搜索结果: 1-15 共查到“理学 Maximization”相关记录22条 . 查询时间(0.093 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Policy Choice in Time Series by Empirical Welfare Maximization
经验福利 最大化 时间序列 政策选择
font style='font-size:12px;'>
2023/4/25
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Building on the statistical treatment choice framework, we propose Tim...
A THRESHOLD-FREE FILTERING ALGORITHM FOR AIRBORNE LIDAR POINT CLOUDS BASED ON EXPECTATION-MAXIMIZATION
Airborne LiDAR Point clouds Filtering Ground points Expectation-maximization Intensity
font style='font-size:12px;'>
2018/5/14
Filtering is a key step for most applications of airborne LiDAR point clouds. Although lots of filtering algorithms have been put forward in recent years, most of them suffer from parameters setting o...
Determinant maximization with linear matrix inequality constraints
Matrix linear matrix inequality (lmi) computational geometry statistics system identification communication theory
font style='font-size:12px;'>
2015/8/11
The problem of maximizing the determinant of a matrix subject to linear matrix inequalities arises in many fields, including computational geometry, statistics, system identification, experiment desig...
Maximization of the second conformal eigenvalue of spheres
Maximization the second conformal eigenvalue spheres Spectral Theory
font style='font-size:12px;'>
2012/6/14
We establish in this paper an upper bound on the second eigenvalue of n-dimensional spheres in the conformal class of the round sphere. This upper bound holds in all dimensions and is asymptotically s...
Robust Maximization of Asymptotic Growth under Covariance Uncertainty
Robust Maximization of Asymptotic Growth Covariance Uncertainty Portfolio Management
font style='font-size:12px;'>
2011/10/8
Abstract: This paper resolves a question proposed in Kardaras and Robertson (2011): how to invest in a robust growth-optimal way in a market where precise knowledge of the covariance structure of the ...
Stability of exponential utility maximization with respect to market perturbations
exponential utility maximization market perturbations Portfolio Management
font style='font-size:12px;'>
2011/10/8
Abstract: We investigate the continuity of expected exponential utility maximization with respect to perturbation of the Sharpe ratio of markets. By focusing only on continuity, we impose weaker regul...
Limits of modularity maximization in community detection
networks community detection modularity Social and Information Networks
font style='font-size:12px;'>
2011/8/3
Abstract: Modularity maximization is the most popular technique for the detection of community structure in graphs. The resolution limit of the method is supposedly solvable with the introduction of m...
BSDEs in Utility Maximization with BMO Market Price of Risk
Quadratic BSDEs BMO Market Price of Risk Power Utility Maximization Dynamic Exponential Moments
font style='font-size:12px;'>
2011/8/22
Abstract: This article studies quadratic semimartingale BSDEs arising in power utility maximization when the market price of risk is of BMO type. In a Brownian setting we provide a necessary and suffi...
The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
Utility Maximization Duality Theory Quadratic Semimartingale BSDEs Stability
font style='font-size:12px;'>
2011/8/23
Abstract: This article studies the sensitivity of the power utility maximization problem with respect to the investor's relative risk aversion, the statistical probability measure, the investment cons...
Delay-Aware Cross-Layer Design for Network Utility Maximization in Multi-hop Networks
Delay-Aware Cross-Layer Network Utility Maximization Multi-hop Networks
font style='font-size:12px;'>
2011/1/19
We investigate the problem of designing delay-aware joint flow control, routing, and scheduling algorithms in general multi-hop networks for maximizing network utilization. Since
the end-to-end delay...
Equivalence of A-Maximization and Volume Minimization
Equivalence Maximization Volume Minimization
font style='font-size:12px;'>
2010/12/23
The low energy effective theory on a stack of D3-branes at a Calabi-Yau singularity is an $\mathcal{N} = 1$ quiver gauge theory. The AdS/CFT correspondence predicts that the strong coupling dynamics ...
Delay Constrained Utility Maximization in Multihop Random Access Networks
Delay Constrained Utility Maximization Multihop Random Access Networks
font style='font-size:12px;'>
2010/11/24
Multi-hop random access networks have received much attention due to their distributed nature which facilitates deploying many new applications over the sensor and computer networks. Recently, utilit...
Non-equilibrium steady states : maximization of the Shannon entropy associated to the distribution of dynamical trajectories in the presence of constraints
Non-equilibrium steady states Shannon entropy distribution of dynamical trajectories
font style='font-size:12px;'>
2010/11/18
Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of
non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is ...
Robust Rate-Maximization Game Under Bounded Channel Uncertainty
Robust Rate-Maximization Channel Uncertainty
font style='font-size:12px;'>
2010/11/12
We consider the problem of decentralized power allocation for competitive rate-maximization in a frequency-selective Gaussian interference channel under bounded channel uncertainty. We formulate a dis...
Information Maximization Fails to Maximize Expected Utility in a Simple Foraging Model
rmation Maximization Fails Maximize Expected Utility Simple Foraging Model
font style='font-size:12px;'>
2010/11/15
Information theory has explained the organization of many biological phenomena, from the physiology of sensory receptive fields to the variability of certain DNA sequence ensembles. Some scholars hav...