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...
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...
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...
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...
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...