Sciweavers

5075 search results - page 142 / 1015
» Convergence
Sort
View
WSC
2007
15 years 6 months ago
Finite-sample performance guarantees for one-dimensional stochastic root finding
We study the one-dimensional root finding problem for increasing convex functions. We give gradient-free algorithms for both exact and inexact (stochastic) function evaluations. ...
Samuel Ehrlichman, Shane G. Henderson
133
Voted
NIPS
2001
15 years 5 months ago
Generalization Performance of Some Learning Problems in Hilbert Functional Spaces
We investigate the generalization performance of some learning problems in Hilbert functional Spaces. We introduce a notion of convergence of the estimated functional predictor to...
T. Zhang
AUTOMATICA
2006
137views more  AUTOMATICA 2006»
15 years 4 months ago
A Newton-like method for solving rank constrained linear matrix inequalities
This paper presents a Newton-like algorithm for solving systems of rank constrained linear matrix inequalities. Though local quadratic convergence of the algorithm is not a priori...
Robert Orsi, Uwe Helmke, John B. Moore
CORR
2006
Springer
172views Education» more  CORR 2006»
15 years 4 months ago
Approximate Convex Optimization by Online Game Playing
This paper describes a general framework for converting online game playing algorithms into constrained convex optimization algorithms. This framework allows us to convert the wel...
Elad Hazan
FS
2006
52views more  FS 2006»
15 years 4 months ago
Utility maximization under increasing risk aversion in one-period models
: It has been shown at different levels of generality that under increasing risk aversion utility indifference sell prices of a contingent claim converge to the super-replication p...
Patrick Cheridito, Christopher Summer