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» Feasible Region Approximation Using Convex Polytopes
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WSC
2008
13 years 9 months ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
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...
Sandeep Juneja
MOBIHOC
2006
ACM
14 years 7 months ago
Distributed localization using noisy distance and angle information
Localization is an important and extensively studied problem in ad-hoc wireless sensor networks. Given the connectivity graph of the sensor nodes, along with additional local info...
Amitabh Basu, Jie Gao, Joseph S. B. Mitchell, Giri...
PAMI
2008
162views more  PAMI 2008»
13 years 7 months ago
Bayes Optimality in Linear Discriminant Analysis
We present an algorithm which provides the one-dimensional subspace where the Bayes error is minimized for the C class problem with homoscedastic Gaussian distributions. Our main ...
Onur C. Hamsici, Aleix M. Martínez
BMCBI
2008
153views more  BMCBI 2008»
13 years 7 months ago
Estimating the size of the solution space of metabolic networks
Background: Cellular metabolism is one of the most investigated system of biological interactions. While the topological nature of individual reactions and pathways in the network...
Alfredo Braunstein, Roberto Mulet, Andrea Pagnani
AOR
2006
95views more  AOR 2006»
13 years 7 months ago
A New Practically Efficient Interior Point Method for LP
In this paper we briefly review the importance of LP (linear programming), and Dantzig's main contributions to OR (Operations Research), mathematics, and computer science. In...
Katta G. Murty