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» The Computational Complexity of Linear Optics
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TSP
2008
113views more  TSP 2008»
13 years 10 months ago
Avoiding Divergence in the Shalvi-Weinstein Algorithm
The most popular algorithms for blind equalization are the constant-modulus algorithm (CMA) and the ShalviWeinstein algorithm (SWA). It is well-known that SWA presents a higher co...
Maria D. Miranda, Magno T. M. Silva, Victor H. Nas...
JMLR
2011
125views more  JMLR 2011»
13 years 5 months ago
Approximate Marginals in Latent Gaussian Models
We consider the problem of improving the Gaussian approximate posterior marginals computed by expectation propagation and the Laplace method in latent Gaussian models and propose ...
Botond Cseke, Tom Heskes
SAC
2005
ACM
14 years 3 months ago
On unit task linear-nonlinear two-cluster scheduling problem
In parallel and distributed processing, tasks are ordinarily clustered and assigned to different processors or machines before they are scheduled. The assignment of tasks to proc...
Zhichun Xiao, Wing Ning Li, John Jing-Fu Jenq
WSC
2000
13 years 11 months ago
Variance reduction techniques for value-at-risk with heavy-tailed risk factors
The calculation of value-at-risk (VAR) for large portfolios of complex instruments is among the most demanding and widespread computational challenges facing the financial industr...
Paul Glasserman, Philip Heidelberger, Perwez Shaha...
CACM
2010
104views more  CACM 2010»
13 years 10 months ago
Faster dimension reduction
Data represented geometrically in high-dimensional vector spaces can be found in many applications. Images and videos, are often represented by assigning a dimension for every pix...
Nir Ailon, Bernard Chazelle