We consider the regression problem and describe an algorithm approximating the regression function by estimators piecewise constant on the elements of an adaptive partition. The pa...
Background: Microarray techniques survey gene expressions on a global scale. Extensive biomedical studies have been designed to discover subsets of genes that are associated with ...
Robust Statistics considers the quality of statistical decisions in the presence of deviations from the ideal model, where deviations are modelled by neighborhoods of a certain siz...
Abstract. The commercial exploitation of the emerging Grid and Cloud markets needs SLAs to sell computing run times. Job traces show that users have a limited ability to estimate t...
This paper develops rare event simulation methods for the estimation of portfolio credit risk -- the risk of losses to a portfolio resulting from defaults of assets in the portfol...