We introduce two new methods of deriving the classical PCA in the framework of minimizing the mean square error upon performing a lower-dimensional approximation of the data. These...
In this paper we study a Monte Carlo simulation based approach to stochastic discrete optimization problems. The basic idea of such methods is that a random sample is generated and...
Anton J. Kleywegt, Alexander Shapiro, Tito Homem-d...
We consider a multi-agent optimization problem where agents aim to cooperatively minimize a sum of local objective functions subject to a global inequality constraint and a global ...
The past decade has seen a wealth of research on time series representations, because the manipulation, storage, and indexing of large volumes of raw time series data is impractica...
Themis Palpanas, Michail Vlachos, Eamonn J. Keogh,...
Finding the largest linearly separable set of examples for a given Boolean function is a NP-hard problem, that is relevant to neural network learning algorithms and to several prob...