Suppose a given observation matrix can be decomposed as the sum of a low-rank matrix and a sparse matrix (outliers), and the goal is to recover these individual components from th...
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
In discrete event systems, a given task can start executing when all the required input data are available. The required input data for a given task may change along the evolution...
When thinking of MDE, the immediate understanding is that models drive software development, in the at the software is constructed by transforming models from higher levels of abs...
This paper examines a problem related to the optimal risk management of banks in a stochastic dynamic setting. In particular, we minimize7 market and capital adequacy risk that in...