3期

最新文章

• Variational inequalities over perturbed polyhedral convex sets AI翻译
  作者：Lu, Shu; Robinson, Stephen M.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Wisconsin System; University of Wisconsin Madison
  摘要：This paper provides conditions for existence of a locally unique, Lipschitzian solution of a linear variational inequality posed over a polyhedral convex set in R-n under perturbation of either or both of the constant term in the variational inequality and the right-hand side of the system of linear constraints de. ning its feasible set. Conditions for perturbation of just the constant term are well known. Here we show that a suitable extension of those conditions suffices for the more general...
• Approximate minimization of the regularized expected error over kernel models AI翻译
  作者：Kurkova, Vera; Sanguineti, Marcello
  作者单位：Czech Academy of Sciences; Institute of Computer Science of the Czech Academy of Sciences; University of Genoa
  摘要：Learning from data under constraints on model complexity is studied in terms of rates of approximate minimization of the regularized expected error functional. For kernel models with an increasing number n of kernel functions, upper bounds on such rates are derived. The bounds are of the form a/n+b/root n, where a and b depend on the regularization parameter and on properties of the kernel, and of the probability measure de. ning the expected error. As a special case, estimates of rates of app...
• Separation of nonconvex sets with general augmenting functions AI翻译
  作者：Nedic, Angelia; Ozdaglar, Asuman
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Massachusetts Institute of Technology (MIT)
  摘要：In this paper, we consider two geometric optimization problems that are dual to each other and characterize conditions under which the optimal values of the two problems are equal. This characterization relies on establishing separation results for nonconvex sets using general concave surfaces defined in terms of convex augmenting functions. We prove separation results for augmenting functions that are bounded from below, unbounded augmenting functions, and asymptotic augmenting functions.
• Approximating the GI/GI/1+GI queue with a nonlinear drift diffusion: Hazard rate scaling in heavy traffic AI翻译
  作者：Reed, J. E.; Ward, Amy R.
  作者单位：New York University; University of Southern California
  摘要：We study a single-server queue, operating under the first-in-first-out (FIFO) service discipline, in which each customer independently abandons the queue if his service has not begun within a generally distributed amount of time. Under some mild conditions on the abandonment distribution, we identify a limiting heavy-traffic regime in which the resulting diffusion approximation for both the offered waiting time process ( the process that tracks the amount of time an infinitely patient arriving...
• What matchings can be stable? The testable implications of matching theory AI翻译
  作者：Echenique, Federico
  作者单位：California Institute of Technology
  摘要：This paper studies the falsi. ability of two-sided matching theory when agents' preferences are unknown. A collection of matchings is rationalizable if there are preferences for the agents involved so that the matchings are stable. We show that there are nonrationalizable collections of matchings; hence, the theory is falsi. able. We also characterize the rationalizable collections of matchings, which leads to a test of matching theory in the spirit of revealed-preference tests of individual o...
• Queues with many servers: The virtual waiting-time process in the QED regime AI翻译
  作者：Mandelbaum, Avishai; Momcilovic, Petar
  作者单位：University of Michigan System; University of Michigan; Technion Israel Institute of Technology
  摘要：We consider a first-come first-served multiserver queue in the Quality- and Efficiency-Driven ( QED) regime. In this regime, which was first formalized by Halfin and Whitt, the number of servers N is not small, servers' utilization is 1-O(1/root N) (Efficiency-Driven) while waiting time is O(1/root N) ( Quality- Driven). This is equivalent to having the number of servers N being approximately equal to R+beta root R, where R is the offered load and beta is a positive constant. For the G/D-K/N q...
• Optimal expected-distance separating halfspace AI翻译
  作者：Carrizosa, Emilio; Plastria, Frank
  作者单位：University of Sevilla; Vrije Universiteit Brussel
  摘要：One recently proposed criterion to separate two data sets in discriminant analysis is to use a hyperplane, which minimizes the sum of distances to it from all the misclassified data points. Here all distances are supposed to be measured by way of some fixed norm, while misclassification means lying in the wrong halfspace. In this paper we study the problem of determining such an optimal halfspace when points are distributed according to an arbitrary random vector X in R-d. In the unconstrained...
• Risk tuning with generalized linear regression AI翻译
  作者：Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael
  作者单位：University of Washington; University of Washington Seattle; State University System of Florida; University of Florida; Stevens Institute of Technology
  摘要：A framework is set up in which linear regression, as a way of approximating a random variable by other random variables, can be carried out in a variety of ways, which, moreover, can be tuned to the needs of a particular model in finance, or operations research more broadly. Although the idea of adapting the form of regression to the circumstances at hand has already found advocates in promoting quantile regression as an alternative to classical least-squares approaches, it is carried here muc...
• Strategies for prediction under imperfect monitoring AI翻译
  作者：Lugosi, Gabor; Mannor, Shie; Stoltz, Gilles
  作者单位：ICREA; Pompeu Fabra University; Pompeu Fabra University; McGill University; Universite PSL; Ecole Normale Superieure (ENS); Centre National de la Recherche Scientifique (CNRS); Centre National de la Recherche Scientifique (CNRS); Hautes Etudes Commerciales (HEC) Paris
  摘要：We propose simple randomized strategies for sequential decision ( or prediction) under imperfect monitoring, that is, when the decision maker ( forecaster) does not have access to the past outcomes but rather to a feedback signal. The proposed strategies are consistent in the sense that they achieve, asymptotically, the best-possible average reward among all fixed actions. It was Rustichini [Rustichini, A. 1999. Minimizing regret: The general case. Games Econom. Behav. 29 224-243] who first pr...
• An analytic center cutting plane approach for conic programming AI翻译
  作者：Basescu, Vasile L.; Mitchell, John E.
  作者单位：Rensselaer Polytechnic Institute
  摘要：We analyze the problem of finding a point strictly interior to a bounded, convex, and fully dimensional set from a finite dimensional Hilbert space. We generalize the results obtained for the linear programming ( LP), semide finite programming (SDP), and second-order core programming (SOCP) cases. The cuts added by our algorithm are central and conic. In our analysis, we find an upper bound for the number of Newton steps required to compute an approximate analytic center. Also, we provide an u...