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...
Online interval selection is a problem in which intervals arrive one by one, sorted by their left endpoints. Each interval has a length and a non-negative weight associated with i...
The problem of dividing a sequence of values into segments occurs in database systems, information retrieval, and knowledge management. The challenge is to select a finite number ...
In this paper we investigate multi-task learning in the context of Gaussian Processes (GP). We propose a model that learns a shared covariance function on input-dependent features...
Edwin V. Bonilla, Kian Ming Chai, Christopher K. I...
In this paper we combine two existing resource selection approaches, CORI and the decision-theoretic framework (DTF). The state-of-the-art system CORI belongs to the large group of...