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...
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...
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...
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...
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...