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  • Search: subject:"Alternating minimization algorithm"
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Additive duality 1 Algorithm 1 Algorithmus 1 Alternating minimization algorithm 1 Compression information 1 Distortion–compression plane 1 Enhanced indexation 1 Generalized Tsallis statistics 1 Group-sparse optimization 1 Index 1 Index number 1 Mathematical programming 1 Mathematische Optimierung 1 Nonextensive alternating minimization algorithm 1 Out-of-sample analysis 1 Portfolio selection 1 Portfolio-Management 1 Rate distortion 1 Theorie 1 Theory 1 Worst-case CVaR 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
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Allen-Zhao, Zhihua 1 Dai, Yu-Hong 1 Liu, Sanyang 1 Plastino, A. 1 Venkatesan, R.C. 1 Xu, Fengmin 1
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Computers & operations research : an international journal 1 Physica A: Statistical Mechanics and its Applications 1
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ECONIS (ZBW) 1 RePEc 1
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Robust enhanced indexation optimization with sparse industry layout constraint
Allen-Zhao, Zhihua; Xu, Fengmin; Dai, Yu-Hong; Liu, Sanyang - In: Computers & operations research : an international journal 161 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014557812
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Generalized statistics framework for rate distortion theory
Venkatesan, R.C.; Plastino, A. - In: Physica A: Statistical Mechanics and its Applications 388 (2009) 12, pp. 2337-2353
Variational principles for the rate distortion (RD) theory in lossy compression are formulated within the ambit of the generalized nonextensive statistics of Tsallis, for values of the nonextensivity parameter satisfying 0<q<1 and q>1. Alternating minimization numerical schemes to evaluate the nonextensive...</q<1>
Persistent link: https://www.econbiz.de/10010872251
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