Riemannian cubics are curves used for interpolation in Riemannian manifolds. Applications in trajectory planning for rigid bodiy motion emphasise the group SO(3) of rotations of E...
Harmonic analysis and diffusion on discrete data has been shown to lead to state-of-theart algorithms for machine learning tasks, especially in the context of semi-supervised and ...
Arthur D. Szlam, Mauro Maggioni, Ronald R. Coifman
Abstract Level set methods have been used in a great number of applications in R2 and R3 and it is natural to consider extending some of these methods to problems defined on surfac...
We present a new approach to pricing American-style derivatives that is applicable to any Markovian setting (i.e., not limited to geometric Brownian motion) for which European cal...
Scott B. Laprise, Michael C. Fu, Steven I. Marcus,...
There are many applications related to singly linearly constrained quadratic programs subjected to upper and lower bounds. In this paper, a new algorithm based on secant approximat...