We consider the Merton problem of optimal portfolio choice when the traded instruments are the set of zero-coupon bonds. Working within an infinite-factor Markovian Heath-Jarrow-Mo...
We describe a new variational lower-bound on the minimum energy configuration of a planar binary Markov Random Field (MRF). Our method is based on adding auxiliary nodes to every...
Julian Yarkony, Alexander T. Ihler, Charless C. Fo...
A new framework is presented for both understanding and developing graph-cut based combinatorial algorithms suitable for the approximate optimization of a very wide class of MRFs ...
In this paper we propose a novel technique to image completion that addresses image renaissance through a graph-based matching process. To this end, a number of candidate seeds wi...
Convex and continuous energy formulations for low level
vision problems enable efficient search procedures for the
corresponding globally optimal solutions. In this work we
exte...
Christopher Zach (UNC Chapel Hill), Marc Niethamme...