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CSDA
2006
66views more  CSDA 2006»
13 years 9 months ago
A dynamic model of expected bond returns: A functional gradient descent approach
We propose a multivariate methodology based on Functional Gradient Descent to estimate and forecast time-varying expected bond returns. Backtesting our procedure on US monthly dat...
Francesco Audrino, Giovanni Barone-Adesi
ICPR
2004
IEEE
14 years 11 months ago
Photometric Stereo Under Blurred Observations
In this paper we address the problem of simultaneous estimation of structure and restoration of images from blurred photometric measurements. Given the blurred observations of a s...
Manjunath V. Joshi, Subhasis Chaudhuri
TSP
2010
13 years 4 months ago
Algorithms for Complex ML ICA and Their Stability Analysis Using Wirtinger Calculus
Abstract--We derive a class of algorithms for independent component analysis (ICA) based on maximum likelihood (ML) estimation and perform stability analysis of natural gradient ML...
Hualiang Li, Tülay Adali
CVPR
2008
IEEE
1094views Computer Vision» more  CVPR 2008»
14 years 12 months ago
Image super-resolution using gradient profile prior
In this paper, we propose an image super-resolution approach using a novel generic image prior ? gradient profile prior, which is a parametric prior describing the shape and the s...
Jian Sun, Zongben Xu, Heung-Yeung Shum
CIS
2005
Springer
14 years 3 months ago
An RLS-Based Natural Actor-Critic Algorithm for Locomotion of a Two-Linked Robot Arm
Recently, actor-critic methods have drawn much interests in the area of reinforcement learning, and several algorithms have been studied along the line of the actor-critic strategy...
Jooyoung Park, Jongho Kim, Daesung Kang