[图书][B] On priors for Bayesian neural networks

ET Nalisnick - 2018 - search.proquest.com
Deep neural networks have bested notable benchmarks across computer vision,
reinforcement learning, speech recognition, and natural language processing. However …

A hierarchical, data-driven approach to modeling single-cell populations predicts latent causes of cell-to-cell variability

C Loos, K Moeller, F Fröhlich, T Hucho, J Hasenauer - Cell Systems, 2018 - cell.com
All biological systems exhibit cell-to-cell variability. Frameworks exist for understanding how
stochastic fluctuations and transient differences in cell state contribute to experimentally …

Mineral exploration using modern data mining techniques

CT Barnett, PM Williams - 2005 - pubs.geoscienceworld.org
Returns from gold exploration have been disappointing over the last 20 years, despite the
surge in quality and quantity of exploration data. Historically, major discoveries have …

Covariance prediction via convex optimization

S Barratt, S Boyd - Optimization and Engineering, 2023 - Springer
We consider the problem of predicting the covariance of a zero mean Gaussian vector,
based on another feature vector. We describe a covariance predictor that has the form of a …

An Improved Taylor Algorithm for Computing the Matrix Logarithm

J Ibáñez, J Sastre, P Ruiz, JM Alonso, E Defez - Mathematics, 2021 - mdpi.com
The most popular method for computing the matrix logarithm is a combination of the inverse
scaling and squaring method in conjunction with a Padé approximation, sometimes …

Computing the Matrix Logarithm with the Romberg Integration Method

J Ibáñez, JM Alonso, E Defez, P Alonso-Jordá, J Sastre - Algorithms, 2023 - mdpi.com
The matrix logarithm function has applicability in many engineering and science fields.
Improvements in its calculation, from the point of view of both accuracy and/or execution …

Multivariate realized stock market volatility

GH Bauer, K Vorkink - Available at SSRN 938151, 2006 - papers.ssrn.com
We present a new matrix-logarithm model of the realized covariance matrix of stock returns.
The model uses latent factors which are functions of both lagged volatility and returns. The …

Invariance priors for Bayesian feed-forward neural networks

U Toussaint, S Gori, V Dose - Neural Networks, 2006 - Elsevier
Neural networks (NN) are famous for their advantageous flexibility for problems when there
is insufficient knowledge to set up a proper model. On the other hand, this flexibility can …

Polynomial approximations for the matrix logarithm with computation graphs

E Jarlebring, J Sastre, J González - arXiv preprint arXiv:2401.10089, 2024 - arxiv.org
The most popular method for computing the matrix logarithm is a combination of the inverse
scaling and squaring method in conjunction with a Pad\'e approximation, sometimes …

[图书][B] Convex Optimization and Implicit Differentiation Methods for Control and Estimation

ST Barratt - 2021 - search.proquest.com
CONVEX OPTIMIZATION AND IMPLICIT DIFFERENTIATION METHODS FOR CONTROL AND
ESTIMATION A DISSERTATION SUBMITTED TO THE DEPARTMENT O Page 1 CONVEX …