2 citations · 2 across the 4 of their papers we have counts for
5 papers
Error Propagation in Dynamic Programming: From Stochastic Control to American Option Pricing
Andrea Della Vecchia, Damir Filipović
This paper investigates theoretical and methodological foundations for stochastic optimal control (SOC) in discrete time. We start formulating the control problem in a general dyna…
Computational Efficiency under Covariate Shift in Kernel Ridge Regression
Andrea Della Vecchia, Arnaud Mavakala Watusadisi, Ernesto De Vito +1
This paper addresses the covariate shift problem in the context of nonparametric regression within reproducing kernel Hilbert spaces (RKHSs). Covariate shift arises in supervised l…
Snacks: a fast large-scale kernel SVM solver
Sofiane Tanji, Andrea Della Vecchia, François Glineur +1
Kernel methods provide a powerful framework for non parametric learning. They are based on kernel functions and allow learning in a rich functional space while applying linear stat…
AdaTask: Adaptive Multitask Online Learning
Pierre Laforgue, Andrea Della Vecchia, Nicolò Cesa-Bianchi +1
We introduce and analyze AdaTask, a multitask online learning algorithm that adapts to the unknown structure of the tasks. When the tasks are stochastically activated, we show…
Lband radiometric behaviour of pine forests for a variety of surface moisture conditions
Jennifer Grant, Jean Pierre Wigneron, A. A. Van De Griend +5
From July-December 2004 the experimental campaign 'Bray 2004' was conducted in the coniferous forest of Les Landes near Bordeaux, France, using a multi-angle L-band (1.4 GHz) radio…