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MOR
2008
98views more  MOR 2008»
13 years 6 months ago
An Analysis of Monotone Follower Problems for Diffusion Processes
We consider a singular stochastic control problem, which is called the Monotone Follower Stochastic Control Problem and give sufficient conditions for the existence and uniqueness...
Erhan Bayraktar, Masahiko Egami
MICCAI
1999
Springer
13 years 11 months ago
Image Processing for Diffusion Tensor Magnetic Resonance Imaging
This paper1 describes image processing techniques for Diffusion Tensor Magnetic Resonance. In Diffusion Tensor MRI, a tensor describing local water diffusion is acquired for each v...
Carl-Fredrik Westin, S. E. Maier, B. Khidhir, Pete...
ICIP
2009
IEEE
14 years 7 months ago
Monotone Operator Splitting For Optimization Problems In Sparse Recovery
This work focuses on several optimization problems involved in recovery of sparse solutions of linear inverse problems. Such problems appear in many fields including image and sig...
SIAMCO
2008
121views more  SIAMCO 2008»
13 years 6 months ago
A Direct Solution Method for Stochastic Impulse Control Problems of One-dimensional Diffusions
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
Masahiko Egami
JMLR
2008
139views more  JMLR 2008»
13 years 6 months ago
Regularization on Graphs with Function-adapted Diffusion Processes
Harmonic analysis and diffusion on discrete data has been shown to lead to state-of-theart algorithms for machine learning tasks, especially in the context of semi-supervised and ...
Arthur D. Szlam, Mauro Maggioni, Ronald R. Coifman