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JMLR
2006
89views more  JMLR 2006»
13 years 7 months ago
Lower Bounds and Aggregation in Density Estimation
In this paper we prove the optimality of an aggregation procedure. We prove lower bounds for aggregation of model selection type of M density estimators for the Kullback-Leibler d...
Guillaume Lecué
TOMACS
2002
113views more  TOMACS 2002»
13 years 7 months ago
Simulating heavy tailed processes using delayed hazard rate twisting
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Sandeep Juneja, Perwez Shahabuddin
MP
2006
103views more  MP 2006»
13 years 7 months ago
Assessing solution quality in stochastic programs
Determining if a solution is optimal or near optimal is fundamental in optimization theory, algorithms, and computation. For instance, Karush-Kuhn-Tucker conditions provide necessa...
Güzin Bayraksan, David P. Morton
COLT
1997
Springer
13 years 11 months ago
Estimation of Time-Varying Parameters in Statistical Models: An Optimization Approach
Abstract. We propose a convex optimization approach to solving the nonparametric regression estimation problem when the underlying regression function is Lipschitz continuous. This...
Dimitris Bertsimas, David Gamarnik, John N. Tsitsi...
ICDT
2001
ACM
116views Database» more  ICDT 2001»
13 years 12 months ago
On Optimizing Nearest Neighbor Queries in High-Dimensional Data Spaces
Abstract. Nearest-neighbor queries in high-dimensional space are of high importance in various applications, especially in content-based indexing of multimedia data. For an optimiz...
Stefan Berchtold, Christian Böhm, Daniel A. K...