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» Density Estimation in Linear Time
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COLT
1999
Springer
14 years 2 months ago
Regret Bounds for Prediction Problems
We present a unified framework for reasoning about worst-case regret bounds for learning algorithms. This framework is based on the theory of duality of convex functions. It brin...
Geoffrey J. Gordon
CVPR
2010
IEEE
14 years 1 months ago
Ray Markov Random Fields for Image-Based 3D Modeling: Model and Efficient Inference
In this paper, we present an approach to multi-view image-based 3D reconstruction by statistically inversing the ray-tracing based image generation process. The proposed algorithm...
Shubao Liu, David Cooper
ISCI
2008
165views more  ISCI 2008»
13 years 10 months ago
Support vector regression from simulation data and few experimental samples
This paper considers nonlinear modeling based on a limited amount of experimental data and a simulator built from prior knowledge. The problem of how to best incorporate the data ...
Gérard Bloch, Fabien Lauer, Guillaume Colin...
SIAMSC
2008
230views more  SIAMSC 2008»
13 years 10 months ago
Augmented Mixed Finite Element Methods for the Stationary Stokes Equations
In this paper we introduce and analyze two augmented mixed finite element methods for a velocity-pressure-stress formulation of the stationary Stokes equations. Our approach, which...
Leonardo E. Figueroa, Gabriel N. Gatica, Antonio M...
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 4 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
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 ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li