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WSC
2008
15 years 5 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
BMEI
2008
IEEE
15 years 5 months ago
Clustering of High-Dimensional Gene Expression Data with Feature Filtering Methods and Diffusion Maps
The importance of gene expression data in cancer diagnosis and treatment by now has been widely recognized by cancer researchers in recent years. However, one of the major challen...
Rui Xu, Steven Damelin, Boaz Nadler, Donald C. Wun...
CVPR
2008
IEEE
15 years 4 months ago
Demosaicking recognition with applications in digital photo authentication based on a quadratic pixel correlation model
Most digital still color cameras use a single electronic sensor (CCD or CMOS) overlaid with a color filter array. At each pixel location only one color sample is taken, and the ot...
Yizhen Huang, Yangjing Long
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FLAIRS
2004
15 years 4 months ago
Gene Expression Data Classification with Revised Kernel Partial Least Squares Algorithm
One important feature of the gene expression data is that the number of genes M far exceeds the number of samples N. Standard statistical methods do not work well when N < M. D...
ZhenQiu Liu, Dechang Chen
NIPS
2004
15 years 4 months ago
Limits of Spectral Clustering
An important aspect of clustering algorithms is whether the partitions constructed on finite samples converge to a useful clustering of the whole data space as the sample size inc...
Ulrike von Luxburg, Olivier Bousquet, Mikhail Belk...