62 search results - page 1 / 13 » A Nonlinear Optimization Procedure for Generalized Gaussian ... |
SIAMSC
2010
13 years 3 months ago
2010
We present a new nonlinear optimization procedure for the computation of generalized Gaussian quadratures for a broad class of square integrable functions on intervals. While some ...
EOR
2008
13 years 5 months ago
2008
Abstract. Portfolios of assets whose returns have the Gaussian mixture distribution are optimized in the static setting to find portfolio weights and efficient frontiers using the ...
TOG
2008
13 years 4 months ago
2008
We propose an efficient scheme for evaluating nonlinear subspace forces (and Jacobians) associated with subspace deformations. The core problem we address is efficient integration...
ICASSP
2010
IEEE
13 years 5 months ago
2010
IEEE
In this work, we present a general method for approximating nonlinear transformations of Gaussian mixture random variables. It is based on transforming the individual Gaussians wi...
JMLR
2010
12 years 11 months ago
2010
We introduce a variational inference framework for training the Gaussian process latent variable model and thus performing Bayesian nonlinear dimensionality reduction. This method...