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» Analysis of Random Noise and Random Walk Algorithms
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WSC
2001
13 years 10 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
TSP
2010
13 years 3 months ago
Coherence-based performance guarantees for estimating a sparse vector under random noise
We consider the problem of estimating a deterministic sparse vector x0 from underdetermined measurements Ax0 +w, where w represents white Gaussian noise and A is a given determinis...
Zvika Ben-Haim, Yonina C. Eldar, Michael Elad
ICML
2008
IEEE
14 years 10 months ago
Random classification noise defeats all convex potential boosters
A broad class of boosting algorithms can be interpreted as performing coordinate-wise gradient descent to minimize some potential function of the margins of a data set. This class...
Philip M. Long, Rocco A. Servedio
LCN
2007
IEEE
14 years 3 months ago
Search Algorithms for Unstructured Peer-to-Peer Networks
Abstract—We study the performance of several search algorithms on unstructured peer-to-peer networks, both using classic search algorithms such as flooding and random walk, as w...
Reza Dorrigiv, Alejandro López-Ortiz, Pawel...
ICDAR
2009
IEEE
13 years 7 months ago
Document Image Binarisation Using Markov Field Model
This paper presents a new approach for the binarization of seriously degraded manuscript. We introduce a new technique based on a Markov Random Field (MRF) model of the document. ...
Thibault Lelore, Frédéric Bouchara