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» A branch and bound method for stochastic global optimization
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JMLR
2010
143views more  JMLR 2010»
14 years 10 months ago
A Quasi-Newton Approach to Nonsmooth Convex Optimization Problems in Machine Learning
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Jin Yu, S. V. N. Vishwanathan, Simon Günter, ...
FSTTCS
2008
Springer
15 years 25 days ago
Solvency Games
Abstract. We study the decision theory of a maximally risk-averse investor — one whose objective, in the face of stochastic uncertainties, is to minimize the probability of ever ...
Noam Berger, Nevin Kapur, Leonard J. Schulman, Vij...
ICASSP
2011
IEEE
14 years 3 months ago
Error-entropy based channel state estimation of spatially correlated MIMO-OFDM
—This paper deals with optimized training sequences to estimate multiple-input multiple-output orthogonal frequencydivision multiplexing (MIMO-OFDM) channel states in the presenc...
Hoang Duong Tuan, Ha Hoang Kha, Ha H. Nguyen
ICIP
2003
IEEE
16 years 1 months ago
A hierarchical statistical modeling approach for the unsupervised 3D reconstruction of the scoliotic spine
In this paper, we propose a new and accurate 3D reconstruction technique for the scoliotic spine from a pair planar and conventional radiographic images (postero-anterior and late...
Said Benameur, Max Mignotte, Stefan Parent, Hubert...
IJKESDP
2010
60views more  IJKESDP 2010»
14 years 10 months ago
Portfolio selection problems with normal mixture distributions including fuzziness
— In this paper, several portfolio selection problems with normal mixture distributions including fuzziness are proposed. Until now, many researchers have proposed portfolio mode...
Takashi Hasuike, Hiroaki Ishii