Learn More
A sharp upper bound on the probability of a random vector falling outside a polytope, based solely on the first and second moments of its distribution, can be computed efficiently using semidefinite programming. However, this Chebyshev-type bound tends to be overly conservative since it is determined by a discrete worst-case distribution. In this paper we(More)
Distributionally robust optimization is a paradigm for decision-making under uncertainty where the uncertain problem data is governed by a probability distribution that is itself subject to uncertainty. The distribution is then assumed to belong to an ambiguity set comprising all distributions that are compatible with the decision maker's prior information.(More)
— Robust dynamic optimization problems involving adaptive decisions are computationally intractable in general. Tractable upper bounding approximations can be obtained by requiring the adaptive decisions to be representable as linear decision rules (LDRs). In this paper we investigate families of tractable lower bounding approximations, which serve to(More)
Portfolio optimization problems involving Value-at-Risk (VaR) are often computationally intractable and require complete information about the return distribution of the portfolio constituents, which is rarely available in practice. These difficulties are compounded when the portfolio contains derivatives. We develop two tractable conservative(More)
Graphs are frequently used to describe the geometry and also the physicochemical composition of protein active sites. Here, the concept of graph alignment as a novel method for the structural analysis of protein binding pockets is presented. Using inexact graph-matching techniques, one is able to identify both conserved areas and regions of difference among(More)
Robust portfolio optimization aims to maximize the worst-case portfolio return given that the asset returns are allowed to vary within a prescribed uncertainty set. If the uncertainty set is not too large, the resulting portfolio performs well under normal market conditions. However, its performance may substantially degrade in the presence of market(More)
MOTIVATION Many drug discovery projects fail because the underlying target is finally found to be undruggable. Progress in structure elucidation of proteins now opens up a route to automatic structure-based target assessment. DoGSiteScorer is a newly developed automatic tool combining pocket prediction, characterization and druggability estimation and is(More)
PURPOSE This exploratory study compared three methods of assessing dementia specific quality of life, corresponding to the perspectives of residents, staff members, and trained observers. DESIGN AND METHODS We collected data on 172 residents with dementia in four special care nursing facilities and three assisted living facilities. Analyses assessed the(More)