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...
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...
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 ...
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...
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...