In this paper we consider a finite element discretization of the Oldroyd-B model of viscoelastic flows. The method uses standard continuous polynomial finite element spaces for vel...
Sparse coding—that is, modelling data vectors as sparse linear combinations of basis elements—is widely used in machine learning, neuroscience, signal processing, and statisti...
Julien Mairal, Francis Bach, Jean Ponce, Guillermo...
Numerical methods are developed for pricing European and American options under Kou's jump-diffusion model which assumes the price of the underlying asset to behave like a ge...
Models for sequential decision making under uncertainty (e.g., Markov decision processes,or MDPs) have beenstudied in operations research for decades. The recent incorporation of ...
This paper presents a system for rapid editing of highly dynamic motion capture data. At the heart of this system is an optimization algorithm that can transform the captured moti...