In this work, we present a technique for robust estimation, which by explicitly incorporating the inherent uncertainty of the estimation procedure, results in a more efficient rob...
The distribution of possible future losses for a portfolio of credit risky corporate assets, such as bonds or loans, shows strongly asymmetric behavior and a fat tail as the conse...
This paper presents a general method for incorporating prior knowledge into kernel methods such as Support Vector Machines. It applies when the prior knowledge can be formalized b...
A crucial issue in dissimilarity-based classification is the choice of the representation set. In the small sample case, classifiers capable of a good generalization and the inje...
Mauricio Orozco-Alzate, Robert P. W. Duin, C&eacut...
This paper studies the problem of plenoptic sampling in imagebased rendering (IBR). From a spectral analysis of light field signals and using the sampling theorem, we mathematica...