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...
In this paper, we present a novel entropy estimator for a given set of samples drawn from an unknown probability density function (PDF). Counter to other entropy estimators, the e...
This paper presents a novel method to model and recognize human faces in video sequences. Each registered person is represented by a low-dimensional appearance manifold in the amb...
In this article, we show several results obtained by combining the use of stable distributions with pseudorandom generators for bounded space. In particular: —We show that, for a...
We propose a Bayesian framework for representing and recognizing local image motion in terms of two basic models: translational motion and motion boundaries. Motion boundaries are ...