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ICASSP
2011
IEEE
14 years 8 months ago
Comparison of several covariance matrix estimators for portfolio optimization
Modern portfolio theory dates back to a seminal 1952 paper by H. Markowitz and has been very influential both in academic finance and among practitioners in the financial indus...
Ka Ki Ng, Priyanka Agarwal, Nathan Mullen, Dzung D...
ICASSP
2011
IEEE
14 years 8 months ago
A distance-based slice interleaving scheme for robust video transmission over error-prone networks
Video transmission over wireless networks suffers from packet loss due to either temporary packet drop or fadinginduced bit errors. To ensure that the quality of the decoded video...
Yu Wang, Jo Yew Tham, Kwong Huang Goh, Wei Siong L...
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ICASSP
2011
IEEE
14 years 8 months ago
3D image geo-registration using vision-based modeling
Image geo-registration is the process of relating a photograph and its pose to referenced world coordinates. The application is relevant, especially to the social networking, phot...
Karl Ni, Zachary Sun, Nadya Bliss
ICASSP
2011
IEEE
14 years 8 months ago
Logarithmic weak regret of non-Bayesian restless multi-armed bandit
Abstract—We consider the restless multi-armed bandit (RMAB) problem with unknown dynamics. At each time, a player chooses K out of N (N > K) arms to play. The state of each ar...
Haoyang Liu, Keqin Liu, Qing Zhao
ICASSP
2011
IEEE
14 years 8 months ago
A new speaker identification algorithm for gaming scenarios
Speaker identification is a well-established research problem but has not been a major application used in gaming scenarios. In this paper, we propose a new algorithm for the ope...
Hoang Do, Ivan Tashev, Alex Acero