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IFIP
2005
Springer
15 years 11 months ago
Multi-Stage Stochastic Electricity Portfolio Optimization in Liberalized Energy Markets
In this paper we analyze the electricity portfolio problem of a big consumer in a multi-stage stochastic programming framework. Stochasticity enters the model via the uncertain spo...
Ronald Hochreiter, Georg Ch. Pflug, David Wozabal
GECCO
2010
Springer
239views Optimization» more  GECCO 2010»
15 years 9 months ago
Benchmarking SPSA on BBOB-2010 noiseless function testbed
This paper presents the result for Simultaneous Perturbation Stochastic Approximation (SPSA) on the BBOB 2010 noiseless testbed. SPSA is a stochastic gradient approximation strate...
Steffen Finck, Hans-Georg Beyer
KDD
2010
ACM
287views Data Mining» more  KDD 2010»
15 years 8 months ago
Designing efficient cascaded classifiers: tradeoff between accuracy and cost
We propose a method to train a cascade of classifiers by simultaneously optimizing all its stages. The approach relies on the idea of optimizing soft cascades. In particular, inst...
Vikas C. Raykar, Balaji Krishnapuram, Shipeng Yu
BMCBI
2007
157views more  BMCBI 2007»
15 years 6 months ago
A hybrid multiscale Monte Carlo algorithm (HyMSMC) to cope with disparity in time scales and species populations in intracellula
Background: The fundamental role that intrinsic stochasticity plays in cellular functions has been shown via numerous computational and experimental studies. In the face of such e...
Asawari Samant, Babatunde A. Ogunnaike, Dionisios ...
CVPR
2008
IEEE
16 years 8 months ago
Demosaicing by smoothing along 1D features
Most digital cameras capture color pictures in the form of an image mosaic, recording only one color channel at each pixel position. Therefore, an interpolation algorithm needs to...
Boris Ajdin, Matthias B. Hullin, Christian Fuchs, ...