One of the main research concern in neural networks is to find the appropriate network size in order to minimize the trade-off between overfitting and poor approximation. In this ...
Investors vary with respect to their expected return and aversion to associated risk, and hence also vary in their performance expectations of the stock market portfolios they hol...
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
Bisubmodularity extends the concept of submodularity to set functions with two arguments. We show how bisubmodular maximization leads to richer value-of-information problems, usin...
When performing subspace modelling of data using Principal Component Analysis (PCA) it may be desirable to constrain certain directions to be more meaningful in the context of the...