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SIAMCO
2011
15 years 2 months ago
Admissible Strategies in Semimartingale Portfolio Selection
The choice of admissible trading strategies in mathematical modelling of financial markets is a delicate issue, going back to Harrison and Kreps [HK79]. In the context of optimal...
Sara Biagini, Ales Cerný
SIAMCOMP
2011
15 years 2 months ago
The Complexity of Early Deciding Set Agreement
Set agreement, where processors decisions constitute a set of outputs, is notoriously harder to analyze than consensus where the decisions are restricted to a single output. This ...
Eli Gafni, Rachid Guerraoui, Bastian Pochon
239
Voted
SIAMIS
2011
15 years 2 months ago
NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
Abstract. Accurate signal recovery or image reconstruction from indirect and possibly undersampled data is a topic of considerable interest; for example, the literature in the rece...
Stephen Becker, Jérôme Bobin, Emmanue...
SIAMIS
2011
15 years 2 months ago
A New Geometric Metric in the Space of Curves, and Applications to Tracking Deforming Objects by Prediction and Filtering
We define a novel metric on the space of closed planar curves which decomposes into three intuitive components. According to this metric centroid translations, scale changes and ...
Ganesh Sundaramoorthi, Andrea Mennucci, Stefano So...
SIAMIS
2011
15 years 2 months ago
Large Scale Bayesian Inference and Experimental Design for Sparse Linear Models
Abstract. Many problems of low-level computer vision and image processing, such as denoising, deconvolution, tomographic reconstruction or superresolution, can be addressed by maxi...
Matthias W. Seeger, Hannes Nickisch
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