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2015

2015

Rigorous estimation of maximum floating-point round-off errors is an important capability central to many formal verification… Expand

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2008

2008

We consider a microstructure model for a financial asset, allowing for prices discreteness and for a diffusive behavior at large… Expand

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Highly Cited

2003

Highly Cited

2003

A new spacecraft attitude estimation approach based on the unscented filter is derived. For nonlinear systems the unscented… Expand

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Highly Cited

2003

Highly Cited

2003

In this paper we present a new algorithm for manifold learning and nonlinear dimension reduction. Based on a set of unorganized… Expand

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Highly Cited

1998

Highly Cited

1998

This paper analyzes the behavior of the Nelder--Mead simplex method for a family of examples which cause the method to converge… Expand

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Highly Cited

1994

Highly Cited

1994

Large organizations need to exchange information among many separately developed systems. In order for this exchange to be useful… Expand

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Highly Cited

1992

Highly Cited

1992

Three leading iterative methods for the solution of nonsymmetric systems of linear equations are CGN (the conjugate gradient… Expand

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Highly Cited

1987

Highly Cited

1987

An algorithm is presented for the rapid evaluation of the potential and force fields in systems involving large numbers of… Expand

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Highly Cited

1985

Highly Cited

1985

Abstract : The two sided Lanczos algorithm is known to suffer from serious breakdowns. These occur when the associated moment… Expand

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Highly Cited

1983

Highly Cited

1983

A new scheme is presented for the determination of the parameters that characterize a multifrequency signal. The essential… Expand

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