548 search results - page 59 / 110 » Optimization of Convex Risk Functions |
ICASSP
2011
IEEE
13 years 2 months ago
2011
IEEE
Empirical divergence maximization is an estimation method similar to empirical risk minimization whereby the Kullback-Leibler divergence is maximized over a class of functions tha...
CORR
2010
Springer
13 years 7 months ago
2010
Springer
Abstract. We study positive measures that are solutions to an abstract optimisation problem, which is a generalisation of a classical variational problem with a constraint on infor...
INFOCOM
2008
IEEE
14 years 4 months ago
2008
IEEE
—In this paper we develop a distributed rate control algorithm for multiple-unicast-sessions when network coding is allowed. Building on our recent flow-based characterization o...
ICCV
2009
IEEE
15 years 3 months ago
2009
IEEE
One of the key factors for the success of recent energy
minimization methods is that they seek to compute global
solutions. Even for non-convex energy functionals, optimization
...
ICCV
2005
IEEE
15 years 6 days ago
2005
IEEE
Geometric reconstruction problems in computer vision are often solved by minimizing a cost function that combines the reprojection errors in the 2D images. In this paper, we show t...