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Results 1 - 10
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822
Estimating the Support of a High-Dimensional Distribution
, 1999
"... Suppose you are given some dataset drawn from an underlying probability distribution P and you want to estimate a "simple" subset S of input space such that the probability that a test point drawn from P lies outside of S is bounded by some a priori specified between 0 and 1. We propo ..."
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Cited by 783 (29 self)
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of the weight vector in an associated feature space. The expansion coefficients are found by solving a quadratic programming problem, which we do by carrying out sequential optimization over pairs of input patterns. We also provide a preliminary theoretical analysis of the statistical performance of our
Maximizing Multiprocessor Performance with the SUIF Compiler
, 1996
"... This paper presents an overview of the SUIF compiler, which automatically parallelizes and optimizes sequential programs for shared-memory multiprocessors. We describe new technology in this system for locating coarse-grain parallelism and for optimizing multiprocessor memory behavior essential to ..."
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Cited by 280 (22 self)
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This paper presents an overview of the SUIF compiler, which automatically parallelizes and optimizes sequential programs for shared-memory multiprocessors. We describe new technology in this system for locating coarse-grain parallelism and for optimizing multiprocessor memory behavior essential
Unified Notation for Data Assimilation: Operational, Sequential and Variational
, 1997
"... The need for unified notation in atmospheric and oceanic data assimilation arises from the field's rapid theoretical expansion and the desire to translate it into practical applications. Self-consistent notation is proposed that bridges sequential and variational methods, on the one hand, and o ..."
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Cited by 162 (9 self)
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The need for unified notation in atmospheric and oceanic data assimilation arises from the field's rapid theoretical expansion and the desire to translate it into practical applications. Self-consistent notation is proposed that bridges sequential and variational methods, on the one hand
A Co-occurrence Prior for Continuous Multi-Label Optimization
"... Abstract. To obtain high-quality segmentation results the integration of semantic information is indispensable. In contrast to existing segmentation methods which use a spatial regularizer, i.e. a local interaction between image points, the co-occurrence prior [15] imposes penalties on the co-existe ..."
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Cited by 4 (4 self)
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-existence of different labels in a segmentation. We propose a continuous domain formulation of this prior, using a convex relaxation multi-labeling approach. While the discrete approach [15] is employs minimization by sequential alpha expansions, our continuous convex formulation is solved by efficient primal
Sequential Exporting ∗
, 2010
"... Firms need to incur substantial sunk costs to break in foreign markets, yet many give up exporting shortly after their first experience, which typically involves very small sales. Conversely, other new exporters shoot up their foreign sales and expand to new destinations. We investigate a simple the ..."
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Cited by 18 (1 self)
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quantities and decides whether to exit and whether to serve new destinations. Thus, it is the possibility of profitable expansion at both the intensive and extensive margins what makes incurring the sunk costs to enter a single foreign market worthwhile despite the high failure rates. Using a census
Sequential Synthesis of Nanomaterials via Level-expansion
, 2011
"... Nanotechnology is forging era-defining breakthroughs across science and engineering. In particular, one-dimensional nanostructures such as nanowires, nanotubes and nanobelts are widely regarded as critical building blocks for creating the next generation of devices in electronics, optics, energy and ..."
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and biomedicine. Motivated by a practical problem of sequential synthesis of nanowires, we propose a new statistical design augmentation method, called level-expansion. For a fractional factorial design at two levels, this method creates a follow-up design by expanding some of the factors in the initial design
On alpha-adic expansions in Pisot bases
, 2006
"... We study α-adic expansions of numbers in an extension field, that is to say, left infinite representations of numbers in the positional numeration system with the base α, where α is an algebraic conjugate of a Pisot number β. Based on a result of Bertrand and Schmidt, we prove that a number belongs ..."
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We study α-adic expansions of numbers in an extension field, that is to say, left infinite representations of numbers in the positional numeration system with the base α, where α is an algebraic conjugate of a Pisot number β. Based on a result of Bertrand and Schmidt, we prove that a number belongs
DCTC: Dynamic Convoy Tree-Based Collaboration for Target Tracking in Sensor Networks
- IEEE TRANSACTIONS ON WIRELESS COMMUNICATION
, 2004
"... Most existing work on sensor networks concentrates on finding efficient ways to forward data from the information source to the data centers, and not much work has been done on collecting local data and generating the data report. This paper studies this issue by proposing techniques to detect and t ..."
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Cited by 106 (6 self)
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% coverage and minimizes the energy consumption under certain ideal situations. Considering the real constraints of a sensor network, we propose several practical implementations: the conservative scheme and the prediction-based scheme for tree expansion and pruning; the sequential and the localized
Risk Inflation of Sequential Tests Controlled by Alpha Investing
, 2013
"... Streaming feature selection is a very greedy approach to variable selection that evaluates potential explanatory variables sequentially. It selects significant features as soon as they are discovered rather than testing them all and picking the best one. Because it is so greedy, streaming selection ..."
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to an alternative. The alternative can be data-driven or derived from an oracle. This framework allows us to compute and contrast the risk inflation of sequential estimators derived from various alpha investing rules. We find that a universal investing rule performs well over a variety of models and that estimators
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