We consider parameterized convex optimization problems over the unit simplex, that depend on one parameter. We provide a simple and efficient scheme for maintaining an -approximat...
In the present paper, we study the problem of aggregation under the squared loss in the model of regression with deterministic design. We obtain sharp oracle inequalities for conve...
We consider the problem of fitting a large-scale covariance matrix to multivariate Gaussian data in such a way that the inverse is sparse, thus providing model selection. Beginnin...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
Convex programming involves a convex set F Rn and a convex cost function c : F R. The goal of convex programming is to find a point in F which minimizes c. In online convex prog...
Similarity measures in many real applications generate indefinite similarity matrices. In this paper, we consider the problem of classification based on such indefinite similariti...