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JMLR
2012
13 years 8 months ago
Adaptive MCMC with Bayesian Optimization
This paper proposes a new randomized strategy for adaptive MCMC using Bayesian optimization. This approach applies to nondifferentiable objective functions and trades off explor...
Nimalan Mahendran, Ziyu Wang, Firas Hamze, Nando d...
CORR
2011
Springer
183views Education» more  CORR 2011»
15 years 1 months ago
Mean-Variance Optimization in Markov Decision Processes
We consider finite horizon Markov decision processes under performance measures that involve both the mean and the variance of the cumulative reward. We show that either randomiz...
Shie Mannor, John N. Tsitsiklis
CEJCS
2011
78views more  CEJCS 2011»
14 years 6 months ago
Good versus optimal: Why network analytic methods need more systematic evaluation
: Network analytic method designed for the analysis of static networks promise to identify significant relational patterns that correlate with important structures in the complex ...
Katharina Anna Zweig
TSMC
2010
15 years 24 days ago
Fractional Particle Swarm Optimization in Multidimensional Search Space
In this paper, we propose two novel techniques, which successfully address several major problems in the field of particle swarm optimization (PSO) and promise a significant breakt...
Serkan Kiranyaz, Turker Ince, E. Alper Yildirim, M...
GLOBECOM
2010
IEEE
15 years 3 months ago
On Comparing the Performance of Dynamic Multi-Network Optimizations
With a large variety of wireless access technologies available, multi-homed devices may strongly improve the performance and reliability of communication when using multiple networ...
Geert Jan Hoekstra, Robert D. van der Mei, J. W. B...