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» Fast Methods for Solving Linear Diophantine Equations
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SIAMSC
2008
127views more  SIAMSC 2008»
13 years 8 months ago
Fast (Structured) Newton Computations
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...
Thomas F. Coleman, Wei Xu
SIGPRO
2010
122views more  SIGPRO 2010»
13 years 7 months ago
Parameter estimation for exponential sums by approximate Prony method
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...
Daniel Potts, Manfred Tasche
SIAMSC
2008
143views more  SIAMSC 2008»
13 years 8 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
ANOR
2008
93views more  ANOR 2008»
13 years 8 months ago
Pruning in column generation for service vehicle dispatching
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...
Stephan Westphal, Sven Oliver Krumke
PAMI
2010
178views more  PAMI 2010»
13 years 3 months ago
Shape from Specular Flow
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...
Yair Adato, Yuriy Vasilyev, Todd Zickler, Ohad Ben...