Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
We consider the ‘one-shot frame synchronization problem’ where a decoder wants to locate a sync pattern at the output of a channel on the basis of sequential observations. We ...
Venkat Chandar, Aslan Tchamkerten, Gregory W. Worn...
— A novel fast recursive coding technique is proposed. It operates with only integer values not longer 8 bits and is multiplication free. Recursion the algorithm is based on indi...
Nikolay N. Ponomarenko, Vladimir V. Lukin, Karen O...
— A rateless code—i.e., a rate-compatible family of codes—has the property that codewords of the higher rate codes are prefixes of those of the lower rate ones. A perfect fa...
We introduce S-DUDE, a new algorithm for denoising Discrete Memoryless Channel (DMC)-corrupted data. The algorithm, which generalizes the recently introduced DUDE (Discrete Univer...
In this paper, we address the inverse problem of reconstructing a scene as well as the camera motion from the image sequence taken by an omni-directional camera. Our structure fro...