In this paper, we presented a new three-term conjugate gradient method based on combining the conjugate gradient method proposed by Cheng et al [15] with the idea of the modified FR method [22]. In ...

We propose a functional gradient descent algorithm (FGD) for estimating volatility and conditional covariances (given the past) for very high-dimensional financial time series of asset price returns.

This paper introduces the (α, Γ)-descent, an iterative algorithm which operates on measures and performs α-divergence minimisation in a Bayesian framework. This gradient-based procedure extends the ...

Optimization problems can be tricky, but they make the world work better. These kinds of questions, which strive for the best way of doing something, are absolutely everywhere. Your phone’s GPS ...

A team led by the BRAINS Center for Brain-Inspired Computing at the University of Twente has demonstrated a new way to make electronic materials adapt in a manner comparable to machine learning. Their ...