The saddle point framework provides a convenient way to formulate many convex variational problems that occur in computer vision. The framework unifies a broad range of data and re...
Jan Lellmann, Dirk Breitenreicher, Christoph Schn&...
Let Rd be a compact convex set of positive measure. In a recent paper, we established a definiteness theory for cubature formulae of order two on . Here we study extremal propert...
Iterative algorithms aimed at solving some problems are discussed. For certain problems, such as finding a common point in the intersection of a finite number of convex sets, there...
High-dimensional statistical inference deals with models in which the the number of parameters p is comparable to or larger than the sample size n. Since it is usually impossible ...
Sahand Negahban, Pradeep Ravikumar, Martin J. Wain...
The aim of this paper is to apply the concept of robust optimization introduced by Bel-Tal and Nemirovski to the portfolio selection problems based on multi-stage scenario trees. ...