Consider the problem of image deblurring in the presence of impulsive noise. Standard image deconvolution methods rely on the Gaussian noise model and do not perform well with imp...
Hard-margin support vector machines (HM-SVMs) suffer from getting overfitting in the presence of noise. Soft-margin SVMs deal with this problem by introducing a regularization term...
Higher-order tensors are used in many application fields, such as statistics, signal processing, and scientific computing. Efficient and reliable algorithms for manipulating thes...
Mariya Ishteva, Pierre-Antoine Absil, Sabine Van H...
An important theoretical tool in machine learning is the bias/variance decomposition of the generalization error. It was introduced for the mean square error in [3]. The bias/vari...
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...