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检索条件"主题词=fixed-point algorithms"
18 条 记 录,以下是1-10 订阅
fixed-point algorithms FOR INVERSE OF RESIDUAL RECTIFIER NEURAL NETWORKS
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MATHEMATICAL FOUNDATIONS OF COMPUTING 2021年 第1期4卷 31-44页
作者: Wang, Ruhua An, Senjian Liu, Wanquan Li, Ling Curtin Univ Sch Elect Engn Comp & Math Sci Bentley WA Australia
A deep neural network with invertible hidden layers has a nice property of preserving all the information in the feature learning stage. In this paper, we analyse the hidden layers of residual rectifier neural network... 详细信息
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fixed-point algorithms for frequency estimation and structured low rank approximation
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APPLIED AND COMPUTATIONAL HARMONIC ANALYSIS 2019年 第1期46卷 40-65页
作者: Andersson, Fredrik Carlsson, Marcus Lund Univ Ctr Math Sci Box 118 S-22100 Lund Sweden
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, i.e., frequency ... 详细信息
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A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization With MGARCH and Small Transaction Costs
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IEEE ACCESS 2023年 11卷 16774-16792页
作者: Papanicolaou, Andrew Fu, Hao Krishnamurthy, Prashanth Khorrami, Farshad North Carolina State Univ Dept Math Raleigh NC 27695 USA NYU Tandon Sch Engn Elect & Comp Engn Brooklyn NY USA
We analyze a fixed-point algorithm for reinforcement learning (RL) of optimal portfolio mean-variance preferences in the setting of multivariate generalized autoregressive conditional-heteroskedasticity (MGARCH) with ... 详细信息
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Computation of invariant sets via immersion for discrete-time nonlinear systems
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AUTOMATICA 2023年 147卷
作者: Wang, Zheming Jungers, Raphael M. Ong, Chong Jin Zhejiang Univ Technol Dept Automat Hangzhou 310023 Peoples R China UCLouvain ICTEAM Inst B-1348 Louvain La Neuve Belgium Natl Univ Singapore Dept Mech Engn Singapore 117576 Singapore
In this paper, we propose an approach for computing invariant sets of discrete-time nonlinear systems by lifting the nonlinear dynamics into a higher dimensional linear model. In particular, we focus on the maximal ad... 详细信息
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A generalized multivariable Newton method
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fixed point THEORY AND algorithms FOR SCIENCES AND ENGINEERING 2021年 第1期2021卷 1-31页
作者: Burachik, Regina S. Caldwell, Bethany I. Kaya, C. Yalcin Univ South Australia Math UniSA STEM Mawson Lakes SA 5095 Australia
It is well known that the Newton method may not converge when the initial guess does not belong to a specific quadratic convergence region. We propose a family of new variants of the Newton method with the potential a... 详细信息
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Imposing equilibrium restrictions in the estimation of dynamic discrete games
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QUANTITATIVE ECONOMICS 2021年 第4期12卷 1223-1271页
作者: Aguirregabiria, Victor Marcoux, Mathieu Univ Toronto Dept Econ Toronto ON Canada CEPR London England Univ Montreal Dept Sci Econ CIREQ Montreal PQ Canada CIRANO Montreal PQ Canada
Imposing equilibrium restrictions provides substantial gains in the estimation of dynamic discrete games. Estimation algorithms imposing these restrictions have different merits and limitations. algorithms that guaran... 详细信息
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Extensions of algorithmic differentiation by source transformation inspired by modern scientific computing
Extensions of algorithmic differentiation by source transfor...
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作者: Ala Taftaf Universite Cote d'Azur
学位级别:博士
The adjoint mode of Algorithmic Differentiation (AD) is particularly attractive for computing gradients. However, this mode needs to use the intermediate values of the original simulation in reverse order at a cost th... 详细信息
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ON A fixed-point ALGORITHM FOR STRUCTURED LOW-RANK APPROXIMATION AND ESTIMATION OF HALF-LIFE PARAMETERS  24
ON A FIXED-POINT ALGORITHM FOR STRUCTURED LOW-RANK APPROXIMA...
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24th European Signal Processing Conference (EUSIPCO)
作者: Andersson, Fredrik Carlsson, Marcus Wendt, Herwig Lund Univ Ctr Math Sci Box 118 S-22100 Lund Sweden Univ Toulouse CNRS UMR 5505 IRIT Toulouse France
We study the problem of decomposing a measured signal as a sum of decaying exponentials. There is a direct connection to sums of these types and positive semi-definite (PSD) Hankel matrices, where the rank of these ma... 详细信息
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ADJOINTS OF fixed-point ITERATIONS  11
ADJOINTS OF FIXED-POINT ITERATIONS
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11th World Congress on Computational Mechanics (WCCM) / 5th European Conference on Computational Mechanics (ECCM) / 6th European Conference on Computational Fluid Dynamics (ECFD)
作者: Taftaf, A. Pascual, V. Hascoet, L. INRIA Sophia Antipolis France
Adjoint algorithms, and in particular those obtained through the adjoint mode of Automatic Differentiation (AD), are probably the most efficient way to obtain the gradient of a numerical simulation. This however needs... 详细信息
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Analysis of fixed-point and Coordinate Descent algorithms for Regularized Kernel Methods
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IEEE TRANSACTIONS ON NEURAL NETWORKS 2011年 第10期22卷 1576-1587页
作者: Dinuzzo, Francesco Max Planck Inst Intelligent Syst D-72076 Tubingen Germany
In this paper, we analyze the convergence of two general classes of optimization algorithms for regularized kernel methods with convex loss function and quadratic norm regularization. The first methodology is a new cl... 详细信息
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