16 search results - page 1 / 4 » Finite-Sample Analysis of LSTD |
ICML
2010
IEEE
14 years 7 days ago
2010
IEEE
In this paper we consider the problem of policy evaluation in reinforcement learning, i.e., learning the value function of a fixed policy, using the least-squares temporal-differe...
TSP
2008
13 years 11 months ago
2008
Abstract--This paper tackles the theoretical performance analysis of widely-linear (WL) multiuser receivers for direct-sequence code-division multiple-access (DS-CDMA) systems, as ...
IJON
2007
13 years 11 months ago
2007
Many algorithms for independent component analysis (ICA) and blind source separation (BSS) can be considered particular instances of a criterion based on the sum of two terms: C(Y...
NIPS
2007
14 years 18 days ago
2007
Over the past few years, the notion of stability in data clustering has received growing attention as a cluster validation criterion in a sample-based framework. However, recent w...
CSDA
2008
13 years 11 months ago
2008
The finite sample properties of the Fourier estimator of integrated volatility under market microstructure noise are studied. Analytic expressions for the bias and the mean square...