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142
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JCAM
2011
69views more  JCAM 2011»
14 years 7 months ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
140
Voted
INFOCOM
2009
IEEE
15 years 11 months ago
Network Bandwidth Allocation via Distributed Auctions with Time Reservations
—This paper studies the problem of allocating network capacity through periodic auctions. Motivated primarily by a service overlay architecture, we impose the following condition...
Pablo Belzarena, Andrés Ferragut, Fernando ...
CORR
2008
Springer
98views Education» more  CORR 2008»
15 years 5 months ago
Sparse Recovery by Non-convex Optimization -- Instance Optimality
In this note, we address the theoretical properties of p, a class of compressed sensing decoders that rely on p minimization with p (0, 1) to recover estimates of sparse and compr...
Rayan Saab, Özgür Yilmaz
137
Voted
CORR
2011
Springer
164views Education» more  CORR 2011»
14 years 12 months ago
Sweeping an oval to a vanishing point
Given a convex region in the plane, and a sweep-line as a tool, what is best way to reduce the region to a single point by a sequence of sweeps? The problem of sweeping points by ...
Adrian Dumitrescu, Minghui Jiang
ECML
2007
Springer
15 years 11 months ago
Discriminative Sequence Labeling by Z-Score Optimization
Abstract. We consider a new discriminative learning approach to sequence labeling based on the statistical concept of the Z-score. Given a training set of pairs of hidden-observed ...
Elisa Ricci, Tijl De Bie, Nello Cristianini