搜索结果: 1-14 共查到“管理学 Second-Order”相关记录14条 . 查询时间(0.679 秒)
In a second-order cone program (SOCP) a linear function is minimized over the intersection of an affine set and the product of second-order (quadratic) cones. SOCPs are nonlinear convex problems that ...
Code Generation for Embedded Second-Order Cone Programming
Code Generation Embedded Second-Order Cone Programming
2015/7/9
This paper describes a framework for generating easily verifiable code to solve convex optimization problems in embedded applications by transforming them into equivalent second-order cone programs. I...
Efficiently Using Second Order Information in Large l1 Regularization Problems
Efficiently Using Second Order Information Large l1 Regularization Problems
2013/4/28
We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving f...
Second-Order Non-Stationary Online Learning for Regression
Second-Order Non-Stationary Online Learning for Regression
2013/4/28
The goal of a learner, in standard online learning, is to have the cumulative loss not much larger compared with the best-performing function from some fixed class. Numerous algorithms were shown to h...
Second Order Asymptotics for Quantum Hypothesis Testing
Second Order Asymptotics Quantum Hypothesis Testing
2012/9/18
In the asymptotic theory of quantum hypothesis testing, the error probability of the first kind jumps sharply from zero to one when the error exponent of the second kind passes by the point of the rel...
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Second-order jump-diffusion N-W estimator Weak consistency
2011/7/6
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalit...
The distribution of the maximum of a second order autoregressive process:the continuous case
Autoregressive process Fredholm kernel Maximum
2010/3/9
We give the distribution function of Mn, the maximum of a sequence of n
observations from an autoregressive process of order 2. Solutions are first given in terms
of repeated integrals and then for ...
The second order optimality of tests and estimators for minimum contrast functionals. I
The second order optimality of tests estimators for minimum contrast functionals
2009/9/24
The second order optimality of tests and estimators for minimum contrast functionals. I。
On the Second-Order Correlation Function of the Characteristic Polynomial of a Real Symmetric Wigner Matrix
asymptotic behaviour Second-Order Correlation Function Symmetric Matrix
2009/3/20
We consider the asymptotic behaviour of the second-order correlation function of the characteristic polynomial of a real symmetric random matrix. Our main result is that the existing result for a rand...
IMPROVING SECOND ORDER REDUCED BIAS EXTREME VALUE INDEX ESTIMATION
statistics of extremes semi-parametric estimation bias estimation heavy tails maxi-mum likelihood
2009/2/25
Classical extreme value index estimators are known to be quite sensitive to the number
k of top order statistics used in the estimation. The recently developed second
order reduced-bias estimators s...
A NOTE ON SECOND ORDER CONDITIONS IN EXTREME VALUE THEORY: LINKING GENERAL AND HEAVY TAIL CONDITIONS
extreme value index regular variation semi-parametric estimation
2009/2/25
Second order conditions ruling the rate of convergence in any first order condition
involving regular variation and assuring a unified extreme value limiting distribution
function for the sequence o...
LINKING PARETO-TAIL KERNEL GOODNESS-OFFIT STATISTICSWITH TAIL INDEX AT OPTIMAL THRESHOLD AND SECOND ORDER ESTIMATION
extreme value statistics Pareto-type distribution goodness-of-fit threshold selection
2009/2/25
In this paper the relation between goodness-of-fit testing and the optimal selection of
the sample fraction for tail estimation, for instance using Hill’s estimator, is examined.
We consider this pr...
Nonparametric estimation in functional linear models with second order stationary regressors
Orthogonal series estimation Spectral cut-o Derivatives estimation Mean squared error of prediction Minimax theory Sobolev space
2010/3/17
We consider the problem of estimating the slope parameter in functional linear regression,
where scalar responses Y1; : : : ; Yn are modeled in dependence of second order
stationary random functions...
Second-order refined peaks-over-threshold modelling for heavy-tailed distributions
bias reduction Hill estimator extended Pareto distribution extremevalue index heavy tails regular variation
2010/3/17
Modelling excesses over a high threshold using the Pareto or generalized Pareto
distribution (PD/GPD) is the most popular approach in extreme value statistics.
This method typically requires high th...