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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
Joint DOA and TDOA estimation for 3D localization of reflective surfaces using eigenbeam MVDR and spherical microphone arrays
Methods of 3D direction of arrival (DOA) estimation, coherent source detection and reflective surface localization are studied, based on recordings by a spherical microphone array...
Haohai Sun, Edwin Mabande, Konrad Kowalczyk, Walte...
CEC
2010
IEEE
14 years 10 months ago
Tweaking a tower of blocks leads to a TMBL: Pursuing long term fitness growth in program evolution
— If a population of programs evolved not for a few hundred generations but for a few hundred thousand or more, could it generate more interesting behaviours and tackle more comp...
Tony E. Lewis, George D. Magoulas
CISS
2010
IEEE
14 years 10 months ago
Compressive sampling for streaming signals with sparse frequency content
Abstract—Compressive sampling (CS) has emerged as significant signal processing framework to acquire and reconstruct sparse signals at rates significantly below the Nyquist rate...
Petros Boufounos, M. Salman Asif
AI
2011
Springer
14 years 10 months ago
Parallelizing a Convergent Approximate Inference Method
Probabilistic inference in graphical models is a prevalent task in statistics and artificial intelligence. The ability to perform this inference task efficiently is critical in l...
Ming Su, Elizabeth Thompson
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