Because of their simplicity, risk measures are often employed in financial risk evaluations and related decisions. In fact, the risk measure ρ(X) of a random variable X is a rea...
Abstract—Packet delay traces are important measurements for analyzing end-to-end performance and for designing traffic control algorithms in computer networks. Due to the fact t...
: The purpose of this paper is to address some theoretical issues related to the track-to-track fusion problem when the measurements tracking the same target are inherently correla...
Abstract. We study positive measures that are solutions to an abstract optimisation problem, which is a generalisation of a classical variational problem with a constraint on infor...
The Dantzig selector is a near ideal estimator for recovery of sparse signals from linear measurements in the presence of noise. It is a convex optimization problem which can be r...