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149
Voted
FS
2010
15 years 4 months ago
2010
Extreme losses of portfolios with heavy-tailed components are studied in the framework of multivariate regular variation. Asymptotic distributions of extreme portfolio losses are ...
185
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ICML
2010
IEEE
15 years 7 months ago
2010
IEEE
We present new algorithms for inverse optimal control (or inverse reinforcement learning, IRL) within the framework of linearlysolvable MDPs (LMDPs). Unlike most prior IRL algorit...
185
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BMCBI
2005
15 years 6 months ago
2005
Background: The inference of homology from statistically significant sequence similarity is a central issue in sequence alignments. So far the statistical distribution function un...
217
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MP
2002
15 years 6 months ago
2002
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
181
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COLT
2006
Springer
15 years 10 months ago
2006
Springer
In an online convex optimization problem a decision-maker makes a sequence of decisions, i.e., chooses a sequence of points in Euclidean space, from a fixed feasible set. After ea...