We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The ...
Le Song, Alex J. Smola, Arthur Gretton, Karsten M....
In ranking, one is given examples of order relationships among objects, and the goal is to learn from these examples a real-valued ranking function that induces a ranking or order...
This paper investigates an extension of classification trees to deal with uncertain information where uncertainty is encoded in possibility theory framework. Class labels in data s...
Ilyes Jenhani, Nahla Ben Amor, Salem Benferhat, Zi...