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...
With stock surpluses and shortages representing one of the greatest elements of risk to wholesalers, a solution to the multiretailer supply chain management problem would result i...
Caio Soares, Gerry V. Dozier, Emmett Lodree, Jared...
The problem of multibody motion segmentation is an important and challenging issue in computer vision. In this paper, a novel segmentation technique based on simulated annealing (...
This paper develops theoretical results regarding noisy 1-bit compressed sensing and sparse binomial regression. We demonstrate that a single convex program gives an accurate estim...
Abstract. In this paper we propose a new approach for tracking multiple objects in image sequences. The proposed approach differs from existing ones in important aspects of the re...