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» Geometrical Probability Covering Algorithm
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STOC
2012
ACM
251views Algorithms» more  STOC 2012»
11 years 9 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
DCG
1998
59views more  DCG 1998»
13 years 7 months ago
A Probabilistic Analysis of the Power of Arithmetic Filters
The assumption of real-number arithmetic, which is at the basis of conventional geometric algorithms, has been seriously challenged in recent years, since digital computers do not...
Olivier Devillers, Franco P. Preparata
COMPGEOM
2011
ACM
12 years 11 months ago
Comparing distributions and shapes using the kernel distance
Starting with a similarity function between objects, it is possible to define a distance metric (the kernel distance) on pairs of objects, and more generally on probability distr...
Sarang C. Joshi, Raj Varma Kommaraju, Jeff M. Phil...
CVPR
1999
IEEE
14 years 9 months ago
Object Recognition with Color Cooccurrence Histograms
We use the color cooccurrence histogram (CH) for recognizing objects in images. The color CH keeps track of the number of pairs of certain colored pixels that occur at certain sep...
Peng Chang, John Krumm
ICCV
2005
IEEE
14 years 9 months ago
Neighborhood Preserving Embedding
Recently there has been a lot of interest in geometrically motivated approaches to data analysis in high dimensional spaces. We consider the case where data is drawn from sampling...
Xiaofei He, Deng Cai, Shuicheng Yan, HongJiang Zha...