Search Results - subject:"Gradient descent"

Conditional heteroscedasticity models with time-varying parameters : estimation and asymptotics

Pourkhanali, Armin; Keith, Jonathan; Zhang, Xibin - 2020

Persistent link: https://www.econbiz.de/10012697180

Probabilistic forecast reconciliation : properties, evaluation and score optimisation

Panagiotelis, Anastasios; Gamakumara, Puwasala; … - 2020

Persistent link: https://www.econbiz.de/10012608354

The determinants of the U.S. consumer sentiment : linear and nonlinear models

El Alaoui, Marwane; Bouri, Elie; Azoury, Nehme - In: International Journal of Financial Studies : open … 8 (2020) 3/38, pp. 1-13

applied the Gradient Descent Algorithm to compare the errors obtained in linear and nonlinear models, and the results imply a …

Persistent link: https://www.econbiz.de/10012291710

Penalized small area models for the combination of unit- and area-level data

Burgard, Jan Pablo; Krause, Joscha; Münnich, Ralf T. - 2019

The joint usage of unit- and area-level data for model-based small area estimation is investigated. The combination of levels within a single model encloses a variety of methodological problems. Firstly, it implies a critical decrease in degrees of freedom due to more model parameters that need...

Persistent link: https://www.econbiz.de/10012140847

Penalized small area models for the combination of unit- and area-level data

Burgard, Jan Pablo; Krause, Joscha; Münnich, Ralf T. - 2019

Persistent link: https://www.econbiz.de/10011962720

Optimal transport-based distributionally robust optimization : structural properties and iterative schemes

Blanchet, Jose; Murthy, Karthyek; Zhang, Fan - In: Mathematics of operations research 47 (2022) 2, pp. 1500-1529

Persistent link: https://www.econbiz.de/10013365331

Laplacian large margin distribution machine for semi-supervised classification

Zhou, Jingyue; Tian, Ye; Luo, Jian; Zhai, Qianru - In: Journal of the Operational Research Society 73 (2022) 8, pp. 1889-1904

Persistent link: https://www.econbiz.de/10013373080

Distributed stochastic optimization with large delays

Zhou, Zhengyuan; Mertikopoulos, Panayotis; Bambos, Nicholas - In: Mathematics of operations research 47 (2022) 3, pp. 2082-2111

Persistent link: https://www.econbiz.de/10013375026

Finite difference gradient approximation : to randomize or not?

Scheinberg, Katya - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 5, pp. 2384-2388

Persistent link: https://www.econbiz.de/10014325326

Examples of pathological dynamics of the subgradient method for Lipschitz path-differentiable functions

Ríos-Zertuche, Rodolfo - In: Mathematics of operations research 47 (2022) 4, pp. 3184-3206

Persistent link: https://www.econbiz.de/10014311403