Results 61 to 70 of about 2,908,938 (258)

An incremental shifting vector approach for reliability-based design optimization [PDF]

open access: yes, 2016
© 2015, Springer-Verlag Berlin Heidelberg. This paper proposes a decoupling algorithm for reliability-based design optimization (RBDO) with high performance in terms of efficiency and convergence, which provides an effective tool for reliability design ...
Zhou, YS   +4 more
core   +1 more source

Deep Learning Pose Estimation for Phenotyping of Co‐Occurring Hyperkinetic Movement Disorders

open access: yesAnnals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective To explore whether routine outpatient video combined with deep learning‐based pose estimation and clinically interpretable kinematic features can support multi‐label phenotyping of co‐occurring hyperkinetic movement disorders (HMDs).
Laura Cif   +17 more
wiley   +1 more source

Generalised vector precoding design based on the MBER criterion for multiuser transmission

open access: yes, 2010
A generalised vector precoding (VP) design based on the minimum bit error rate (MBER) criterion is proposed for multiuser transmission in the downlink of a multiuser system where the base station (BS) equipped with multiple transmit antennas communicates
Chen, Sheng, Hanzo, Lajos, Yao, Wang
core   +2 more sources

Box-constrained vector optimization: a steepest descent method without “a priori” scalarization [PDF]

open access: yes
In this paper a notion of descent direction for a vector function defined on a box is introduced. This concept is based on an appropriate convex combination of the “projected” gradients of the components of the objective functions.
Miglierina Enrico   +2 more
core  

Generalised MBER-based vector precoding design for multiuser transmission

open access: yes, 2011
We propose a generalized vector precoding (VP) design based on the minimum bit error rate (MBER) criterion for multiuser transmission in the downlink of a multiuser system, where the base station (BS) equipped with multiple transmitting antennas ...
Chen, Sheng, Hanzo, Lajos, Yao, Wang
core   +1 more source

Robust Linear and Support Vector Regression [PDF]

open access: yes, 2000
The robust Huber M-estimator, a differentiable cost function that is quadratic for small errors and linear otherwise, is modeled exactly, in the original primal space of the problem, by an easily solvable simple convex quadratic program for both linear ...
Mangasarian, Olvi, Musicant, David
core  

Discordance Between Systemic Lupus Erythematosus Disease Activity Index Domain Weights and Their Association With Organ Damage Accrual

open access: yesArthritis Care &Research, EarlyView.
Objective Studies of damage accrual in patients with systemic lupus erythematosus (SLE) show associations with disease activity measured by the SLE Disease Activity Index 2000 (SLEDAI‐2K), but these associations are imperfect. SLEDAI scores are powerfully influenced by weightings (1–8) assigned to each domain.
Kevin Zhang   +8 more
wiley   +1 more source

Interior Point Methods for Massive Support Vector Machines [PDF]

open access: yes, 2000
We investigate the use of interior point methods for solving quadratic programming problems with a small number of linear constraints where the quadratic term consists of a low-rank update to a positive semi-de nite matrix. Several formulations of the
Ferris, Michael, Munson, Todd
core  

A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems

open access: yesInternational Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.
A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam   +2 more
wiley   +1 more source

Multiobjective Lagrangian duality for portfolio optimization with risk measures [PDF]

open access: yes
In this paper we present an application for a multiobjective optimization problem. The objective functions of the primal problem are the risk and the expected pain associated to a portfolio vector. Then, we present a Lagrangian dual problem for it.
Elisa Pagani
core  

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