In this paper, a new convex matching pursuit scheme is proposed for tackling large-scale sparse coding and subset selection problems. In contrast with current matching pursuit alg...
Mingkui Tan, Ivor W. Tsang, Li Wang, Xinming Zhang
In this paper we discuss multiperiod portfolio selection problems related to a speci…c provisioning problem. Our results are an extension of Dhaene et al. (2005), where optimal ...
We consider the Bayesian ranking and selection problem, in which one wishes to allocate an information collection budget as efficiently as possible to choose the best among severa...
We use convex relaxation techniques to produce lower bounds on the optimal value of subset selection problems and generate good approximate solutions. We then explicitly bound the...
Francis Bach, Selin Damla Ahipasaoglu, Alexandre d...