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SIAMSC
2008
179views more  SIAMSC 2008»
13 years 7 months ago
Multigrid Algorithms for Inverse Problems with Linear Parabolic PDE Constraints
Abstract. We present a multigrid algorithm for the solution of distributed parameter inverse problems constrained by variable-coefficient linear parabolic partial differential equa...
Santi S. Adavani, George Biros
WSC
2007
13 years 10 months ago
American option pricing under stochastic volatility: a simulation-based approach
We consider the problem of pricing American options when the volatility of the underlying asset price is stochastic. No specific stochastic volatility model is assumed for the st...
Arunachalam Chockalingam, Kumar Muthuraman
ICASSP
2011
IEEE
12 years 11 months ago
Accurate parameter generation using fixed-point arithmetic for embedded HMM-based speech synthesizers
Parameter trajectory generation for HMM-based speech synthesis is practically achieved using only fixed-point arithmetic with 32-bit integers. Since processors for embedded devic...
Nobuyuki Nishizawa, Tsuneo Kato
ECML
2006
Springer
13 years 11 months ago
Prioritizing Point-Based POMDP Solvers
Recent scaling up of POMDP solvers towards realistic applications is largely due to point-based methods such as PBVI, Perseus, and HSVI, which quickly converge to an approximate so...
Guy Shani, Ronen I. Brafman, Solomon Eyal Shimony
MIR
2006
ACM
178views Multimedia» more  MIR 2006»
14 years 1 months ago
Dual diffusion model of spreading activation for content-based image retrieval
This paper introduces a content-based information retrieval method inspired by the ideas of spreading activation models. In response to a given query, the proposed approach comput...
Serhiy Kosinov, Stéphane Marchand-Maillet, ...