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...
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...
We present a general decomposition algorithm that is uniformly applicable to every (suitably normalized) instance of Convex Quadratic Optimization and efficiently approaches an o...
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...
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...