Abstract. In this paper we unify divergence minimization and statistical inference by means of convex duality. In the process of doing so, we prove that the dual of approximate max...
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
We consider the robust beamforming problem under imperfect channel state information (CSI) subject to SINR constraints in a downlink multiuser MISO system. One popular approach to...
This article shows how rational analysis can be used to minimize learning cost for a general class of statistical learning problems. We discuss the factors that influence learning...