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SIAMSC
2008
139views more  SIAMSC 2008»
15 years 6 months ago
Probing the Pareto Frontier for Basis Pursuit Solutions
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...
Ewout van den Berg, Michael P. Friedlander
ALGORITHMICA
1998
103views more  ALGORITHMICA 1998»
15 years 6 months ago
On Bayes Methods for On-Line Boolean Prediction
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...
Nicolò Cesa-Bianchi, David P. Helmbold, San...
SIAMCO
2011
15 years 1 months ago
Nonlinear Black-Scholes Equations in Finance: Associated Control Problems and Properties of Solutions
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...
Rüdiger Frey, Ulrike Polte
SIAMADS
2010
145views more  SIAMADS 2010»
15 years 1 months ago
Propagation of Spike Sequences in Neural Networks
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 ...
Arnaud Tonnelier
SIAMMAX
2010
103views more  SIAMMAX 2010»
15 years 1 months ago
On Chebyshev Polynomials of Matrices
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...
Vance Faber, Jörg Liesen, Petr Tichý