Sciweavers

203 search results - page 10 / 41
» Second-Order Risk Constraints
Sort
View
NIPS
2008
13 years 8 months ago
On the Complexity of Linear Prediction: Risk Bounds, Margin Bounds, and Regularization
This work characterizes the generalization ability of algorithms whose predictions are linear in the input vector. To this end, we provide sharp bounds for Rademacher and Gaussian...
Sham M. Kakade, Karthik Sridharan, Ambuj Tewari
ICASSP
2009
IEEE
14 years 2 months ago
Risk-distortion analysis for video collusion attack
Collusion attack is a cost-effective attack against digital fingerprint. To develop an efficient collusion-resistant fingerprint scheme, it is very important for the detector t...
Yan Chen, W. Sabrina Lin, K. J. Ray Liu
TII
2011
206views Education» more  TII 2011»
13 years 2 months ago
Timing-Failure Risk Assessment of UML Design Using Time Petri Net Bound Techniques
Abstract—Software systems that do not meet their timing constraints can cause risks. In this work, we propose a comprehensive method for assessing the risk of timing failure by e...
Simona Bernardi, Javier Campos, José Merseg...
CDC
2008
IEEE
110views Control Systems» more  CDC 2008»
14 years 1 months ago
Multistage investments with recourse: A single-asset case with transaction costs
— We consider a financial decision problem involving dynamic investment decisions on a single risky instrument over multiple and discrete time periods. Investment returns are as...
Ufuk Topcu, Giuseppe Carlo Calafiore, Laurent El G...
ANOR
2010
107views more  ANOR 2010»
13 years 4 months ago
Kusuoka representation of higher order dual risk measures
We derive representations of higher order dual measures of risk in Lp spaces as suprema of integrals of Average Values at Risk with respect to probability measures on (0, 1] (Kusu...
Darinka Dentcheva, Spiridon Penev, Andrzej Ruszczy...