4 citations · 8 across the 4 of their papers we have counts for
4 papers
The Pareto Record Frontier
James Allen Fill, Daniel Q. Naiman
For iid -dimensional observations with independent Exponential coordinates, consider the boundary (relative to the closed positive orthant), or "…
Generating Pareto records
James Allen Fill, Daniel Q. Naiman
We present, (partially) analyze, and apply an efficient algorithm for the simulation of multivariate Pareto records. A key role is played by minima of the record-setting region (we…
Dual Principal Component Pursuit: Probability Analysis and Efficient Algorithms
Zhihui Zhu, Yifan Wang, Daniel P. Robinson +3
Recent methods for learning a linear subspace from data corrupted by outliers are based on convex and nuclear norm optimization and require the dimension of the subspace a…
Arbitrage and Geometry
Daniel Q. Naiman, Edward R. Scheinerman
This article introduces the notion of arbitrage for a situation involving a collection of investments and a payoff matrix describing the return to an investor of each investment un…