Sciweavers

3038 search results - page 71 / 608
» High-Speed Function Approximation
Sort
View
COMPUTING
2002
80views more  COMPUTING 2002»
14 years 11 months ago
A Method for Approximate Inversion of the Hyperbolic CDF
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...
Gunther Leobacher, Friedrich Pillichshammer
CORR
2010
Springer
119views Education» more  CORR 2010»
14 years 12 months ago
Dynamic Policy Programming
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...
Mohammad Gheshlaghi Azar, Hilbert J. Kappen
PPSN
2004
Springer
15 years 5 months ago
Constrained Evolutionary Optimization by Approximate Ranking and Surrogate Models
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 ...
Thomas Philip Runarsson
ORL
2011
14 years 6 months ago
Convex approximations to sparse PCA via Lagrangian duality
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. ...
Ronny Luss, Marc Teboulle
CDC
2009
IEEE
150views Control Systems» more  CDC 2009»
15 years 4 months ago
Cooperative adaptive sampling via approximate entropy maximization
— 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...
Rishi Graham, Jorge Cortés