A cross-validation error estimator is obtained by repeatedly leaving out some data points, deriving classifiers on the remaining points, computing errors for these classifiers on ...
—We develop an algorithm aimed at estimating travel time on segments of a road network using a convex optimization framework. Sampled travel time from probe vehicles are assumed ...
Sebastien Blandin, Laurent El Ghaoui, Alexandre M....
Abstract. We propose a convex optimization approach to solving the nonparametric regression estimation problem when the underlying regression function is Lipschitz continuous. This...
Dimitris Bertsimas, David Gamarnik, John N. Tsitsi...
Abstract--The ranking problem has become increasingly important in modern applications of statistical methods in automated decision making systems. In particular, we consider a for...
We consider the problem of estimating and detecting sparse signals over a large area of an image or other medium. We introduce a novel cost function that captures the tradeoff bet...