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2009
ACM
14 years 20 days ago
GPU based sparse grid technique for solving multidimensional options pricing PDEs
It has been shown that the sparse grid combination technique can be a practical tool to solve high dimensional PDEs arising in multidimensional option pricing problems in finance...
Abhijeet Gaikwad, Ioane Muni Toke
JCP
2007
118views more  JCP 2007»
13 years 7 months ago
Dynamic Nonuniform Data Approximation in Databases with Haar Wavelet
Abstract— Data synopsis is a lossy compressed representation of data stored into databases that helps the query optimizer to speed up the query process, e.g. time to retrieve the...
Su Chen, Antonio Nucci
ICCV
2007
IEEE
14 years 10 months ago
Conditional State Space Models for Discriminative Motion Estimation
We consider the problem of predicting a sequence of real-valued multivariate states from a given measurement sequence. Its typical application in computer vision is the task of mo...
Minyoung Kim, Vladimir Pavlovic
ICIP
2007
IEEE
14 years 9 months ago
Projection onto a Shape Manifold for Image Segmentation with Prior
Image segmentation with shape priors has received a lot of attention over the past years. Most existing work focuses on a linearized shape space with small deformation modes aroun...
Florent Ségonne, Patrick Etyngier, Renaud K...
ICIP
2009
IEEE
14 years 9 months ago
Monotone Operator Splitting For Optimization Problems In Sparse Recovery
This work focuses on several optimization problems involved in recovery of sparse solutions of linear inverse problems. Such problems appear in many fields including image and sig...