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» On Coherent Variability Measures and Conditioning
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IMCSIT
2010
13 years 5 months ago
Efficient Portfolio Optimization with Conditional Value at Risk
The portfolio optimization problem is modeled as a mean-risk bicriteria optimization problem where the expected return is maximized and some (scalar) risk measure is minimized. In ...
Wlodzimierz Ogryczak, Tomasz Sliwinski
CVPR
2010
IEEE
14 years 4 months ago
Dynamical Binary Latent Variable Models for 3D Human Pose Tracking
We introduce a new class of probabilistic latent variable model called the Implicit Mixture of Conditional Restricted Boltzmann Machines (imCRBM) for use in human pose tracking. K...
Graham Taylor, Leonid Sigal, David Fleet, Geoffrey...
AI
2008
Springer
13 years 8 months ago
Conditional independence and chain event graphs
Graphs provide an excellent framework for interrogating symmetric models of measurement random variables and discovering their implied conditional independence structure. However,...
Jim Q. Smith, Paul E. Anderson
ICC
2007
IEEE
129views Communications» more  ICC 2007»
13 years 11 months ago
An Experimental Downlink Multiuser MIMO System with Distributed and Coherently-Coordinated Transmit Antennas
In this paper we present a multiuser MIMO experimental system and the corresponding indoor measurement results that demonstrate power of distributed and coherentlycoordinated downl...
Dragan Samardzija, Howard Huang, Reinaldo A. Valen...
ORL
2007
83views more  ORL 2007»
13 years 7 months ago
Large deviations bounds for estimating conditional value-at-risk
In this paper, we prove an exponential rate of convergence result for a common estimator of conditional value-at-risk for bounded random variables. The bound on optimistic deviati...
David B. Brown