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» Selection in the Presence of Noise
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ICTAI
2007
IEEE
15 years 4 months ago
On Portfolios for Backtracking Search in the Presence of Deadlines
Constraint satisfaction and propositional satisfiability problems are often solved using backtracking search. Previous studies have shown that portfolios of backtracking algorith...
Huayue Wu, Peter van Beek
COR
2008
116views more  COR 2008»
14 years 9 months ago
Robust multiperiod portfolio management in the presence of transaction costs
We study the viability of different robust optimization approaches to multiperiod portfolio selection. Robust optimization models treat future asset returns as uncertain coefficie...
Dimitris Bertsimas, Dessislava Pachamanova
ICIP
2005
IEEE
15 years 11 months ago
Minimization of detail-preserving regularization functional by Newton's method with continuation
Abstract-- Recently, a two-phase scheme for removing saltand-pepper impulse noise has been proposed [14]. In the first phase, an adaptive median filter is used to identify pixels w...
Raymond H. Chan, Chung-Wa Ho, Chun-Yee Leung, Mila...
CVIU
2008
141views more  CVIU 2008»
14 years 9 months ago
Change detection using a statistical model in an optimally selected color space
We present a new noise model for color channels for statistical change detection. Based on this noise modeling, we estimate the distribution of Euclidean distances between the pix...
Youngbae Hwang, Jun-Sik Kim, In-So Kweon
ICML
2008
IEEE
15 years 10 months ago
Random classification noise defeats all convex potential boosters
A broad class of boosting algorithms can be interpreted as performing coordinate-wise gradient descent to minimize some potential function of the margins of a data set. This class...
Philip M. Long, Rocco A. Servedio