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...
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...
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...
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...
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...