Given multivariate time series, we study the problem of forming portfolios with maximum mean reversion while constraining the number of assets in these portfolios. We show that it...
We propose an approximate Bayesian approach for unsupervised feature selection and density estimation, where the importance of the features for clustering is used as the measure f...
Abstract. Two new techniques based on nonparametric estimation of probability densities are introduced which improve on the performance of equivalent robust methods currently emplo...
In this paper, we adress the question of decoding cognitive information from functional Magnetic Resonance (MR) images using classification techniques. The main bottleneck for acc...
The goal of this work is a systematic approach to compiler optimization for simultaneously optimizing across multiple levels of the memory hierarchy. Our approach combines compiler...
Chun Chen, Jacqueline Chame, Mary W. Hall, Kristin...