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ICASSP
2011
IEEE
12 years 11 months ago
Evolutive method based on a generalized eigenvalue decomposition to estimate time varying autoregressive parameters from noisy o
A great deal of interest has been paid to the estimation of time-varying autoregressive (TVAR) parameters. However, when the observations are disturbed by an additive white measur...
Hiroshi Ijima, Julien Petitjean, Eric Grivel
ICIP
2003
IEEE
14 years 9 months ago
Generalized pattern matching using orbit decomposition
Image Processing and Computer Vision applications often require finding a particular pattern in a set of images. The task involves finding appearances of a given pattern in an ima...
Yacov Hel-Or, Hagit Hel-Or
COLT
2005
Springer
14 years 1 months ago
General Polynomial Time Decomposition Algorithms
We present a general decomposition algorithm that is uniformly applicable to every (suitably normalized) instance of Convex Quadratic Optimization and efficiently approaches an o...
Nikolas List, Hans-Ulrich Simon
AOR
2010
13 years 5 months ago
Computing general static-arbitrage bounds for European basket options via Dantzig-Wolfe decomposition
We study the problem of computing general static-arbitrage bounds for European basket options; that is, computing bounds on the price of a basket option, given the only assumption...
Javier Peña, Xavier Saynac, Juan Carlos Ver...
ICML
2005
IEEE
14 years 8 months ago
Predictive low-rank decomposition for kernel methods
Low-rank matrix decompositions are essential tools in the application of kernel methods to large-scale learning problems. These decompositions have generally been treated as black...
Francis R. Bach, Michael I. Jordan