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Adaptivity of averaged stochastic gradient descent to local strong convexity for logistic regression
Adaptivity averaged stochastic gradient descent local strong convexity logistic regression
2013/4/28
In this paper, we consider supervised learning problems such as logistic regression and study the stochastic gradient method with averaging, in the usual stochastic approximation setting where observa...
Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modified Duration and Convexity and Bonds Valuation
Treasury Bonds risk-free valuation intrinsic value duration, convexity
2012/9/14
This article presents valuation of Treasury Bonds (T-Bonds) on Macedonian Stock Exchange (MSE) and empirical test of duration, modified duration and convexity of the T-bonds at MSE in order to determi...
Neyman-Pearson classification, convexity and stochastic constraints
binary classifi cation Neyman-Pearson paradigm anomaly detection stochastic constraint convexity empirical risk minimization chance constrained optimization
2011/3/25
Motivated by problems of anomaly detection, this paper implements the Neyman-Pearson paradigm to deal with asymmetric errors in binary classification with a convex loss. Given a finite collection of c...
Addendum to: An Approach to Hierarchical Clustering via Level Surfaces and Convexity
Hierarchical Clustering Level Sets Level Surfaces Radial Basis Function Convex Heat Gravity Light Cluster Validation Ridge Path Euclidean Distance Manhattan Distance Metric
2013/1/29
This article is an addendum to the 2001 paper [1] which investigated an approach to hierarchical clustering based on the level sets of a density function induced on data points in a d-dimensional feat...
On the Non-Convexity of the Time Constant in First-Passage Percolation
First-passage percolation timeconstant convexity
2009/5/11
We give a counterexample to a conjecture of Hammersley and Welsh (1965) about the convexity of the time constant in first-passage percolation, as a functional on the space of distribution functions. T...
Brownian couplings,convexity,and shy-ness
Brownian motion co-adapted coupling convexity coupling Markovian coupling perverse coupling stochastic differential
2009/5/7
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component proce...
Brownian couplings, convexity, and shy-ness
Brownian motion co-adapted coupling convexity coupling Markovian coupling perversecoupling reflection coupling
2009/4/29
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component proce...
Benjamini, Burdzy and Chen (2007) introduced the notion of a shy coupling: a coupling of a Markov process such that, for suitable starting points, there is a positive chance of the two component proce...
Existence of Equilibrium in Minimax Inequalities, Saddle Points, Fixed Points, and Games without Convexity Sets
minimax inequality saddle points fixed points coincidence points discontinuity non-quasiconcavity non-convexity non-compactness
2010/7/2
This paper characterizes the existence of equilibria in minimax inequalities without assuming any form of quasi-concavity of functions and convexity or compactness of choice sets. A new condition, cal...