Publications

Neural machine translation (NMT) models typically operate with a fixed vocabulary, but translation is an open-vocabulary problem.Previous work addresses the translation of out-o...

Fast approximate energy minimization via graph cuts

Many tasks in computer vision involve assigning a label (such as disparity) to every pixel. A common constraint is that the labels should vary smoothly almost everywhere while p...

A dynamic subgrid-scale eddy viscosity model

One major drawback of the eddy viscosity subgrid-scale stress models used in large-eddy simulations is their inability to represent correctly with a single universal constant di...

The Wire-Tap Channel

We consider the situation in which digital data is to be reliably transmitted over a discrete, memoryless channel (dmc) that is subjected to a wire-tap at the receiver. We assum...

ECA-Net: Efficient Channel Attention for Deep Convolutional Neural Networks

Recently, channel attention mechanism has demonstrated to offer great potential in improving the performance of deep convolutional neural networks (CNNs). However, most existing...

Spatial reconstruction of single-cell gene expression data

Spatial localization is a key determinant of cellular fate and behavior, but methods for spatially resolved, transcriptome-wide gene expression profiling across complex tissues ...

Scholarship Reconsidered: Priorities of the Professoriate

About Ernest L. Boyer vii About the Editors ix About the Contributors xi Editors Acknowledgments xv A Note to the Reader xvii Foreword: Scholarship Reconsidered s Influence in L...

THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS**This paper is another in a series of interrelated theoretical and statistical studies of corporate financial and investment policies being made under grants from the Rockefeller Foundation, and more recently the Ford Foundation, to the Harvard Business School. The generous support for this work is most gratefully acknowledged. The author is also much indebted to his colleagues Professors Bishop, Christenson, Kahr, Raiffa, and (especially) Schlaifer, for extensive discussion and commentary on an earlier draft of this paper; but responsibility for any errors or imperfections remains strictly his own.[Professor Sharpe's paper, “Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk” (Journal of Finance, September 1964) appeared after this paper was in final form and on its way to the printers. My first section, which parallels the first half of his paper (with corresponding conclusions), sets the algebraic framework for sections II, III and VI, (which have no counterpart in his paper) and for section IV on the equilibrium prices of risk assets, concerning which our results differ significantly for reasons which will be explored elsewhere. Sharpe does not take up the capital budgeting problem developed in section V below.]

Development of a turbulence closure model for geophysical fluid problems

Applications of second‐moment turbulent closure hypotheses to geophysical fluid problems have developed rapidly since 1973, when genuine predictive skill in coping with the effe...

ESPRIT-estimation of signal parameters via rotational invariance techniques

An approach to the general problem of signal parameter estimation is described. The algorithm differs from its predecessor in that a total least-squares rather than a standard l...

2015 ESC/ERS Guidelines for the diagnosis and treatment of pulmonary hypertension

Document Reviewers: Victor Aboyans (CPG Review Coordinator) (France), Antonio Vaz Carneiro (CPG Review Coordinator) (Portugal), Stephan Achenbach (Germany), Stefan Agewall (Norw...

UniProt: the universal protein knowledgebase in 2021

Abstract The aim of the UniProt Knowledgebase is to provide users with a comprehensive, high-quality and freely accessible set of protein sequences annotated with functional inf...