At the Association for Computing Machinery's Symposium on Discrete Algorithms (SODA), a group of MIT researchers will present a new algorithm that, in a large range of practically important cases, ...

Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...

As shown in the last subsection, kernel density estimates can be expressed as a submatrix of a certain convolution. The fast Fourier transform (FFT) is a computationally effective method for computing ...

This paper presents an efficient methodology for discrete Asian options that is consistent with different types of underlying densities – especially non-normal returns as suggested in the empirical ...

The Fast Fourier Transform (FFT) is an implementation of the Discrete Fourier Transform (DFT) using a divide-and-conquer approach. A DFT can transform any discrete signal, such as an image, to and ...

(PhysOrg.com) -- In 1811, Joseph Fourier, the 43-year-old prefect of the French district of Isčre, entered a competition in heat research sponsored by the French Academy of Sciences. The paper he ...

For a large range of practically useful cases, MIT researchers find a way to increase the speed of one of the most important algorithms in the information sciences. The Fourier transform is one of the ...

Over at Quanta Magazine [Shalma Wegsman] asks What Is the Fourier Transform? [Shalma] begins by telling you a little about Joseph Fourier, the French mathematician with an interest in heat propagation ...

The Fourier transform is one of the most fundamental concepts in the information sciences. It's a method for representing an irregular signal — such as the voltage fluctuations in the wire that ...

Researchers have developed a new algorithm that, in a large range of practically important cases, improves on the fast Fourier transform. Under some circumstances, the improvement can be dramatic -- a ...