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» On the Convergence Rate of Good-Turing Estimators
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CORR
2008
Springer
116views Education» more  CORR 2008»
14 years 10 months ago
Polynomial Filtering for Fast Convergence in Distributed Consensus
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...
Effrosini Kokiopoulou, Pascal Frossard
71
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TIT
2002
107views more  TIT 2002»
14 years 10 months ago
Wavelet deconvolution
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 ...
Jianqing Fan, Ja-Yong Koo
MOR
2007
116views more  MOR 2007»
14 years 10 months ago
Optimal Strategies and Utility-Based Prices Converge When Agents' Preferences Do
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...
Laurence Carassus, Miklós Rásonyi
JMLR
2006
143views more  JMLR 2006»
14 years 10 months ago
Consistency and Convergence Rates of One-Class SVMs and Related Algorithms
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...
Régis Vert, Jean-Philippe Vert
ORL
2007
83views more  ORL 2007»
14 years 10 months ago
Large deviations bounds for estimating conditional value-at-risk
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...
David B. Brown