In this paper, the problem of residual variance estimation is examined. The problem is analyzed in a general setting which covers non-additive heteroscedastic noise under non-iid s...
Eulerian extension problems aim at making a given (directed) (multi-)graph Eulerian by adding a minimum-cost set of edges (arcs). These problems have natural applications in schedu...
Frederic Dorn, Hannes Moser, Rolf Niedermeier, Mat...
The general problem of robust optimization is this: one of several possible scenarios will appear tomorrow, but things are more expensive tomorrow than they are today. What should...
We address the problem of minimum mean-squared error (MMSE) estimation where the estimator is constrained to belong to a prede ned set of functions. We derive a simple closed form...
We introduce a set of transformations on the set of all probability distributions over a finite state space, and show that these transformations are the only ones that preserve c...