Sciweavers

78 search results - page 8 / 16
» Randomized Methods for Linear Constraints: Convergence Rates...
Sort
View
MA
2010
Springer
172views Communications» more  MA 2010»
13 years 6 months ago
On Monte Carlo methods for Bayesian multivariate regression models with heavy-tailed errors
We consider Bayesian analysis of data from multivariate linear regression models whose errors have a distribution that is a scale mixture of normals. Such models are used to analy...
Vivekananda Roy, James P. Hobert
SIAMCO
2010
147views more  SIAMCO 2010»
13 years 5 months ago
Anytime Reliable Transmission of Real-Valued Information through Digital Noisy Channels
Abstract. The problem of reliably transmitting a real-valued random vector through a digital noisy channel is relevant for the design of distributed estimation and control techniqu...
Giacomo Como, Fabio Fagnani, Sandro Zampieri
PC
2002
118views Management» more  PC 2002»
13 years 7 months ago
Parallel algorithms for indefinite linear systems
Saddle-point problems give rise to indefinite linear systems that are challenging to solve via iterative methods. This paper surveys two recent techniques for solving such problem...
Ahmed H. Sameh, Vivek Sarin
JSCIC
2010
178views more  JSCIC 2010»
13 years 2 months ago
A Compact Fourth Order Scheme for the Helmholtz Equation in Polar Coordinates
In many problems, one wishes to solve the Helmholtz equation in cylindrical or spherical coordinates which introduces variable coefficients within the differentiated terms. Fourth ...
S. Britt, S. Tsynkov, Eli Turkel
IMCSIT
2010
13 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski