Abstract. Many vector-valued functions, representing expensive computations, are also structured computations. In this case the calculation of the Newton step can be greatly accele...
The recovery of signal parameters from noisy sampled data is a fundamental problem in digital signal processing. In this paper, we consider the following spectral analysis problem...
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...
Abstract Column generation techniques have become a widely used technique to successfully solve large (integer) linear programs. One of the keys to obtaining a practically efficien...
Specular flow is the motion field induced on the image plane by the movement of points reflected by a curved, mirror-like surface. This flow provides information about surface sha...