Many learning applications are characterized by high dimensions. Usually not all of these dimensions are relevant and some are redundant. There are two main approaches to reduce d...
ic copy available at: http://ssrn.com/abstract=1115410 Inventory Systems with Stochastic Demand and Supply: Properties and Approximations Amanda J. Schmitt Center for Transportatio...
Amanda J. Schmitt, Lawrence V. Snyder, Zuo-Jun Max...
We consider stochastic impulse control problems where the process is driven by one-dimensional diffusions. Impulse control problems are widely applied to financial engineering and...
We study the complexity of approximating the smallest eigenvalue of −∆ + q with Dirichlet boundary conditions on the d-dimensional unit cube. Here ∆ is the Laplacian, and th...
A popular approach for dimensionality reduction and data analysis is principal component analysis (PCA). A limiting factor with PCA is that it does not inform us on which of the o...
Mahdokht Masaeli, Yan Yan, Ying Cui, Glenn Fung, J...