The focus of this paper is on the set intersection problem for closed convex sets admitting projection operation in a closed form. The objective is to investigate algorithms that w...
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 ...
Abstract— For stochastic hybrid systems, stochastic reachability is very little supported mainly because of complexity and difficulty of the associated mathematical problems. In...
This paper investigates the rate of convergence of an alternative approximation method for stochastic differential equations. The rates of convergence of the one-step and multi-st...
We study a stochastic control problem where the state process is described by a stochastic differential equation driven by a Brownian motion and a Poisson random measure, being af...