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» Discrete stochastic optimization using linear interpolation
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SIAMSC
2008
146views more  SIAMSC 2008»
13 years 7 months ago
A Continuous Interior Penalty Method for Viscoelastic Flows
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...
Andrea Bonito, Erik Burman
JMLR
2010
195views more  JMLR 2010»
13 years 6 months ago
Online Learning for Matrix Factorization and Sparse Coding
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...
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 7 months ago
Numerical Valuation of European and American Options under Kou's Jump-Diffusion Model
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...
Jari Toivanen
AAAI
2000
13 years 9 months ago
Decision Making under Uncertainty: Operations Research Meets AI (Again)
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 ...
Craig Boutilier
CVGIP
2006
75views more  CVGIP 2006»
13 years 7 months ago
Momentum-based parameterization of dynamic character motion
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...
Yeuhi Abe, C. Karen Liu, Zoran Popovic