In this article, we consider the problem of criterion choice in information recovery and inference in a large-deviations (LD) context. Kitamura and Stutzer recognize that the Maximum Entropy Empirical Likelihood estimator can be given a LD justification (Kitamura and Stutzer, 2002). We...

In this paper, we address the problem of recovering the local volatility surface from option prices consistent with observed market data. We revisit the implied volatility problem and derive an explicit formula for the implied volatility together with bounds for the call price and its derivative...

In this work the problem of recovering bioelectrical sources on the cerebral volume, from measurement of the potential generated by these sources on the scalp, is studied. This problem is an ill posed problem, since given a measurement on the scalp, there are different bioelectrical sources that...

Groundwater pollution sources are characterized by spatially and temporally varying source locations, injection rates, and duration of activity. Concentration measurement data at specified observation locations are generally utilized to identify these sources characteristics. Identification of...

An inverse optimization problem is defined as follows. Let S denote the set of feasible solutions of an optimization problem P, let c be a specified cost (capacity) vector, and x0 ∈ S. We want to perturb the cost (capacity) vector c to d so that x0 is an optimal solution of P with respect to...

The aerodynamic characteristics of wind turbines are closely related to the geometry of their blades. The innovation and the technological development of wind turbine blades can be centred on two tendencies. The first is to improve the shape of existing blades; the second is to design new shapes...