Abstract--In the past few years, the problem of distributed consensus has received a lot of attention, particularly in the framework of ad hoc sensor networks. Most methods propose...
Abstract--This paper studies the issue of optimal deconvolution density estimation using wavelets. The approach taken here can be considered as orthogonal series estimation in the ...
A discrete-time financial market model is considered with a sequence of investors whose preferences are described by utility functions Un defined on the whole real line. It is s...
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...