It has been observed by E. Eberlein and U. Keller that the hyperbolic distribution fits logarithmic rates of returns of a stock much better than the normal distribution. We give a...
In this paper, we consider the problem of planning and learning in the infinite-horizon discounted-reward Markov decision problems. We propose a novel iterative direct policysearc...
Abstract. The paper describes an evolutionary algorithm for the general nonlinear programming problem using a surrogate model. Surrogate models are used in optimization when model ...
We derive a convex relaxation for cardinality constrained Principal Component Analysis (PCA) by using a simple representation of the L1 unit ball and standard Lagrangian duality. ...
— This work deals with a group of mobile sensors sampling a spatiotemporal random field whose mean is unknown and covariance is known up to a scaling parameter. The Bayesian pos...