Statistical Optimization in High Dimensions
نویسندگان
چکیده
منابع مشابه
Statistical Optimization in High Dimensions
We consider optimization problems whose parameters are known only approximately, based on noisy samples. Of particular interest is the high-dimensional regime, where the number of samples is roughly equal to the dimensionality of the problem, and the noise magnitude may greatly exceed the magnitude of the signal itself. This setup falls far outside the traditional scope of Robust and Stochastic...
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ژورنال
عنوان ژورنال: Operations Research
سال: 2016
ISSN: 0030-364X,1526-5463
DOI: 10.1287/opre.2016.1504