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CORR
2008
Springer
144views Education» more  CORR 2008»
15 years 6 months ago
Iterative Hard Thresholding for Compressed Sensing
Compressed sensing is a technique to sample compressible signals below the Nyquist rate, whilst still allowing near optimal reconstruction of the signal. In this paper we present ...
Thomas Blumensath, Mike E. Davies
FS
2006
123views more  FS 2006»
15 years 6 months ago
American Parisian options
Using the solution of the one-sided exit problem, a procedure to price Parisian barrier options in a jump-diffusion model with two-sided exponential jumps is developed. By extendin...
Marc Chesney, Laurent Gauthier
CORR
2007
Springer
91views Education» more  CORR 2007»
15 years 6 months ago
Classical Interaction Cannot Replace a Quantum Message
We demonstrate a two-player communication problem that can be solved in the oneway quantum model by a 0-error protocol of cost O (log n) but requires exponentially more communicat...
Dmitry Gavinsky
AIM
2005
15 years 6 months ago
If Not Turing's Test, Then What?
If it is true that good problems produce good science, then it will be worthwhile to identify good problems, and even more worthwhile to discover the attributes that make them goo...
Paul R. Cohen
JCS
2000
148views more  JCS 2000»
15 years 6 months ago
Using Sample Size to Limit Exposure to Data Mining
Data mining introduces new problems in database security. The basic problem of using non-sensitive data to infer sensitive data is made more difficult by the "prob abilistic&...
Chris Clifton