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JCAM
2011
69views more  JCAM 2011»
13 years 16 days ago
Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
Koen Van Weert, Jan Dhaene, Marc J. Goovaerts
INFOCOM
2009
IEEE
14 years 4 months ago
Network Bandwidth Allocation via Distributed Auctions with Time Reservations
—This paper studies the problem of allocating network capacity through periodic auctions. Motivated primarily by a service overlay architecture, we impose the following condition...
Pablo Belzarena, Andrés Ferragut, Fernando ...
CORR
2008
Springer
98views Education» more  CORR 2008»
13 years 9 months ago
Sparse Recovery by Non-convex Optimization -- Instance Optimality
In this note, we address the theoretical properties of p, a class of compressed sensing decoders that rely on p minimization with p (0, 1) to recover estimates of sparse and compr...
Rayan Saab, Özgür Yilmaz
CORR
2011
Springer
164views Education» more  CORR 2011»
13 years 4 months ago
Sweeping an oval to a vanishing point
Given a convex region in the plane, and a sweep-line as a tool, what is best way to reduce the region to a single point by a sequence of sweeps? The problem of sweeping points by ...
Adrian Dumitrescu, Minghui Jiang
ECML
2007
Springer
14 years 3 months ago
Discriminative Sequence Labeling by Z-Score Optimization
Abstract. We consider a new discriminative learning approach to sequence labeling based on the statistical concept of the Z-score. Given a training set of pairs of hidden-observed ...
Elisa Ricci, Tijl De Bie, Nello Cristianini