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ICASSP
2011
IEEE
12 years 11 months ago
Sparse variable reduced rank regression via Stiefel optimization
Reduced rank regression (RRR) has found application in various fields of signal processing. In this paper we propose a novel extension of the RRR model which we call sparse varia...
Magnus O. Ulfarsson, Victor Solo
CDC
2008
IEEE
206views Control Systems» more  CDC 2008»
14 years 2 months ago
Approximate dynamic programming using support vector regression
— This paper presents a new approximate policy iteration algorithm based on support vector regression (SVR). It provides an overview of commonly used cost approximation architect...
Brett Bethke, Jonathan P. How, Asuman E. Ozdaglar
IJCNN
2008
IEEE
14 years 2 months ago
Financial time series prediction using a support vector regression network
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
Boyang Li, Jinglu Hu, Kotaro Hirasawa
DAC
2010
ACM
13 years 8 months ago
Toward efficient large-scale performance modeling of integrated circuits via multi-mode/multi-corner sparse regression
In this paper, we propose a novel multi-mode/multi-corner sparse regression (MSR) algorithm to build large-scale performance models of integrated circuits at multiple working mode...
Wangyang Zhang, Tsung-Hao Chen, Ming Yuan Ting, Xi...
ECIS
2004
13 years 9 months ago
To play, or not to play: building a learning environment through computer simulations
This article analyzes the impact of a computer simulation (business game) on the users' perceived learning. The theoretical model developed in this paper is derived from the ...
Luigi Proserpio, Magni Magni