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SIGPRO
2002
77views more  SIGPRO 2002»
15 years 6 months ago
The normalized least-squares order-recursive lattice smoother
This paper introduces a variance- and angle-normalized version of the least-squares order-recursive lattice (LSORL) smoother, say the normalized LSORL smoother, via a geometric ap...
Dong Kyoo Kim, PooGyeon Park
IOR
2010
92views more  IOR 2010»
15 years 4 months ago
Series Expansions for Continuous-Time Markov Processes
We present exchange formulas that allow to express the stationary distribution of a continuous Markov chain with denumerable state-space having generator matrix Q∗ through a con...
Bernd Heidergott, Arie Hordijk, Nicole Leder
SIAMNUM
2010
126views more  SIAMNUM 2010»
15 years 1 months ago
Solving BSDE with Adaptive Control Variate
We present and analyze an algorithm to solve numerically BSDEs based on Picard's iterations and on a sequential control variate technique. Its convergence is geometric. Moreov...
Emmanuel Gobet, Céline Labart
ICASSP
2011
IEEE
14 years 10 months ago
Approximate nearest-subspace representations for sound mixtures
In this paper we present a novel approach to describe sound mixtures which is based on a geometric viewpoint. In this approach we extend the idea of a nearest-neighbor representat...
Paris Smaragdis
STOC
2009
ACM
167views Algorithms» more  STOC 2009»
16 years 7 months ago
Universally utility-maximizing privacy mechanisms
A mechanism for releasing information about a statistical database with sensitive data must resolve a trade-off between utility and privacy. Publishing fully accurate information ...
Arpita Ghosh, Tim Roughgarden, Mukund Sundararajan