2040 search results - page 156 / 408 » Approximate Expectation Maximization |
135
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WSC
2004
15 years 4 months ago
2004
Credit risk analysis for portfolios containing CDO tranches is a challenging task for risk managers. We propose here a basis function approach for CDO tranche valuation and portfo...
140
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METMBS
2003
15 years 4 months ago
2003
— We describe a stochastic optimization method that can be used to solve inverse problems in epidemic modelling. Although in general it cannot be expected that these inverse prob...
110
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MP
2002
15 years 3 months ago
2002
In this paper we consider stochastic programming problems where the objective function is given as an expected value of a convex piecewise linear random function. With an optimal s...
140
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ICML
2007
IEEE
16 years 4 months ago
2007
IEEE
Large-scale logistic regression arises in many applications such as document classification and natural language processing. In this paper, we apply a trust region Newton method t...
117
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STACS
2009
Springer
15 years 10 months ago
2009
Springer
We present a unified optimal semi-online algorithm for preemptive scheduling on uniformly related machines with the objective to minimize the makespan. This algorithm works for a...