Estimation and modelling problems as they arise in many data analysis areas often turn out to be unstable and/or intractable by standard numerical methods. Such problems frequently...
We consider the joint source-channel coding problem of sending a Gaussian source over a K-user Gaussian broadcast channel with bandwidth mismatch. A new outer bound to the achieva...
The general problem of defining and determining the sample distribution in the case of continuousparameter random fields, is addressed. Defining a distribution in the case of d...
Motivated by a broad range of potential applications, we address the quantile prediction problem of real-valued time series. We present a sequential quantile forecasting model bas...
A new numerical scheme is presented for strictly computing maximum likelihood (ML) of geometric fitting problems. Intensively studied in the past are those methods that first tran...