Compressive sensing (CS) is a new signal acquisition technique for sparse and compressible signals. Rather than uniformly sampling the signal, CS computes inner products with rand...
General deviation measures are introduced and studied systematically for their potential applications to risk management in areas like portfolio optimization and engineering. Such...
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zaba...
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
We consider direct sequence code division multiple access (DS-CDMA), modeling interference from users communicating with neighboring base stations by additive colored noise. We con...
We study online classification of isolated handwritten symbols using distance measures on spaces of curves. We compare three distance-based measures on a vector space representatio...