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COLT
2006
Springer
15 years 8 months ago
Unifying Divergence Minimization and Statistical Inference Via Convex Duality
Abstract. In this paper we unify divergence minimization and statistical inference by means of convex duality. In the process of doing so, we prove that the dual of approximate max...
Yasemin Altun, Alexander J. Smola
EOR
2006
97views more  EOR 2006»
15 years 5 months ago
Bayesian portfolio selection with multi-variate random variance models
We consider multi-period portfolio selection problems for a decision maker with a specified utility function when the variance of security returns is described by a discrete time ...
Refik Soyer, Kadir Tanyeri
JMLR
2010
158views more  JMLR 2010»
14 years 12 months ago
Topology Selection in Graphical Models of Autoregressive Processes
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
Jitkomut Songsiri, Lieven Vandenberghe
ICASSP
2011
IEEE
14 years 8 months ago
Robust SINR-constrained MISO downlink beamforming: When is semidefinite programming relaxation tight?
We consider the robust beamforming problem under imperfect channel state information (CSI) subject to SINR constraints in a downlink multiuser MISO system. One popular approach to...
Enbin Song, Qingjiang Shi, Maziar Sanjabi, Ruoyu S...
AAAI
1994
15 years 6 months ago
Improving Learning Performance Through Rational Resource Allocation
This article shows how rational analysis can be used to minimize learning cost for a general class of statistical learning problems. We discuss the factors that influence learning...
Jonathan Gratch, Steve A. Chien, Gerald DeJong