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» Imaginaries in Hilbert spaces
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FS
2006
117views more  FS 2006»
13 years 7 months ago
Consistent Variance Curve Models
We introduce a general approach to model a joint market of stock price and a term structure of variance swaps in an HJM-type framework. In such a model, strongly volatility-depend...
Hans Buehler
JMLR
2006
131views more  JMLR 2006»
13 years 7 months ago
On Representing and Generating Kernels by Fuzzy Equivalence Relations
Kernels are two-placed functions that can be interpreted as inner products in some Hilbert space. It is this property which makes kernels predestinated to carry linear models of l...
Bernhard Moser
JMLR
2006
186views more  JMLR 2006»
13 years 7 months ago
Manifold Regularization: A Geometric Framework for Learning from Labeled and Unlabeled Examples
We propose a family of learning algorithms based on a new form of regularization that allows us to exploit the geometry of the marginal distribution. We focus on a semi-supervised...
Mikhail Belkin, Partha Niyogi, Vikas Sindhwani
SIAMSC
2008
165views more  SIAMSC 2008»
13 years 7 months ago
Iterated Hard Shrinkage for Minimization Problems with Sparsity Constraints
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
Kristian Bredies, Dirk A. Lorenz
IJON
2007
166views more  IJON 2007»
13 years 7 months ago
Kernel PCA for similarity invariant shape recognition
We present in this paper a novel approach for shape description based on kernel principal component analysis (KPCA). The strength of this method resides in the similarity (rotatio...
Hichem Sahbi