Suchergebnisse - "Math Applications in Computer Science"
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Stochastic Subgradient Method Converges on Tame Functions
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.02.2020Veröffentlicht in Foundations of computational mathematics (01.02.2020)“… This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove …”
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Mean Estimation and Regression Under Heavy-Tailed Distributions: A Survey
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.10.2019Veröffentlicht in Foundations of computational mathematics (01.10.2019)“… We survey some of the recent advances in mean estimation and regression function estimation. In particular, we describe sub-Gaussian mean estimators for …”
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A Geometric Analysis of Phase Retrieval
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.10.2018Veröffentlicht in Foundations of computational mathematics (01.10.2018)“… Can we recover a complex signal from its Fourier magnitudes? More generally, given a set of m measurements, y k = a k ∗ x for k = 1 , … , m , is it possible to …”
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On the Sample Complexity of the Linear Quadratic Regulator
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.08.2020Veröffentlicht in Foundations of computational mathematics (01.08.2020)“… This paper addresses the optimal control problem known as the linear quadratic regulator in the case when the dynamics are unknown. We propose a multistage …”
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A Theoretical and Empirical Comparison of Gradient Approximations in Derivative-Free Optimization
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.04.2022Veröffentlicht in Foundations of computational mathematics (01.04.2022)“… In this paper, we analyze several methods for approximating gradients of noisy functions using only function values. These methods include finite differences, …”
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Random Gradient-Free Minimization of Convex Functions
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.04.2017Veröffentlicht in Foundations of computational mathematics (01.04.2017)“… In this paper, we prove new complexity bounds for methods of convex optimization based only on computation of the function value. The search directions of our …”
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Error Estimates for Spectral Convergence of the Graph Laplacian on Random Geometric Graphs Toward the Laplace–Beltrami Operator
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.08.2020Veröffentlicht in Foundations of computational mathematics (01.08.2020)“… We study the convergence of the graph Laplacian of a random geometric graph generated by an i.i.d. sample from a m -dimensional submanifold M in R d as the …”
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Fifty years of Hoare’s logic
ISSN: 0934-5043, 1433-299XVeröffentlicht: London Springer London 01.12.2019Veröffentlicht in Formal aspects of computing (01.12.2019)“… We present a history of Hoare’s logic …”
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Adaptive Restart for Accelerated Gradient Schemes
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.06.2015Veröffentlicht in Foundations of computational mathematics (01.06.2015)“… In this paper we introduce a simple heuristic adaptive restart technique that can dramatically improve the convergence rate of accelerated gradient schemes …”
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Optimal Abatement Technology Licensing in a Dynamic Transboundary Pollution Game: Fixed Fee Versus Royalty
ISSN: 0927-7099, 1572-9974Veröffentlicht: New York Springer US 01.03.2023Veröffentlicht in Computational economics (01.03.2023)“… Transboundary pollution poses a major threat to environment and human health. An effective approach to addressing this problem is the adoption of long-term …”
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Calculus of the Exponent of Kurdyka–Łojasiewicz Inequality and Its Applications to Linear Convergence of First-Order Methods
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.10.2018Veröffentlicht in Foundations of computational mathematics (01.10.2018)“… In this paper, we study the Kurdyka–Łojasiewicz (KL) exponent, an important quantity for analyzing the convergence rate of first-order methods. Specifically, …”
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Extracting Appropriate Nodal Marginal Prices for All Types of Committed Reserve
ISSN: 0927-7099, 1572-9974Veröffentlicht: New York Springer US 01.01.2019Veröffentlicht in Computational economics (01.01.2019)“… This paper proposes a framework to extract appropriate locational marginal prices for each type of reserve (up-/down-going reserves at both generation- and …”
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Worst-Case Analysis of a New Heuristic for the Travelling Salesman Problem
ISSN: 2662-2556, 2662-2556Veröffentlicht: Cham Springer International Publishing 01.03.2022Veröffentlicht in Operations Research Forum (01.03.2022)“… An O( n 3 ) heuristic algorithm is described for solving d -city travelling salesman problems (TSP) whose cost matrix satisfies the triangularity condition …”
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Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.06.2020Veröffentlicht in Foundations of computational mathematics (01.06.2020)“… Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the …”
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Function Values Are Enough for L2-Approximation
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.08.2021Veröffentlicht in Foundations of computational mathematics (01.08.2021)“… We study the L 2 -approximation of functions from a Hilbert space and compare the sampling numbers with the approximation numbers. The sampling number e n is …”
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Complexes from Complexes
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.12.2021Veröffentlicht in Foundations of computational mathematics (01.12.2021)“… This paper is concerned with the derivation and properties of differential complexes arising from a variety of problems in differential equations, with …”
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Explainable Machine Learning in Credit Risk Management
ISSN: 0927-7099, 1572-9974Veröffentlicht: New York Springer US 01.01.2021Veröffentlicht in Computational economics (01.01.2021)“… The paper proposes an explainable Artificial Intelligence model that can be used in credit risk management and, in particular, in measuring the risks that …”
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User-Friendly Tail Bounds for Sums of Random Matrices
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer-Verlag 01.08.2012Veröffentlicht in Foundations of computational mathematics (01.08.2012)“… This paper presents new probability inequalities for sums of independent, random, self-adjoint matrices. These results place simple and easily verifiable …”
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Bankruptcy Prediction using the XGBoost Algorithm and Variable Importance Feature Engineering
ISSN: 0927-7099, 1572-9974Veröffentlicht: New York Springer US 01.02.2023Veröffentlicht in Computational economics (01.02.2023)“… The emergence of big data, information technology, and social media provides an enormous amount of information about firms’ current financial health. When …”
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An Interpolating Distance Between Optimal Transport and Fisher–Rao Metrics
ISSN: 1615-3375, 1615-3383Veröffentlicht: New York Springer US 01.02.2018Veröffentlicht in Foundations of computational mathematics (01.02.2018)“… This paper defines a new transport metric over the space of nonnegative measures. This metric interpolates between the quadratic Wasserstein and the Fisher–Rao …”
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