The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
In this paper we evaluate the effectiveness of two likelihood normalization techniques, the Background Model Set (BMS) and the Universal Background Model (UBM), for improving perf...
In time-series analysis it is often assumed that observed data can be modelled as being derived from a number of regimes of dynamics, as e.g. in a Switching Kalman Filter (SKF) [1,...
Abstract-- Extending traditional models for discriminative labeling of structured data to include higher-order structure in the labels results in an undesirable exponential increas...