Optimization over a probability simplex
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 5813526 (Why is no real title available?)
- scientific article; zbMATH DE number 3790208 (Why is no real title available?)
- scientific article; zbMATH DE number 1235879 (Why is no real title available?)
- scientific article; zbMATH DE number 7030501 (Why is no real title available?)
- scientific article; zbMATH DE number 2111135 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- 10.1162/153244303321897672
- A decision-theoretic generalization of on-line learning and an application to boosting
- A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\)
- A reformulation-linearization technique for optimization over simplices
- AN ONLINE PORTFOLIO SELECTION ALGORITHM WITH REGRET LOGARITHMIC IN PRICE VARIATION
- Anechoic blind source separation using Wigner marginals
- Bayesian optimization over the probability simplex
- Compact convex projections
- Comparing unconstrained parametrization methods for return covariance matrix prediction
- Denoising source separation
- Ellipsoidal rounding for nonnegative matrix factorization under noisy separability
- Exponentiated gradient algorithms for conditional random fields and max-margin Markov networks
- Exponentiated gradient versus gradient descent for linear predictors
- Fast SVM training using approximate extreme points
- Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
- From the simplex to the sphere: faster constrained optimization using the Hadamard parametrization
- How to use expert advice
- Latent simplex position model: high dimensional multi-view clustering with uncertainty quantification
- More is Less: Inducing Sparsity via Overparameterization
- Nonlinear programming
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- On solving the maximum clique problem
- On standard quadratic optimization problems
- On the complexity of optimization over the standard simplex
- On using estimates of Lipschitz constants in global optimization
- On‐Line Portfolio Selection Using Multiplicative Updates
- PAMR: passive aggressive mean reversion strategy for portfolio selection
- Probability Theory
- Pseudo-mathematics and financial charlatanism: the effects of backtest overfitting on out-of-sample performance
- Quasi-geodesic neural learning algorithms over the orthogonal group: a tutorial
- Regularity versus Degeneracy in Dynamics, Games, and Optimization: A Unified Approach to Different Aspects
- Relatively smooth convex optimization by first-order methods, and applications
- Robust Estimation of a Location Parameter
- Robust Statistics
- Robust implicit regularization via weight normalization
- Scalable robust matrix recovery: Frank-Wolfe meets proximal methods
- SimpleMKL
- Some comments on Wolfe's ‘away step’
- Stochastic nonstationary optimization for finding universal portfolios
- Structured variable selection with sparsity-inducing norms
- The distance between convex sets with Minkowski sum structure: application to collision detection
- The multiplicative weights update method: a meta-algorithm and applications
- Universal Portfolios
This page was built for publication: Optimization over a probability simplex
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6947068)