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ICASSP
2011
IEEE
14 years 10 months ago
Adaptive frequency-domain biased estimation algorithms with automatic adjustment of shrinkage factors
In this work, we propose adaptive frequency-domain biased estimation algorithms with mechanisms to automatically adjust the shrinkage factors. The proposed estimation algorithms i...
Sheng Li, Rodrigo C. de Lamare, Martin Haardt
CPAIOR
2011
Springer
14 years 10 months ago
Manipulating MDD Relaxations for Combinatorial Optimization
Abstract. We study the application of limited-width MDDs (multivalued decision diagrams) as discrete relaxations for combinatorial optimization problems. These relaxations are used...
David Bergman, Willem Jan van Hoeve, John N. Hooke...
SIAMFM
2011
72views more  SIAMFM 2011»
14 years 9 months ago
Robust Hedging of Double Touch Barrier Options
We consider model-free pricing of digital options, which pay out if the underlying asset has crossed both upper and lower barriers. We make only weak assumptions about the underly...
A. M. G. Cox, Jan Obloj
SODA
2012
ACM
200views Algorithms» more  SODA 2012»
13 years 9 months ago
The shifting sands algorithm
We resolve the problem of small-space approximate selection in random-order streams. Specifically, we present an algorithm that reads the n elements of a set in random order and ...
Andrew McGregor, Paul Valiant
171
Voted
ICML
2004
IEEE
16 years 7 months ago
SVM-based generalized multiple-instance learning via approximate box counting
The multiple-instance learning (MIL) model has been very successful in application areas such as drug discovery and content-based imageretrieval. Recently, a generalization of thi...
Qingping Tao, Stephen D. Scott, N. V. Vinodchandra...