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Gibbs/Metropolis algorithms on a convex polytope
Gibbs metropolis convex polyhedron the algorithm
2015/7/7
Gibbs/Metropolis algorithms on a convex polytope。
Sparse PCA: Convex Relaxations, Algorithms and Applications
Sparse PCA Algorithms Applications
2010/11/22
Given a sample covariance matrix, we examine the problem of maximizing the variance explained by a linear combination of the input variables while constraining the number of nonzero coefficients in th...
Solving a Generalized Heron Problem by means of Convex Analysis
Generalized Heron Problem Convex Analysis
2010/11/19
The classical Heron problem states: \emph{on a given straight line in the plane, find a point $C$ such that the sum of the distances from $C$ to the given points $A$ and $B$ is minimal}. This problem ...
Convex Optimization In Identification Of Stable Non-Linear State Space Models
Convex Optimization Identification Stable Non-Linear State Space Models
2010/12/1
A new framework for nonlinear system identification is presented in terms of optimal fitting of stable nonlinear state space equations to input/output/state data, with a performance objective defined ...
Templates for Convex Cone Problems with Applications to Sparse Signal Recovery
Optimal rst-order methods Nesterov's accelerated descent algorithms
2010/12/3
This paper develops a general framework for solving a variety of convex cone problems that
frequently arise in signal processing, machine learning, statistics, and other elds. The approach works as ...
Forward-convex convergence of sequences in $\mathbb{L}^0_+$
convergence of sequences $\mathbb{L}^0_+$
2010/4/27
For a sequence in $\mathbb{L}^0_+$, we provide simple necessary and sufficient conditions to ensure that each sequence of its forward convex combinations converges to the same limit. These conditions ...