This paper examines the generalization properties of online convex programming algorithms when the loss function is Lipschitz and strongly convex. Our main result is a sharp bound...
Abstract. We present a new algorithm that computes eigenvalues and eigenvectors of a Hermitian positive definite matrix while solving a linear system of equations with Conjugate G...
One of the most widely used methods for eigenvalue computation is the QR iteration with Wilkinson’s shift: here the shift s is the eigenvalue of the bottom 2 × 2 principal mino...
Ricardo S. Leite, Nicolau C. Saldanha, Carlos Tome...
A simultaneous perturbation stochastic approximation (SPSA) method has been developed in this paper, using the operators of perturbation with the Lipschitz density function. This ...
The estimation of parametric global motion is one of the cornerstones of computer vision. Such schemes are able to estimate various motion models (translation, rotation, affine, p...