— This paper investigates the path protection problem in mesh networks under multiple generic risks. Disjoint logical links may fail simultaneously if they share the same compone...
Abstract. This paper studies a risk minimization approach to estimate a transformation model from noisy observations. It is argued that transformation models are a natural candidat...
Vanya Van Belle, Kristiaan Pelckmans, Johan A. K. ...
Value-at-Risk (VaR) is one of the most widely accepted risk measures in the financial and insurance industries, yet efficient optimization of VaR remains a very difficult problem....
The notion of Shared Risk Resource Groups (SRRG) has been introduced to capture survivability issues when a set of resources may fail simultaneously. Applied to Wavelength Divisio...
David Coudert, Florian Huc, Fabrice Peix, Marie-Em...
We consider multivariate density estimation with identically distributed observations. We study a density estimator which is a convex combination of functions in a dictionary and ...