105 search results - page 3 / 21 » Nonlinear Filtering of Convex Sets of Probability Distributi... |
ANOR
2010
13 years 3 months ago
2010
We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
TIP
2008
13 years 6 months ago
2008
Abstract--In this paper, we analyze the computational challenges in implementing particle filtering, especially to video sequences. Particle filtering is a technique used for filte...
EOR
2008
13 years 6 months ago
2008
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
CJ
2002
13 years 6 months ago
2002
Bloom filters make use of a "probabilistic" hash-coding method to reduce the amount of space required to store a hash set. A Bloom filter offers a trade-off between its ...
JMLR
2010
13 years 1 months ago
2010
While most popular collaborative filtering methods use low-rank matrix factorization and parametric density assumptions, this article proposes an approach based on distribution-fr...