The Bayes-optimal classifier for elliptical distributions is derived in closed form from the radial generator, yielding a tuning-free alternative to spline GAMs with proven consistency.
Tyler, Visa Koivunen, and H
3 Pith papers cite this work, alongside 448 external citations. Polarity classification is still indexing.
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Framework transforms complex chance-constrained problems into convex SOCPs for individual constraints and uses copulas for joint constraints under moment, support, and data-driven ambiguity sets, demonstrated on beamforming.
Unified framework for complex zero-sum games with chance constraints that converts probabilistic constraints into convex second-order cone programs under various distribution assumptions.
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Closed-form fractional radial links for elliptical Mahalanobis discriminant analysis
The Bayes-optimal classifier for elliptical distributions is derived in closed form from the radial generator, yielding a tuning-free alternative to spline GAMs with proven consistency.
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Distributionally Robust Complex Chance-Constrained Optimization
Framework transforms complex chance-constrained problems into convex SOCPs for individual constraints and uses copulas for joint constraints under moment, support, and data-driven ambiguity sets, demonstrated on beamforming.
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Robust Chance Constrained Complex Zero-Sum Games
Unified framework for complex zero-sum games with chance constraints that converts probabilistic constraints into convex second-order cone programs under various distribution assumptions.