A Data-Driven Approach Based on Multivariate Copulas for Quantitative Risk Assessment of Concrete Dam
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Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008
A novel estimator for mutual information is proposed. The estimator is useful for the (asymmetric) scenario where only a few samples for one random variable are available, but for each sample, the conditional distribution of the other random variable can b ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2009
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Recently Heyde, Kou and Peng (2007) proposed the notion of a natural risk statistic associated with a finite sample that relaxes the subadditivity assumption in the classical coherent risk statistics. In this note we use convex analysis to provide alternat ...
We propose a recursive data-driven risk-estimation method for non-linear iterative deconvolution. Our two main contributions are 1) a solution-domain risk-estimation approach that is applicable to non-linear restoration algorithms for ill-conditioned inver ...