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» Optimization of Convex Risk Functions
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ICPR
2004
IEEE
14 years 11 months ago
Gaussian Energy Functions for Registration without Correspondences
A new criterion based on Gaussian fields is introduced and applied to the task of automatic rigid registration of point-sets. The method defines a simple energy function, which is...
Andreas Koschan, Besma R. Abidi, Faysal Boughorbel...
IMR
2004
Springer
14 years 3 months ago
PDE-Based Gradient Limiting for Mesh Size Functions
We propose a new method for limiting the gradients in a mesh size function by solving a non-linear partial differential equation on the background mesh. Our gradient limiting Ham...
Per-Olof Persson
CDC
2010
IEEE
129views Control Systems» more  CDC 2010»
13 years 5 months ago
On parameterized Lyapunov and control Lyapunov functions for discrete-time systems
This paper deals with the existence and synthesis of parameterized-(control) Lyapunov functions (p-(C)LFs) for discrete-time nonlinear systems that are possibly subject to constrai...
Mircea Lazar, Rob H. Gielen
SIAMJO
2010
155views more  SIAMJO 2010»
13 years 5 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
IJCNN
2006
IEEE
14 years 4 months ago
Learning the Kernel in Mahalanobis One-Class Support Vector Machines
— In this paper, we show that one-class SVMs can also utilize data covariance in a robust manner to improve performance. Furthermore, by constraining the desired kernel function ...
Ivor W. Tsang, James T. Kwok, Shutao Li