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915
Informationtheoretic analysis of information hiding
 IEEE Transactions on Information Theory
, 2003
"... Abstract—An informationtheoretic analysis of information hiding is presented in this paper, forming the theoretical basis for design of informationhiding systems. Information hiding is an emerging research area which encompasses applications such as copyright protection for digital media, watermar ..."
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Cited by 265 (19 self)
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with side information at the encoder. The extensions include the presence of distortion constraints, side information at the decoder, and unknown communication channel. Explicit formulas for capacity are given in several cases, including Bernoulli and Gaussian problems, as well as the important special case
Learning conjunctions of Horn clauses
 In Proceedings of the 31st Annual Symposium on Foundations of Computer Science
, 1990
"... Abstract. An algorithm is presented for learning the class of Boolean formulas that are expressible as conjunctions of Horn clauses. (A Horn clause is a disjunction of literals, all but at most one of which is a negated variable.) The algorithm uses equivalence queries and membership queries to prod ..."
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Cited by 121 (13 self)
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to produce a formula that is logically equivalent to the unknown formula to be learned. The amount of time used by the algorithm is polynomial in the number of variables and the number of clauses in the unknown formula.
Learning ReadOnce Formulas with Queries
 J. ACM
, 1989
"... A readonce formula is a boolean formula in which each variable occurs at most once. Such formulas are also called ¯formulas or boolean trees. This paper treats the problem of exactly identifying an unknown readonce formula using specific kinds of queries. The main results are a polynomial time al ..."
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Cited by 115 (19 self)
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A readonce formula is a boolean formula in which each variable occurs at most once. Such formulas are also called ¯formulas or boolean trees. This paper treats the problem of exactly identifying an unknown readonce formula using specific kinds of queries. The main results are a polynomial time
Nonparametric indexes for sensitivity and bias: Computing formulas
, 1971
"... Computing formulas are derived for two nonparametric indexes of sensitivity and bias that have been suggested for signal detectability studies. A relationship is shown between the sensitivity index and P(I), a statistic whose sampling variability is known. An additional index of bias is proposed, wh ..."
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Cited by 120 (0 self)
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Computing formulas are derived for two nonparametric indexes of sensitivity and bias that have been suggested for signal detectability studies. A relationship is shown between the sensitivity index and P(I), a statistic whose sampling variability is known. An additional index of bias is proposed
Unknown Reliability Engineer
"... “Mathematical formulas have their own life, they are smarter than we, even smarter than their authors, and provide more than what has been put into them” ..."
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“Mathematical formulas have their own life, they are smarter than we, even smarter than their authors, and provide more than what has been put into them”
Explicit inversion formulae for the spherical mean radon transform
 Inverse Problems
"... We derive explicit formulas for the reconstruction of a function from its integrals over a family of spheres, or for the inversion of the spherical mean Radon transform. Such formulas are important for problems of thermo and photo acoustic tomography. A closedform inversion formula of a filtratio ..."
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Cited by 57 (16 self)
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We derive explicit formulas for the reconstruction of a function from its integrals over a family of spheres, or for the inversion of the spherical mean Radon transform. Such formulas are important for problems of thermo and photo acoustic tomography. A closedform inversion formula of a
Robustness of the Black and Scholes Formula
 Mathematical Finance
, 1998
"... Consider an option on a stock whose volatility is unknown and stochastic. An agent assumes this volatility to be a specific function of time and the stock price, knowing that this assumption may result in a misspecification of the volatility. However, if the misspecified volatility dominates the tru ..."
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Cited by 16 (1 self)
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Consider an option on a stock whose volatility is unknown and stochastic. An agent assumes this volatility to be a specific function of time and the stock price, knowing that this assumption may result in a misspecification of the volatility. However, if the misspecified volatility dominates
Tsekanovskii: An Addendum to Krein’s Formula
 J. Math. Anal. Appl
, 1998
"... Abstract. We provide additional results in connection with Krein’s formula, which describes the resolvent difference of two selfadjoint extensions A1 and A2 of a densely defined closed symmetric linear operator ˙ A with deficiency indices (n, n), n ∈ N ∪ {∞}. In particular, we explicitly derive the ..."
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Cited by 32 (18 self)
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Abstract. We provide additional results in connection with Krein’s formula, which describes the resolvent difference of two selfadjoint extensions A1 and A2 of a densely defined closed symmetric linear operator ˙ A with deficiency indices (n, n), n ∈ N ∪ {∞}. In particular, we explicitly derive
AN EXTENSION OF THE FORMULA FOR SPREADING SPEEDS
"... Abstract. A wellknown formula for the spreading speed of a discretetime recursion model is extended to a class of problems for which its validity was previously unknown. These include migration models with moderately fat tails or fat tails. Examples of such models are given. 1. Introduction. We ..."
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Abstract. A wellknown formula for the spreading speed of a discretetime recursion model is extended to a class of problems for which its validity was previously unknown. These include migration models with moderately fat tails or fat tails. Examples of such models are given. 1. Introduction. We
Stabilization of Stochastic Nonlinear Systems Driven by Noise of Unknown Covariance
 Proc. of the 1998 ACC
, 1997
"... . The paper poses and solves a new problem of stochastic (nonlinear) disturbance attenuation where the task is to make the system solution bounded (in probability) by a monotone function of the supremum of the covariance of the noise. This is a natural stochastic counterpart of the problem of input ..."
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Cited by 42 (3 self)
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tostate stabilization in the sense of Sontag. Our development starts with a set of new global stochastic Lyapunov theorems and a control Lyapunov function formula for stochastic disturbance attenuation, followed by a design for an exemplary class of stochastic strictfeedback systems. We then address optimality
Results 1  10
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915