We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Constraint networks have been shown to be useful in formulating such diverse problems as scene labeling, natural language parsing, and temporal reasoning. Given a constraint netwo...
We propose a convex-concave programming approach for the labeled weighted graph matching problem. The convex-concave programming formulation is obtained by rewriting the weighted ...
Mikhail Zaslavskiy, Francis Bach, Jean-Philippe Ve...
We present an algorithm which provides the one-dimensional subspace where the Bayes error is minimized for the C class problem with homoscedastic Gaussian distributions. Our main ...
We give a general technique to obtain approximation mechanisms that are truthful in expectation. We show that for packing domains, any α-approximation algorithm that also bounds ...