Suchergebnisse - stochastic higher-order algorithms

Convergence analysis of stochastic higher-order majorization-minimization algorithms von Lupu, Daniela, Necoara, Ion

“… We present a stochastic higher-order algorithmic framework for minimizing the average of a very large number of sufficiently smooth functions …”
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Higher-order stochastic wave: a novel algorithm for simulating 4th-order non-Gaussian wind fields von Li, Xin, Li, Shaopeng, Jiang, Yan, Yang, Qingshan, Peng, Liuliu, Yu, Jianhan, Lin, Min

“… •A higher-order spectral representation method for non-Gaussian processes is proposed …”
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Portfolio optimization based on higher order stochastic dominance: limited memory bundle algorithm approach: Portfolio optimization based von Babapour-Azar, Ali, Khanjani-Shiraz, Rashed, M. Pardalos, Panos

“… In this paper, the algorithm of the limited memory bundle method is directly applied to the portfolio optimization problem with second- and third-order stochastic dominance constraints …”
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Portfolio optimization based on higher order stochastic dominance: limited memory bundle algorithm approach von Babapour-Azar, Ali, Khanjani-Shiraz, Rashed, M. Pardalos, Panos

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Stochastic Higher-order Independent Component Analysis for Hyperspectral Dimensionality Reduction von Lupu, Daniela, Necoara, Ion, Garrett, Joseph L., Johansen, Tor Arne

“… In this paper, we present a new stochastic algorithm, called SHOICA, which smoothly approximates the non-convex loss functions of ICA using higher-order Taylor minorizers …”
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Convergence analysis of stochastic higher-order majorization-minimization algorithms von Lupu, Daniela, Necoara, Ion

“… We present a stochastic higher-order algorithmic framework for minimizing the average of a very large number of sufficiently smooth functions …”
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Efficiency of the Multidimensional Schur-Type Estimation Algorithms for Higher-Order Stochastic Processes von Wielgus, Agnieszka, Magiera, Wladyslaw, Smagowski, Piotr

“… Non-Gaussian signals (e.g. speech signal, electrocar-diograms) are commonly faced with in real-life. However, most of the signals estimation methods developed …”
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Efficiency of the Nonlinear Schur-Type Estimation Algorithms for Higher-Order Stochastic Processes von Wielgus, Agnieszka, Magiera, Wladyslaw, Smagowski, Piotr

“… orthogonal parametrization for higher-order and non-Gaussian stochastic processes efficient estimation …”
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Fast Algorithms for the Schur- Type Nonlinear Parametrization of Higher-Order Stochastic Processes von Wielgus, Agnieszka, Zarzycki, Jan

“… We propose a class of fast algorithms, efficiently performing nonlinear Schur parametrization of higher-order and non-Gaussian stochastic processes, following from consideration of (weak …”
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Calculating Higher-Order Moments of Phylogenetic Stochastic Mapping Summaries in Linear Time von Dhar, Amrit, Minin, Vladimir N

“… Stochastic mapping is a simulation-based method for probabilistically mapping substitution histories onto phylogenies according to continuous-time Markov models of evolution …”
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Stochastic gradient algorithm based on an improved higher order exponentiated error cost function von Bin Mansoor, Umair, Asad, Syed Muhammad, Zerguine, Azzedine

“… We propose stochastic gradient algorithm based on exponentiated cost functions that employ higher order moments of the chosen error …”
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Multi-state effective Hamiltonian and size-consistency corrections in stochastic configuration interactions von Ten-No, Seiichiro L

“… a stochastic algorithm for higher-order perturbation energies by the analogy of the deterministic case utilizing …”
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Local linear convergence of stochastic higher-order methods for convex optimization von Lupu, Daniela, Necoara, Ion

“… We propose a stochastic higher-order algorithm for solving finite sum convex optimization problems …”
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Tuning of an optimal fuzzy PID controller with stochastic algorithms for networked control systems with random time delay von Pan, Indranil, Das, Saptarshi, Gupta, Amitava

“… ) and squared controller output for a networked control system (NCS). The tuning is attempted for a higher order and a time delay system using two stochastic algorithms viz …”
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A controllable-accuracy stochastic time-domain technique for randomly varying microwave applications von Papadimopoulos, Athanasios N., Kantartzis, Nikolaos V.

“… Design/methodology/approach The presented methodology uses higher-order approximations of Taylor series expansions of stochastic multivariable functions for the rapid estimation of the electro …”
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Efficient community detection algorithm based on higher-order structures in complex networks von Huang, Jinyu, Hou, Yani, Li, Yuansong

“… We also introduce stochastic block models on the basis of higher-order structures. Then, we test our community detection algorithm on real-world networks and computer generated graphs drawn from the stochastic block models …”
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Predefined-time Stabilization of 4D Permanent-magnet Synchronous Motor System with Deterministic and Stochastic Disturbances Using Linear Time-varying Control Input von de la Cruz, Nain, Basin, Michael

“… This paper presents a novel continuous predefined-time convergent control algorithm for higher-order systems with incompletely and completely measured states subjected to deterministic disturbances and stochastic noises …”
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Stochastic Modelling of Mineral Exploration Targets von Talebi, Hassan, Mueller, Ute, Peeters, Luk J. M., Otto, Alex, de Caritat, Patrice, Tolosana-Delgado, Raimon, van den Boogaart, K. Gerald

“… (inadequate knowledge of mineralisation processes), stochastic (incomplete geoscience data), and model uncertainty …”
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A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization von Yang, Minghan, Milzarek, Andre, Wen, Zaiwen, Zhang, Tong

“… The proposed method combines general stochastic higher order steps derived from an underlying proximal type fixed-point equation with additional stochastic proximal gradient steps to guarantee convergence …”
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A stochastic SIRD model with imperfect immunity for the evaluation of epidemics von Papageorgiou, Vasileios E., Tsaklidis, George

“… •Theorems and recursive algorithms for the computation of the stochastic properties are presented …”
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