10 citations · 18 across the 10 of their papers we have counts for
7 papers · 1 filter
A Deterministic Analysis of an Online Convex Mixture of Expert Algorithms
Mehmet A. Donmez, Sait Tunc, Suleyman S. Kozat
We analyze an online learning algorithm that adaptively combines outputs of two constituent algorithms (or the experts) running in parallel to model an unknown desired signal. This…
Robust Estimation in Rayleigh Fading Channels Under Bounded Channel Uncertainties
Mehmet A. Donmez, Huseyin A. Inan, Suleyman S. Kozat
We investigate channel equalization for Rayleigh fading channels under bounded channel uncertainties. We analyze three robust methods to estimate an unknown signal transmitted thro…
Adaptive Mixture Methods Based on Bregman Divergences
Mehmet A. Donmez, Huseyin A. Inan, Suleyman S. Kozat
We investigate adaptive mixture methods that linearly combine outputs of constituent filters running in parallel to model a desired signal. We use "Bregman divergences" and obt…
A New Analysis of an Adaptive Convex Mixture: A Deterministic Approach
Mehmet A. Donmez, Sait Tunc, Suleyman S. Kozat
We introduce a new analysis of an adaptive mixture method that combines outputs of two constituent filters running in parallel to model an unknown desired signal. This adaptive mix…
A Novel Robust Approach to Least Squares Problems with Bounded Data Uncertainties
Nargiz Kalantarova, Mehmet A. Donmez, Suleyman S. Kozat
In this correspondence, we introduce a minimax regret criteria to the least squares problems with bounded data uncertainties and solve it using semi-definite programming. We invest…
Optimal Investment Under Transaction Costs: A Threshold Rebalanced Portfolio Approach
Sait Tunc, Suleyman S. Kozat
We study optimal investment in a financial market having a finite number of assets from a signal processing perspective. We investigate how an investor should distribute capital ov…
Optimal Investment Under Transaction Costs
Sait Tunc, Mehmet A. Donmez, Suleyman S. Kozat
We investigate how and when to diversify capital over assets, i.e., the portfolio selection problem, from a signal processing perspective. To this end, we first construct portfolio…