We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
—This paper deals with optimized training sequences to estimate multiple-input multiple-output orthogonal frequencydivision multiplexing (MIMO-OFDM) channel states in the presenc...
In this paper, we propose a new and accurate 3D reconstruction technique for the scoliotic spine from a pair planar and conventional radiographic images (postero-anterior and late...
Said Benameur, Max Mignotte, Stefan Parent, Hubert...
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...