Continuous-variable simulation optimization problems are those optimization problems where the objective function is computed through stochastic simulation and the decision variab...
In this paper, we elaborate on the well-known relationship between Gaussian Processes (GP) and Support Vector Machines (SVM) under some convex assumptions for the loss functions. ...
Junbin Gao, Steve R. Gunn, Chris J. Harris, Martin...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
We consider the problem of continuously maintaining order sketches over data streams with a relative rank error guarantee . Novel space-efficient and one-scan randomised technique...
Data stream applications have made use of statistical summaries to reason about the data using nonparametric tools such as histograms, heavy hitters, and join sizes. However, rela...