Evolutionary algorithms applied in real domain should profit from information about the local fitness function curvature. This paper presents an initial study of an evolutionary...
This paper presents a computational approach for the frequency-domain identification of multivariable, discrete-time transfer function models based on a cost function minimization...
Point processes are difficult to analyze because they provide only a sparse and noisy observation of the intensity function driving the process. Gaussian Processes offer an attrac...
John P. Cunningham, Krishna V. Shenoy, Maneesh Sah...
Abstract. We propose a convex optimization approach to solving the nonparametric regression estimation problem when the underlying regression function is Lipschitz continuous. This...
Dimitris Bertsimas, David Gamarnik, John N. Tsitsi...
Recently developed dual techniques allow us to evaluate a given sub-optimal dynamic portfolio policy by using the policy to construct an upper bound on the optimal value function....