搜索结果: 1-14 共查到“理论统计学 Complexity”相关记录14条 . 查询时间(0.161 秒)
Complexity of Non-Adaptive Optimization Algorithms for a Class of Diffusions
Global optimization average-case complexity diffusion processes
2015/7/8
This paper is concerned with the analysis of the average error in approximating the global minimum of a 1-dimensional, time-homogeneous diffusion by non-adaptive methods. We derive the limiting distri...
On the Complexity Analysis of Randomized Block-Coordinate Descent Methods
Randomized block-coordinate descent accelerated coordinate descent iteration complexity convergence rate composite minimization
2013/6/17
In this paper we analyze the randomized block-coordinate descent (RBCD) methods proposed in [8,11] for minimizing the sum of a smooth convex function and a block-separable convex function. In particul...
Complexity penalized hydraulic fracture localization and moment tensor estimation under limited model information
Complexity penalized hydraulic fracture localization moment tensor estimation limited model information
2013/6/14
In this paper we present a novel technique for micro-seismic localization using a group sparse penalization that is robust to the focal mechanism of the source and requires only a velocity model of th...
We consider the fundamental question of learnability of a hypotheses class in the supervised learning setting and in the general learning setting introduced by Vladimir Vapnik. We survey classic resul...
The Sample Complexity of Search over Multiple Populations
Quickest search rare events SPRT CUSU procedure sparse recovery sequential analysis,sequential thresholding biased coin spectrum sensing multi-armed bandit
2012/11/23
This paper studies the sample complexity of searching over multiple populations. We consider a large number of populations, each corresponding to either distribution P0 or P1. The goal of the search p...
Query Complexity of Derivative-Free Optimization
Derivative-Free Optimization Query Complexity
2012/11/22
This paper provides lower bounds on the convergence rate of Derivative Free Optimization (DFO) with noisy function evaluations, exposing a fundamental and unavoidable gap between the performance of al...
Iteration Complexity of Randomized Block-Coordinate Descent Methods for Minimizing a Composite Function
Block coordinate descent iteration complexity composite minimization
2011/7/19
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-...
Complexity of Unconstrained L_2-L_p Minimization
Nonsmooth optimization nonconvex optimization variable selection sparse solution reconstruction bridge estimator
2011/6/21
We consider the unconstrained L2-Lp minimization: find a minimizer of kAx−bk2
2+λkxkp
p
for given A ∈ Rm×n, b ∈ Rm and parameters λ > 0, p ∈ [0, 1). This problem has been
studied extensively...
A lower bound for the Graver complexity of the incidence matrix of a complete bipartite graph
algebraic statistics contingency table three-way transportation pro-gram
2011/3/24
We give an exponential lower bound for the Graver complexity of the incidence matrix of a complete bipartite graph of arbitrary size. Our result is a generalization of the result by Berstein and Onn (...
A measure of statistical complexity based on predictive information
Statistics Theory (math.ST) Information Theory (cs.IT) Data Analysis Statistics and Probability (physics.data-an)
2010/12/17
We introduce an information theoretic measure of statistical structure, called 'binding information', for sets of random variables, and compare it with several previously proposed measures including e...
On the Computational Complexity of MCMC-based Estimators in Large Samples
Markov Chain Monte Carlo Computational Complexity Bayesian Increasing Dimension
2010/4/28
In this paper we examine the implications of the statistical large
sample theory for the computational complexity of Bayesian and quasi-
Bayesian estimation carried out using Metropolis random walks...
Probabilistic Robustness Analysis——Risks，Complexity and Algorithms
Robustness analysis risk analysis randomized algorithms uncertain system computational complexity
2010/4/30
It is becoming increasingly apparent that probabilistic approaches
can overcome conservatism and computational complexity of the classical worstcase
deterministic framework and may lead to designs t...
Estimation of AR and ARMA models by stochastic complexity
minimum description length principle Fisher information normalized maximum likelihood universal model Monte Carlo technique
2010/4/27
In this paper the stochastic complexity criterion is applied to estimation
of the order in AR and ARMA models. The power of the criterion
for short strings is illustrated by simulations. It requires...
From e-entropy to KL-entropy：Analysis of minimum information complexity density estimation
Bayesian posterior distribution minimum description length density estimation
2010/4/26
We consider an extension of "-entropy to a KL-divergence based
complexity measure for randomized density estimation methods. Based
on this extension, we develop a general information-theoretical ine...