Abstract not found

We propose a new approach to reinforcement learning for control problems which combines value-function approximation with linear architectures and approximate policy iteration. This new approach

the effects of Lambertian materials as the analog of a convolution. These results allow us to construct algorithms for object recognition based on linear methods as well as algorithms that use convex optimization to enforce non-negative lighting functions. Finally, we show a simple way to enforce non

, lexical methods are necessarily incomplete and imprecise. Using the singular value decomposition (SVD), one can take advantage of the implicit higher-order structure in the association of terms with documents by determining the SVD of large sparse term by document matrices. Terms and documents represented

A heuristic method has been developed for registering two sets of 3-D curves obtained by using an edge-based stereo system, or two dense 3-D maps obtained by using a correlation-based stereo system. Geometric matching in general is a difficult unsolved problem in computer vision. Fortunately

Most of a signal information is often found in irregular structures and transient phenomena. We review the mathematical characterization of singularities with Lipschitz exponents. The main theorems that estimate local Lipschitz exponents of functions, from the evolution across scales

: the soft channel and a priori inputs, and the extrinsic value. The extrinsic value is used as an a priori value for the next iteration. Decoding algorithms in the log-likelihood domain are given not only for convolutional codes hut also for any linear binary systematic block code. The iteration

-Raphson iteration. Our technique is faster because it examines far fewer potential matches between the images than existing techniques. Furthermore, this registration technique can be generalized to handle rotation, scaling and shearing. We show show our technique can be adapted for use in a stereo vision system. 2

We present an iterative method for solving linear systems, which has the property ofminimizing at every step the norm of the residual vector over a Krylov subspace. The algorithm is derived from the Arnoldi process for constructing an l2-orthogonal basis of Krylov subspaces. It can be considered

An iterative method is given for solving Ax ~ffi b and minU Ax- b 112, where the matrix A is large and sparse. The method is based on the bidiagonalization procedure of Golub and Kahan. It is analytically equivalent to the standard method of conjugate gradients, but possesses more favorable