We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
In this paper, we propose two new support vector approaches for ordinal regression, which optimize multiple thresholds to define parallel discriminant hyperplanes for the ordinal...
In this paper we define semidefinite packing programs and describe an algorithm to approximately solve these problems. Semidefinite packing programs arise in many applications s...
Abstract We tackle the problem of detecting occluded regions in a video stream. Under assumptions of Lambertian reflection and static illumination, the task can be posed as a vari...
We analyze the complexity of the steganography problem and show that the decision version of the problem is NP-complete through transformation from the Knapsack problem. We also g...
Rajarathnam Chandramouli, Shalin P. Trivedi, R. N....