to fully nonlinear versions of the standard Black– Scholes partial differential equation. These equations have been introduced in financial mat...
Precise spatiotemporal sequences of action potentials are observed in many brain areas and are thought to be involved in the neural processing of sensory stimuli. Here, we examine ...
The mth Chebyshev polynomial of a square matrix A is the monic polynomial that minimizes the matrix 2-norm of p(A) over all monic polynomials p(z) of degree m. This polynomial is u...