no code implementations • 2 Jul 2023 • João Domingos, João Xavier
To study the VaR formulation, we start by designing a majorizer set that contains any solution of a general percentile problem.
no code implementations • 14 Apr 2023 • João Domingos, João Xavier
While regime (a) spans staple results in large deviation theory, regime (b) is new in distributed detection and is elicited by the ARMA setup.
no code implementations • 14 Jan 2020 • João Domingos, José M. F. Moura
The (right) eigenvectors of the shift $A$ (graph spectral components) diagonalize $A$ and lead to a graph Fourier basis $F$ that provides a graph spectral representation of the graph signal.