We consider a stochastic model for distributed average consensus, which arises in applications such as load balancing for parallel processors, distributed coordination of mobile a...
We extend the well-known BFGS quasi-Newton method and its memory-limited variant LBFGS to the optimization of nonsmooth convex objectives. This is done in a rigorous fashion by ge...
Abstract--Kernel-based algorithms such as support vector machines have achieved considerable success in various problems in batch setting, where all of the training data is availab...
Jyrki Kivinen, Alex J. Smola, Robert C. Williamson
In this paper we consider a game-theoretic dynamic model describing the exploitation of a renewable resource. Our model is based on a Cournot oligopoly game where n profit-maximizi...
Gian Italo Bischi, Michael Kopel, Ferenc Szidarovs...
Abstract. This paper presents a novel feature selection method for classification of high dimensional data, such as those produced by microarrays. It includes a partial supervisio...