— In this note, we examine a particular quadratic program which arises in a variety of financial allocation problems and dérive a closed form solution for its first order Lagrangian conditions. Our technique bypasses the standard matrix inversion, thus reducing computational effort. As a conséquence, larger size portfolios can now be anaiyzed.

Received August 6,1986; accepted November 25,1986 Finding the relationship between two coordinate systems using pairs of measurements of the coordinates of a number of points in both systems is a classic photogrammetric task. It finds applications in stereophotogrammetry and in robotics. I present here a closed-form solution to the least-squares problem for three or more points. Currently vario...

This paper addresses the problem of image denoising which is still a valid challenge at the crossing of functional analysis and statistics. We herein propose a novel pixel-based algorithm, which formulates the image denoising problem as the maximum a posterior (MAP) estimation problem using Markov random fields (MRFs). Such an MAP estimation problem is equivalent to a maximum likelihood (ML) es...

Finding the relationship between two coordinate systems using pairs of measurements of the coordinates of a number of points in both systems is a classic photogrammetric task. It finds applications in stereophotogrammetry and in robotics. We present here a closed-form solution to the least-squares problem for three or more points. Currently, various empirical, graphical and numerical iterative ...

susceptibility maps obtained with the CF solution (Rho = 0.94, r = 0.97) on the regions of interest, GP -globus pallidus, SN susbtantia nigra, C caudate, RN red nucleus, P putamen, FM forceps major, IFOF inferior fronto-occipital fasciculus Fig. 1 shows error of QSM maps in respect to Ground Truth (zero being lowest reconstruction error) as a function of the regularization parameters λ (see Eq....

We prove a closed-form solution to tensor voting (CFTV): given a point set in any dimensions, our closed-form solution provides an exact, continuous and efficient algorithm for computing a structure-aware tensor that simultaneously achieves salient structure detection and outlier attenuation. Using CFTV, we prove the convergence of tensor voting on a Markov random field (MRF), thus termed as MR...

The growth in the demand of energy, and its consequent contribution to the greenhouse effect, gives rise to new challenges in the design of future wireless networks. Keeping in mind these requirements, in this article we study the power allocation problem in the downlink of an orthogonal frequency division multiple access (OFDMA) system, where two (or more) coordinated transmission points (CTPs...

We present a closed-form solution to the problem of recovering the 3D shape of a non-rigid inelastic surface from 3D-to-2D correspondences. This lets us detect and reconstruct such a surface by matching individual images against a reference configuration, which is in contrast to all existing approaches that require initial shape estimates and track deformations from image to image. We represent...

Boundary detection is essential for a variety of computer vision tasks such as segmentation and recognition. We propose a unified formulation for boundary detection, with closed-form solution, which is applicable to the localization of different types of boundaries, such as intensity edges and occlusion boundaries from video and RGB-D cameras. Our algorithm simultaneously combines lowand mid-le...

Adopting a measure is essential in many multimedia applications. Recently, distance learning is becoming an active research problem. In fact, the distance is the natural measure for dissimilarity. Generally, a pairwise relationship between two objects in learning tasks includes two aspects: similarity and dissimilarity. The similarity measure provides different information for pairwise relation...