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TSP
2008
117views more  TSP 2008»
13 years 10 months ago
Sample Eigenvalue Based Detection of High-Dimensional Signals in White Noise Using Relatively Few Samples
The detection and estimation of signals in noisy, limited data is a problem of interest to many scientific and engineering communities. We present a mathematically justifiable, com...
R. R. Nadakuditi, A. Edelman
JFP
2000
91views more  JFP 2000»
13 years 10 months ago
Uniform confluence in concurrent computation
Indeterminism is typical for concurrent computation. If several concurrent actors compete for the same resource then at most one of them may succeed, whereby the choice of the suc...
Joachim Niehren
GRID
2010
Springer
13 years 8 months ago
Standards-Based Job Management in Grid Systems
The Grid paradigm of accessing heterogeneous distributed resources proved to be extremely effective, as many organizations are relying on Grid middlewares for their computational ...
Paolo Andreetto, Sergio Andreozzi, Antonia Ghisell...
STOC
2012
ACM
251views Algorithms» more  STOC 2012»
12 years 1 months ago
Minimax option pricing meets black-scholes in the limit
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset’s future market price. In short, an option has...
Jacob Abernethy, Rafael M. Frongillo, Andre Wibiso...
SDM
2012
SIAM
322views Data Mining» more  SDM 2012»
12 years 1 months ago
Adaptive Multi-task Sparse Learning with an Application to fMRI Study
In this paper, we consider the multi-task sparse learning problem under the assumption that the dimensionality diverges with the sample size. The traditional l1/l2 multi-task lass...
Xi Chen, Jingrui He, Rick Lawrence, Jaime G. Carbo...