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» Algorithmic randomness of continuous functions
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WSC
2001
14 years 11 months ago
Efficient simulation for discrete path-dependent option pricing
In this paper we present an algorithm for simulating functions of the minimum and terminal value for a random walk with Gaussian increments. These expectations arise in connection...
James M. Calvin
ECCV
2004
Springer
15 years 11 months ago
A Robust Algorithm for Characterizing Anisotropic Local Structures
This paper proposes a robust estimation and validation framework for characterizing local structures in a positive multi-variate continuous function approximated by a Gaussian-base...
Kazunori Okada, Dorin Comaniciu, Navneet Dalal, Ar...
COLT
2005
Springer
15 years 3 months ago
Separating Models of Learning from Correlated and Uncorrelated Data
We consider a natural framework of learning from correlated data, in which successive examples used for learning are generated according to a random walk over the space of possibl...
Ariel Elbaz, Homin K. Lee, Rocco A. Servedio, Andr...
GECCO
2004
Springer
15 years 3 months ago
The Royal Road Not Taken: A Re-examination of the Reasons for GA Failure on R1
Previous work investigating the performance of genetic algorithms (GAs) has attempted to develop a set of fitness landscapes, called “Royal Roads” functions, which should be id...
Brian Howard, John Sheppard
SIAMJO
2010
130views more  SIAMJO 2010»
14 years 4 months ago
A Randomized Cutting Plane Method with Probabilistic Geometric Convergence
Abstract. We propose a randomized method for general convex optimization problems; namely, the minimization of a linear function over a convex body. The idea is to generate N rando...
Fabrizio Dabbene, P. S. Shcherbakov, Boris T. Poly...