Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
Motivated by questions in stability theory for hybrid dynamical systems, we establish some fundamental properties of the set of solutions to such systems. Using the notion of a hy...
Cooperation structures without any a priori assumptions on the combinatorial structure of feasible coalitions are studied and a general theory for marginal values, cores and conve...
This paper proposes a robust statistical framework to extract highlights from a baseball broadcast video. We applied multistream Hidden Markov Models (HMMs) to control the weights...
We study the distributed sampling and centralized reconstruction of two correlated signals, modeled as the input and output of an unknown sparse filtering operation. This is akin ...
Ali Hormati, Olivier Roy, Yue M. Lu, Martin Vetter...