548 search results - page 38 / 110 » Optimization of Convex Risk Functions |
ICASSP
2011
IEEE
13 years 2 months ago
2011
IEEE
Stochastic optimization arising from precoding in a multi-antenna fading channel with channel mean feedback to maximize data rates is important but challenging. The use of relayin...
ANOR
2002
13 years 10 months ago
2002
This article is devoted to adverse selection problems in which individual private information is a whole utility function and cannot be reduced to some finite-dimensional parameter...
NIPS
2008
13 years 11 months ago
2008
We describe a primal-dual framework for the design and analysis of online strongly convex optimization algorithms. Our framework yields the tightest known logarithmic regret bound...
RSKT
2009
Springer
14 years 4 months ago
2009
Springer
A game-theoretic approach for learning optimal parameter values for probabilistic rough set regions is presented. The parameters can be used to define approximation regions in a p...
IVC
2007
13 years 10 months ago
2007
We introduce a convex relaxation approach for the quadratic assignment problem to the field of computer vision. Due to convexity, a favourable property of this approach is the ab...