Sciweavers

20 search results - page 2 / 4
» Convergence rate analysis of an asynchronous space decomposi...
Sort
View
CORR
2008
Springer
133views Education» more  CORR 2008»
13 years 5 months ago
Estimating divergence functionals and the likelihood ratio by convex risk minimization
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
JMLR
2012
11 years 7 months ago
Minimax-Optimal Rates For Sparse Additive Models Over Kernel Classes Via Convex Programming
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...
Garvesh Raskutti, Martin J. Wainwright, Bin Yu
SIAMJO
2008
112views more  SIAMJO 2008»
13 years 4 months ago
Parallel Space Decomposition of the Mesh Adaptive Direct Search Algorithm
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained n...
Charles Audet, J. E. Dennis, Sébastien Le D...
MP
2002
195views more  MP 2002»
13 years 4 months ago
Nonlinear rescaling vs. smoothing technique in convex optimization
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Roman A. Polyak
SIAMSC
2008
165views more  SIAMSC 2008»
13 years 4 months ago
Iterated Hard Shrinkage for Minimization Problems with Sparsity Constraints
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...
Kristian Bredies, Dirk A. Lorenz