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MCS
2007
Springer
15 years 6 months ago
Computing the principal eigenvalue of the Laplace operator by a stochastic method
We describe a Monte Carlo method for the numerical computation of the principal eigenvalue of the Laplace operator in a bounded domain with Dirichlet conditions. It is based on th...
Antoine Lejay, Sylvain Maire
JMLR
2010
88views more  JMLR 2010»
15 years 1 months ago
Descent Methods for Tuning Parameter Refinement
This paper addresses multidimensional tuning parameter selection in the context of "train-validate-test" and K-fold cross validation. A coarse grid search over tuning pa...
Alexander Lorbert, Peter J. Ramadge
ECIR
2011
Springer
14 years 10 months ago
Combination of Feature Selection Methods for Text Categorisation
Feature selection plays a vital role in text categorisation. A range of different methods have been developed, each having unique properties and selecting different features. We ...
Robert Neumayer, Rudolf Mayer, Kjetil Nørv&...
JMLR
2012
13 years 9 months ago
Primal-Dual methods for sparse constrained matrix completion
We develop scalable algorithms for regular and non-negative matrix completion. In particular, we base the methods on trace-norm regularization that induces a low rank predicted ma...
Yu Xin, Tommi Jaakkola
ISVC
2009
Springer
16 years 1 months ago
Two Step Variational Method for Subpixel Optical Flow Computation
We develop an algorithm for the super-resolution optical flow computation by combining variational super-resolution and the variational optical flow computation. Our method firs...
Yoshihiko Mochizuki, Yusuke Kameda, Atsushi Imiya,...