Recently there has been much interest in using transmit beamforming to provide multi-antenna physical-layer multicasting. A state of the art in this context is the semidefinite r...
The notes cover several topics such as Measure Theory, Discrete Time Martingales, Discrete Time Option Pricing, Continuous Time, Martingales, Stochastic Integrals, Stochastic Calcu...
We apply Stochastic Meta-Descent (SMD), a stochastic gradient optimization method with gain vector adaptation, to the training of Conditional Random Fields (CRFs). On several larg...
S. V. N. Vishwanathan, Nicol N. Schraudolph, Mark ...
In this paper, we develop a stochastic approximation method to solve a monotone estimation problem and use this method to enhance the empirical performance of the Q-learning algor...
We examine the theoretical and numerical global convergence properties of a certain "gradient free" stochastic approximation algorithm called the "simultaneous pertu...