Statistical dependencies among wavelet coefficients are commonly represented by graphical models such as hidden Markov trees (HMTs). However, in linear inverse problems such as d...
Nikhil S. Rao, Robert D. Nowak, Stephen J. Wright,...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
In recent articles we presented a general methodology for finite optimization. The new method, the Nested Partitions (NP) method, combines partitioning, random sampling, a select...
A two-step shape reconstruction method for diffuse optical tomography (DOT) is presented which uses adjoint fields and level sets. The propagation of near-infrared photons in tis...
We present a technique for computing approximately optimal solutions to stochastic resource allocation problems modeled as Markov decision processes (MDPs). We exploit two key pro...
Nicolas Meuleau, Milos Hauskrecht, Kee-Eung Kim, L...