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» Analysis of stochastic dual dynamic programming method
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ORL
2006
118views more  ORL 2006»
13 years 7 months ago
On complexity of multistage stochastic programs
In this paper we derive estimates of the sample sizes required to solve a multistage stochastic programming problem with a given accuracy by the (conditional sampling) sample aver...
Alexander Shapiro
BMCBI
2007
167views more  BMCBI 2007»
13 years 7 months ago
A stochastic differential equation model for transcriptional regulatory networks
Background: This work explores the quantitative characteristics of the local transcriptional regulatory network based on the availability of time dependent gene expression data se...
Adriana Climescu-Haulica, Michelle D. Quirk
ICML
2010
IEEE
13 years 8 months ago
Learning Efficiently with Approximate Inference via Dual Losses
Many structured prediction tasks involve complex models where inference is computationally intractable, but where it can be well approximated using a linear programming relaxation...
Ofer Meshi, David Sontag, Tommi Jaakkola, Amir Glo...
BMCBI
2005
99views more  BMCBI 2005»
13 years 7 months ago
Effective ambiguity checking in biosequence analysis
Background: Ambiguity is a problem in biosequence analysis that arises in various analysis tasks solved via dynamic programming, and in particular, in the modeling of families of ...
Janina Reeder, Peter Steffen, Robert Giegerich
SIAMJO
2008
141views more  SIAMJO 2008»
13 years 7 months ago
Constraint Nondegeneracy, Strong Regularity, and Nonsingularity in Semidefinite Programming
It is known that the Karush-Kuhn-Tucker (KKT) conditions of semidefinite programming can be reformulated as a nonsmooth system via the metric projector over the cone of symmetric ...
Zi Xian Chan, Defeng Sun