The mean-variance methodology for the portfolio selection problem, originally proposed by Markowitz, has been one of the most important research fields in modern finance. In this ...
A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribu...
The pervasive usage of mobile devices and wireless networking support have enabled more and more Internet streaming services to all kinds of heterogeneous mobile devices. However,...
It is considered good distributed computing practice to devise object implementations that tolerate contention, periods of asynchrony and a large number of failures, but perform f...
We consider the problem of numerical stability and model density growth when training a sparse linear model from massive data. We focus on scalable algorithms that optimize certain...