Non-concave fundamental diagrams and phase transitions in a stochastic traffic cellular automaton. European Phys- ical Journal B 42, 131-140.S. Maerivoet and B. De Moor, "Non-concave fundamental diagrams and phase transitions in a stochastic traffic cellular automaton," The European Physical ...
We consider an expected utility maximization problem where the utility function is not necessarily concave and the time horizon is uncertain. We establish a necessary and sufficient condition for the optimality for general non-concave utility function in a complete financial market. We show that the ...
A class of variable selection procedures for parametric models via nonconcave penalized likelihood is proposed by Fan and Li (2001) to simultaneously estimate parameters and select important variables. They demonstrate that this class of procedures has an oracle property when the number of parameters ...
事实上,我们先证明了在MVI条件下,使用Adam optimizer的一个变种 extra-gradient AMSGrad,可以保证GAN训练的一阶收敛性,并且给出了时间复杂度估计,这也是第一个在non-convex non-concave 的 setting下针对 Adam-type algorithm 的收敛性证明,由于Adam算法中有很多为了 practical方便而加的一些trick,对于理论证明是很大...
of the nonconcave penalized likelihood are established for situations in which the number of parameters tends to ∞ as the sample size increases. Under regularity conditions we have established an oracle property and the asymptotic normality of the penalized likelihood estimators. Furthermore, the consi...
In this paper, we put non-concave penalty on the local conditional likelihood. We obtain the oracle property and asymptotic normal distribution property of the parameters in Ising model. With a union band, we obtain the sign consistence for the estimator of parameter matrix, and the convergence ...
Faster Non-Log-Concave Sampling via Diffusion-based Monte Carlo Abstract: Efficient sampling from complex non-log-concave distributions is a cornerstone of statistical computing and machine learning, yet it is challenged by stringen...
Two simple spin models are studied to show that the microcanonical entropy can be a non-concave function of the energy, and that the microcanonical and canonical ensembles can give non-equivalent descriptions of the same system in the thermodynamic limit. The two models are simple variations of ...
内容提示: Outline Background on MLE Penalized MLE Theoretical Results ConclusionVariable Selection via Nonconcave PenalizedLikelihood and its Oracle PropertiesJianqing Fan Runze Li(JASA’01)Presented by Yao-Liang YuUniversity of AlbertaMay 12, 2010 文档格式:PDF | 页数:35 | 浏览次数:29 | 上传日期...
由于今年来 GAN 的走红,研究优化的人也会把注意力放到 min-max optimization 当中,作为其中的一个特殊情形,non-convex concave min-max optimization 是指如下问题: minx∈Xmaxy∈Yf(x,y) 其中, f(⋅,y) 是非凸函数而f(x,⋅) 则是凹函数,这样的话我们在进行 max step 的时候会有一些理论上的保证...