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CORR
2010
Springer
144views Education» more  CORR 2010»
13 years 10 months ago
Efficient Minimization of Decomposable Submodular Functions
Many combinatorial problems arising in machine learning can be reduced to the problem of minimizing a submodular function. Submodular functions are a natural discrete analog of co...
Peter Stobbe, Andreas Krause
CORR
2010
Springer
99views Education» more  CORR 2010»
13 years 9 months ago
Filter Bank Fusion Frames
In this paper we characterize and construct novel oversampled filter banks implementing fusion frames. A fusion frame is a sequence of orthogonal projection operators whose sum can...
Amina Chebira, Matthew Fickus, Dustin G. Mixon
CORR
2010
Springer
130views Education» more  CORR 2010»
13 years 8 months ago
Discrete Laplace-Beltrami Operator Determines Discrete Riemannian Metric
The Laplace-Beltrami operator of a smooth Riemannian manifold is determined by the Riemannian metric. Conversely, the heat kernel constructed from its eigenvalues and eigenfunctio...
Xianfeng David Gu, Ren Guo, Feng Luo 0002, Wei Zen...
FOCM
2010
90views more  FOCM 2010»
13 years 8 months ago
Convergence of a Time Discretisation for Doubly Nonlinear Evolution Equations of Second Order
The convergence of a time discretisation with variable time steps is shown for a class of doubly nonlinear evolution equations of second order. This also proves existence of a weak...
Etienne Emmrich, Mechthild Thalhammer
FS
2010
105views more  FS 2010»
13 years 8 months ago
Local time and the pricing of time-dependent barrier options
Abstract A time-dependent double-barrier option is a derivative security that delivers the terminal value φ(ST ) at expiry T if neither of the continuous time-dependent barriers b...
Aleksandar Mijatovic