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» On convex complexity measures
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TIT
1998
70views more  TIT 1998»
14 years 9 months ago
The Importance of Convexity in Learning with Squared Loss
We show that if the closureof a function class F under the metric induced by some probability distribution is not convex, then the sample complexity for agnostically learning F wi...
Wee Sun Lee, Peter L. Bartlett, Robert C. Williams...
GC
2007
Springer
14 years 9 months ago
Decompositions, Partitions, and Coverings with Convex Polygons and Pseudo-Triangles
We propose a novel subdivision of the plane that consists of both convex polygons and pseudotriangles. This pseudo-convex decomposition is significantly sparser than either conve...
Oswin Aichholzer, Clemens Huemer, S. Kappes, Betti...
WSC
2008
14 years 12 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
66
Voted
MP
2006
97views more  MP 2006»
14 years 9 months ago
Subdifferential representations of risk measures
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
Georg Ch. Pflug
FOCM
2010
160views more  FOCM 2010»
14 years 8 months ago
Boundary Measures for Geometric Inference
We study the boundary measures of compact subsets of the d-dimensional Euclidean space, which are closely related to Federer’s curvature measures. We show that they can be comput...
Frédéric Chazal, David Cohen-Steiner...