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Bandwidth selection in kernel density estimation: oracle inequalities and adaptive minimax optimality
density estimation kernel estimators Lp–risk oracle inequalities adaptive estimation
2010/11/30
We address the problem of density estimation with L p–loss by selection of kernel estimators. We develop a selection procedure and derive corresponiding L p–risk oracle inequalities. It is shown that ...
求解Minimax优化问题的Newton型算法
Newton型算法 Minimax优化
2009/10/23
In this paper, a Newton like method for solving minimax optimization problems was proposed. The method belong to sequential quadratic programming method, the Hessian of quadratic programming subproble...