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...
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...
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...
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...
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...