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researcher

H. Gzyl

24 papers hereh-index 171.3k citations208 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author13
  • first author4
  • middle author6
  • last author1

Across the 24 of 24 papers where every author was matched, so the position is known.

fields
  • math.OC4
  • math.PR4
  • quant-ph4
  • math.ST3
  • cs.CE2
  • cs.LG2

identity via Semantic Scholar / OpenAlex

activity
20062025
most citedPortfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean

2 citations · 5 across the 20 of their papers we have counts for

collaborators
Showing cs.LGShow all

2 papers · 1 filter

cs.LG2018

Geometry and clustering with metrics derived from separable Bregman divergences

Erika Gomes-Gonçalves, Henryk Gzyl, Frank Nielsen

Separable Bregman divergences induce Riemannian metric spaces that are isometric to the Euclidean space after monotone embeddings. We investigate fixed rate quantization and its co…

cs.LG2007

Filtering Additive Measurement Noise with Maximum Entropy in the Mean

Henryk Gzyl, Enrique ter Horst

The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large le…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.