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....
This paper presents a new study on a method of designing a multi-class classifier: Data-driven Error Correcting Output Coding (DECOC). DECOC is based on the principle of Error Cor...
Abstract. This paper presents a new stochastic preconditioning approach for large sparse matrices. For the class of matrices that are row-wise and column-wise irreducibly diagonall...
We introduce a novel way of measuring the entropy of a set of values undergoing changes. Such a measure becomes useful when analyzing the temporal development of an algorithm desi...
The number of slices for error resilient video coding is jointly optimized with 802.11a-like media access control and the physical layers with automatic repeat request and rate com...