18 citations · 19 across the 3 of their papers we have counts for
4 papers · 1 filter
Fitting Laplacian Regularized Stratified Gaussian Models
Jonathan Tuck, Stephen Boyd
We consider the problem of jointly estimating multiple related zero-mean Gaussian distributions from data. We propose to jointly estimate these covariance matrices using Laplacian…
Convex Optimization Over Risk-Neutral Probabilities
Shane Barratt, Jonathan Tuck, Stephen Boyd
We consider a collection of derivatives that depend on the price of an underlying asset at expiration or maturity. The absence of arbitrage is equivalent to the existence of a risk…
Eigen-Stratified Models
Jonathan Tuck, Stephen Boyd
Stratified models depend in an arbitrary way on a selected categorical feature that takes values, and depend linearly on the other features. Laplacian regularization with r…
Polyphase Waveform Design for MIMO Radar Space Time Adaptive Processing
Bo Tang, Jonathan Tuck, Peter Stoica
We consider the design of polyphase waveforms for ground moving target detection with airborne multiple-input-multiple-output (MIMO) radar. Due to the constant-modulus and finite-a…