Alternating direction method of multipliers (ADMM) has received tremendous interest for solving numerous problems in machine learning, statistics and signal processing. However, it is known that the performance of ADMM and many of its variants is very sensitive to the penalty parameter of a quadratic penalty applied to the equality constraints. Although several approaches have been proposed for...

In this paper we study the numerical solutions of a class of complex PDE systems with free boundary conditions. This problem arises naturally in pricing American options with regimeswitching, which adds significant complexity in the PDE systems due to regime coupling. Developing efficient numerical schemes will have important applications in computational finance. We propose a new method to sol...

We created a spatial location identification task (SpLIT) in which workers recruited from Amazon Mechanical Turk were presented with a camera view of a location, and were asked to identify the location on a two-dimensional map. In cases where these cues were ambiguous or did not provide enough information to pinpoint the exact location, workers had to make a best guess. We tested the effects of...

The widespread applicability of the multi-penalty regularization is limited by the fact that theoretically optimal rate of reconstruction for a given problem can be realized by a oneparameter counterpart, provided that relevant information on the problem is available and taken into account in the regularization. In this paper, we explore the situation, where no such information is given, but st...

We present a system capable of reinforcement learning (RL) based on the Bayesian confidence propagating neural network (BCPNN). The system is called BCPNNRL and its architecture is somewhat motivated by parallels to biology. We analyze the systems properties and we benchmark it against a simple Monte Carlo (MC) based RL algorithm, pursuit RL methods, and the Associative Reward Penalty (AR-P) al...

This paper surveys the research on optimal consumption and investment problem of an agent who is subject to bankruptcy that has a speciied utility (reward or penalty). The bankruptcy utility, modeled by a parameter, may be the result of welfare subsidies, the agent's innate ability to recover from bankruptcy, psychic costs associated with bankruptcy, etc. Models with nonnegative consumption, po...

We introduce a new collision response scheme that handles collisions between deformable objects with triangulated surfaces. Based on internal forces and penetration depth information, the approach computes the contact surface of interpenetrating objects. In particular, we address discontinuity problems that arise in discrete-time simulations with coarse surface representations. The approach is ...

We discuss a new regularization scheme for reconstructing the solution of a linear ill-posed operator equation from given noisy data in the Hilbert space setting. In this new scheme, the regularized approximation is decomposed into several components, which are defined by minimizing a multi-penalty functional. We show theoretically and numerically that under a proper choice of the regularizatio...

This paper presents a strong security scheme for network-attached storage (NAS) that is based on capability and uses a key distribution scheme to keep network-attached storage from performing key management. Our system uses strong cryptography to protect data from spoofing, tampering, eavesdropping and replay attacks, and it also guarantees that the data stored on the storage is copy-resistant....