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...
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...
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...
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...
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...