Model selection is an important ingredient of many machine learning algorithms, in particular when the sample size in small, in order to strike the right trade-off between overfitt...
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Compressive sensing accurately reconstructs a signal that is sparse in some basis from measurements, generally consisting of the signal’s inner products with Gaussian random vec...
A group of mobile robots can localize cooperatively, using relative position and absolute orientation measurements, fused through an extended Kalman filter (ekf). The topology of ...
Translating digital signal processing (DSP) software into its finite-precision hardware implementation is often a timeconsuming task. We describe a new static analysis technique ...