The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
We present an algorithm to solve the GROUP MUTUAL EXCLUSION problem in the cache-coherent (CC) model. For the same problem in the distributed shared memory (DSM) model, Danek and ...
We develop a novel online learning algorithm for the group lasso in order to efficiently find the important explanatory factors in a grouped manner. Different from traditional bat...
Haiqin Yang, Zenglin Xu, Irwin King, Michael R. Ly...
Abstract--This paper offers a new technique for spatially adaptive estimation. The local likelihood is exploited for nonparametric modeling of observations and estimated signals. T...
Sparse coding--that is, modelling data vectors as sparse linear combinations of basis elements--is widely used in machine learning, neuroscience, signal processing, and statistics...
Julien Mairal, Francis Bach, Jean Ponce, Guillermo...