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WSC
2008
14 years 1 months ago
Discrete stochastic optimization using linear interpolation
We consider discrete stochastic optimization problems where the objective function can only be estimated by a simulation oracle; the oracle is defined only at the discrete points....
Honggang Wang, Bruce W. Schmeiser
SIAMNUM
2010
140views more  SIAMNUM 2010»
13 years 5 months ago
Finite Element Approximation of the Linear Stochastic Wave Equation with Additive Noise
Semidiscrete finite element approximation of the linear stochastic wave equation with additive noise is studied in a semigroup framework. Optimal error estimates for the determinis...
Mihály Kovács, Stig Larsson, Fardin ...
JMLR
2012
12 years 1 months ago
A Simple Geometric Interpretation of SVM using Stochastic Adversaries
We present a minimax framework for classification that considers stochastic adversarial perturbations to the training data. We show that for binary classification it is equivale...
Roi Livni, Koby Crammer, Amir Globerson
ANTSW
2010
Springer
13 years 6 months ago
A Deterministic Metaheuristic Approach Using "Logistic Ants" for Combinatorial Optimization
Abstract. Ant algorithms are usually derived from a stochastic modeling based on some specific probability laws. We consider in this paper a full deterministic model of "logis...
Rodolphe Charrier, Christine Bourjot, Franç...
CDC
2010
IEEE
138views Control Systems» more  CDC 2010»
13 years 6 months ago
Consensus in non-commutative spaces
Convergence analysis of consensus algorithms is revisited in the light of the Hilbert distance. The Lyapunov function used in the early analysis by Tsitsiklis is shown to be the Hi...
Rodolphe Sepulchre, Alain Sarlette, Pierre Rouchon