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107
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CVPR
2012
IEEE
13 years 2 days ago
Learning hierarchical similarity metrics
Categories in multi-class data are often part of an underlying semantic taxonomy. Recent work in object classification has found interesting ways to use this taxonomy structure t...
Nakul Verma, Dhruv Mahajan, Sundararajan Sellamani...
IOR
2006
91views more  IOR 2006»
14 years 9 months ago
Robust One-Period Option Hedging
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 ...
Frank Lutgens, Jos F. Sturm, Antoon Kolen
87
Voted
ACMSE
2006
ACM
15 years 3 months ago
Automatic quality assessment of Affymetrix GeneChip data
Computing reliable gene expression levels from microarray experiments is a sophisticated process with many potential pitfalls. Quality control is one of the most important steps i...
Steffen Heber, Beate Sick
62
Voted
ICML
2008
IEEE
15 years 10 months ago
Democratic approximation of lexicographic preference models
Previous algorithms for learning lexicographic preference models (LPMs) produce a "best guess" LPM that is consistent with the observations. Our approach is more democra...
Fusun Yaman, Thomas J. Walsh, Michael L. Littman, ...
TSP
2011
230views more  TSP 2011»
14 years 4 months ago
Bayesian Nonparametric Inference of Switching Dynamic Linear Models
—Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switc...
Emily B. Fox, Erik B. Sudderth, Michael I. Jordan,...