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ANOR
2010
107views more  ANOR 2010»
14 years 7 months ago
Kusuoka representation of higher order dual risk measures
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...
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczy...
ICSM
2002
IEEE
15 years 2 months ago
Measuring Software Functional Size: Towards an Effective Measurement of Complexity
Data manipulation, or algorithmic complexity, is not taken into account adequately in any of the most popular functional size measurement methods. In this paper, we recall some we...
De Tran-Cao, Ghislain Lévesque, Alain Abran
COLT
2010
Springer
14 years 7 months ago
Sparse Recovery in Convex Hulls of Infinite Dictionaries
Let S be an arbitrary measurable space, T R and (X, Y ) be a random couple in S
Vladimir Koltchinskii, Stas Minsker
MP
2008
92views more  MP 2008»
14 years 9 months ago
Invariance and efficiency of convex representations
We consider two notions for the representations of convex cones: G-representation and liftedG-representation. The former represents a convex cone as a slice of another; the latter...
Chek Beng Chua, Levent Tunçel