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» Approximating Parameterized Convex Optimization Problems
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COCOON
2010
Springer
14 years 1 months ago
A Three-String Approach to the Closest String Problem
Given a set of n strings of length L and a radius d, the closest string problem (CSP for short) asks for a string tsol that is within a Hamming distance of d to each of the given ...
Zhi-Zhong Chen, Bin Ma, Lusheng Wang
CORR
2011
Springer
202views Education» more  CORR 2011»
13 years 4 months ago
Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions
We analyze a class of estimators based on a convex relaxation for solving highdimensional matrix decomposition problems. The observations are the noisy realizations of the sum of ...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
ICASSP
2011
IEEE
13 years 1 months ago
A-Functions: A generalization of Extended Baum-Welch transformations to convex optimization
We introduce the Line Search A-Function (LSAF) technique that generalizes the Extended-Baum Welch technique in order to provide an effective optimization technique for a broader s...
Dimitri Kanevsky, David Nahamoo, Tara N. Sainath, ...
WSC
2008
14 years 2 days ago
Optimizing portfolio tail measures: Asymptotics and efficient simulation optimization
We consider a portfolio allocation problem where the objective function is a tail event such as probability of large portfolio losses. The dependence between assets is captured th...
Sandeep Juneja
CDC
2009
IEEE
180views Control Systems» more  CDC 2009»
14 years 1 months ago
Robustness analysis for Least Squares kernel based regression: an optimization approach
—In kernel based regression techniques (such as Support Vector Machines or Least Squares Support Vector Machines) it is hard to analyze the influence of perturbed inputs on the ...
Tillmann Falck, Johan A. K. Suykens, Bart De Moor