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ISSPIT
2010
15 years 1 months ago
On the advantages of subspace tracking for temporal updating
When doing parameter estimation, ESPRIT is an often used algorithm. As input, ESPRIT needs the eigenvectors of the signal subspace. These can be generated by an eigenvalue decompos...
Matthias Lechtenberg, Jürgen Götze
JMLR
2010
158views more  JMLR 2010»
15 years 1 months ago
Topology Selection in Graphical Models of Autoregressive Processes
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
Jitkomut Songsiri, Lieven Vandenberghe
JMLR
2010
159views more  JMLR 2010»
15 years 1 months ago
Semi-Supervised Learning with Max-Margin Graph Cuts
This paper proposes a novel algorithm for semisupervised learning. This algorithm learns graph cuts that maximize the margin with respect to the labels induced by the harmonic fun...
Branislav Kveton, Michal Valko, Ali Rahimi, Ling H...
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
SIAMSC
2010
142views more  SIAMSC 2010»
15 years 1 months ago
Efficient Spectral Sparse Grid Methods and Applications to High-Dimensional Elliptic Problems
Abstract. We develop in this paper some efficient algorithms which are essential to implementations of spectral methods on the sparse grid by Smolyak's construction based on a...
Jie Shen, Haijun Yu