Sciweavers

460 search results - page 11 / 92
» A Symmetric Convexity Measure
Sort
View
ISNN
2005
Springer
14 years 1 months ago
One-Bit-Matching ICA Theorem, Convex-Concave Programming, and Combinatorial Optimization
Recently, a mathematical proof is obtained in (Liu, Chiu, Xu, 2004) on the so called one-bit-matching conjecture that all the sources can be separated as long as there is an one-to...
Lei Xu
WSC
2008
13 years 10 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
MP
2006
97views more  MP 2006»
13 years 7 months ago
Subdifferential representations of risk measures
Measures of risk appear in two categories: Risk capital measures serve to determine the necessary amount of risk capital in order to avoid ruin if the outcomes of an economic acti...
Georg Ch. Pflug
19
Voted
FOCM
2010
160views more  FOCM 2010»
13 years 6 months ago
Boundary Measures for Geometric Inference
We study the boundary measures of compact subsets of the d-dimensional Euclidean space, which are closely related to Federer’s curvature measures. We show that they can be comput...
Frédéric Chazal, David Cohen-Steiner...
ICIP
2007
IEEE
14 years 9 months ago
A Multi-Camera Surveillance System that Estimates Quality-of-View Measurement
In this paper, we propose a multi-camera video surveillance system with automatic camera selection. A new confidence measure, Quality-Of-View (QOV), is defined to automatically ev...
Changsong Shen, Chris Zhang, Sidney Fels