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SAC
2002
ACM
15 years 4 months ago
Option pricing under model and parameter uncertainty using predictive densities
The theoretical price of a financial option is given by the expectation of its discounted expiry time payoff. The computation of this expectation depends on the density of the val...
F. Oliver Bunnin, Yike Guo, Yuhe Ren
TCS
1998
15 years 4 months ago
Dynamical Recognizers: Real-Time Language Recognition by Analog Computers
We consider a model of analog computation which can recognize various languages in real time. We encode an input word as a point in Rd by composing iterated maps, and then apply i...
Cristopher Moore
SIAMDM
2002
94views more  SIAMDM 2002»
15 years 4 months ago
How to Be an Efficient Snoop, or the Probe Complexity of Quorum Systems
A quorum system is a collection of sets (quorums) every two of which intersect. Quorum systems have been used for many applications in the area of distributed systems, including mu...
David Peleg, Avishai Wool
TIP
1998
142views more  TIP 1998»
15 years 4 months ago
Inversion of large-support ill-posed linear operators using a piecewise Gaussian MRF
Abstract—We propose a method for the reconstruction of signals and images observed partially through a linear operator with a large support (e.g., a Fourier transform on a sparse...
Mila Nikolova, Jérôme Idier, Ali Moha...
TIT
1998
216views more  TIT 1998»
15 years 4 months ago
Data Compression and Harmonic Analysis
In this article we review some recent interactions between harmonic analysis and data compression. The story goes back of course to Shannon’s R(D) theory in the case of Gaussian...
David L. Donoho, Martin Vetterli, Ronald A. DeVore...
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