We study a stochastic optimization problem that has its roots in financial portfolio design. The problem has a specified deterministic objective function and constraints on the co...
Much work on skewed, stochastic, high dimensional, and biased datasets usually implicitly solve each problem separately. Recently, we have been approached by Texas Commission on En...
Problems in computational finance share many of the characteristics that challenge us in statistical circuit analysis: high dimensionality, profound nonlinearity, stringent accura...
Abstract. Three tools for acquiring data about people, their behavior, and their use of technology in natural settings are described: (1) a context-aware experience sampling tool, ...
Stephen S. Intille, Emmanuel Munguia Tapia, John R...
A number of learning machines used in information science are not regular, but rather singular, because they are non-identifiable and their Fisher information matrices are singula...