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COMPUTING
2002
80views more  COMPUTING 2002»
15 years 2 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»
15 years 2 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 7 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 8 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
94
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CDC
2009
IEEE
150views Control Systems» more  CDC 2009»
15 years 7 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