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ADCM
2006
57views more  ADCM 2006»
15 years 6 months ago
Duality and Riemannian cubics
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...
Lyle Noakes
JMLR
2008
139views more  JMLR 2008»
15 years 6 months ago
Regularization on Graphs with Function-adapted Diffusion Processes
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
JSCIC
2008
129views more  JSCIC 2008»
15 years 6 months ago
Level Set Equations on Surfaces via the Closest Point Method
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...
Colin B. Macdonald, Steven J. Ruuth
MANSCI
2006
82views more  MANSCI 2006»
15 years 6 months ago
Pricing American-Style Derivatives with European Call Options
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,...
MP
2006
137views more  MP 2006»
15 years 6 months ago
New algorithms for singly linearly constrained quadratic programs subject to lower and upper bounds
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...
Yu-Hong Dai, Roger Fletcher