Sciweavers

1092 search results - page 20 / 219
» Convex Methods for Transduction
Sort
View
WSC
2007
13 years 10 months ago
Efficient Monte Carlo methods for convex risk measures in portfolio credit risk models
We discuss efficient Monte Carlo (MC) methods for the estimation of convex risk measures within the portfolio credit risk model CreditMetrics. Our focus lies on the Utilitybased ...
Jörn Dunkel, Stefan Weber
MP
2008
101views more  MP 2008»
13 years 7 months ago
Accelerating the cubic regularization of Newton's method on convex problems
In this paper we propose an accelerated version of the cubic regularization of Newton's method [6]. The original version, used for minimizing a convex function with Lipschitz...
Yu. Nesterov
EOR
2008
93views more  EOR 2008»
13 years 7 months ago
Approximate methods for convex minimization problems with series-parallel structure
Consider a problem of minimizing a separable, strictly convex, monotone and differentiable function on a convex polyhedron generated by a system of m linear inequalities. The probl...
Adi Ben-Israel, Genrikh Levin, Yuri Levin, Boris R...
ICASSP
2008
IEEE
14 years 2 months ago
Blind separation of non-negative sources by convex analysis: Effective method using linear programming
We recently reported a criterion for blind separation of non-negative sources, using a new concept called convex analysis for mixtures of non-negative sources (CAMNS). Under some ...
Tsung-Han Chan, Wing-Kin Ma, Chong-Yung Chi, Yue W...
JMLR
2010
105views more  JMLR 2010»
13 years 2 months ago
Classification Methods with Reject Option Based on Convex Risk Minimization
In this paper, we investigate the problem of binary classification with a reject option in which one can withhold the decision of classifying an observation at a cost lower than t...
Ming Yuan, Marten H. Wegkamp