Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
We present multi-task structure learning for Gaussian graphical models. We discuss uniqueness and boundedness of the optimal solution of the maximization problem. A block coordina...
Optimization problems with a nuclear norm regularization, such as e.g. low norm matrix factorizations, have seen many applications recently. We propose a new approximation algorit...
Parallel factor (PARAFAC) analysis is an extension of a low rank decomposition to higher way arrays, usually called tensors. Most of existing methods are based on an alternating l...
Independent Component Analysis (ICA) is a statistical computation method that transforms a random vector in another one whose components are independent. Because the marginal distr...
Jorge Igual, Jehad I. Ababneh, Raul Llinares, Juli...