نتایج جستجو برای: stochastic order

تعداد نتایج: 1017971  

Journal: :Theoretical and Applied Mechanics Letters 2014

Journal: :Journal of Behavioral and Experimental Economics 2015

Journal: :Siam Journal on Optimization 2022

We present Free-MESSAGEp, the first zeroth-order algorithm for convex mean-semideviation-based risk-aware learning, which is also three-level compositional stochastic optimization algorithm, whatsoever. Using a non-trivial extension of Nesterov's classical results on Gaussian smoothing, we develop Free-MESSAGEp from principles, and show that it essentially solves smoothed surrogate to original ...

ژورنال: پژوهش های ریاضی 2022

In this paper, random vectors following the multivariate generalized hyperbolic (GH) distribution are compared using the hessian stochastic order. This family includes the classes of symmetric and asymmetric distributions by which different behaviors of kurtosis in skewed and heavy tail data can be captured. By considering some closed convex cones and their duals, we derive some necessary and s...

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