Independent Component Analysis (ICA) is a statistical computation method that transforms a random vector in another one whose components are independent. Because the marginal distr...
Jorge Igual, Jehad I. Ababneh, Raul Llinares, Juli...
We consider the design of systems for sequential decentralized detection, a problem that entails several interdependent choices: the choice of a stopping rule (specifying the samp...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
Recently, supervised dimensionality reduction has been gaining attention, owing to the realization that data labels are often available and indicate important underlying structure...
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
In this paper, a primal dual method for general possible nonconvex nonlinear optimization problems is considered. The method is an exterior point type method which means that it p...