548 search results - page 32 / 110 » Optimization of Convex Risk Functions |
ECCV
2010
Springer
13 years 11 months ago
2010
Springer
Abstract. We consider the minimization of a smooth convex function regularized by the mixture of prior models. This problem is generally difficult to solve even each simpler regula...
KR
1994
Springer
14 years 2 months ago
1994
Springer
Probabilistic AI planning methods that minimize expected execution cost have a neutral attitude towards risk. We demonstrate how one can transform planning problems for risk-sensi...
ECCV
2008
Springer
15 years 8 days ago
2008
Springer
Abstract. This paper describes a novel approach to recovering a parametric deformation that optimally registers one image to another. The method proceeds by constructing a global c...
APIN
2005
13 years 10 months ago
2005
Credit analysts generally assess the risk of credit applications based on their previous experience. They frequently employ quantitative methods to this end. Among the methods used...
CDC
2010
IEEE
13 years 5 months ago
2010
IEEE
Online Convex Programming (OCP) is a recently developed model of sequential decision-making in the presence of time-varying uncertainty. In this framework, a decisionmaker selects ...