We propose a method for zeroth order stochastic convex optimization that attains the suboptimality rate of Õ(n7T−1/2) after T queries for a convex bounded function f : R → R. The method is based on a random walk (the Ball Walk) on the epigraph of the function. The randomized approach circumvents the problem of gradient estimation, and appears to be less sensitive to noisy function evaluations c...

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature selection algorithm and a noisy mirror descent algorithm using Lasso gradient estimates, and show that both algorithms have convergence rates that depend only loga...

We propose that many potential pitfalls of a research study can be brought to light through the exercise of writing a zeroth draft of the paper before beginning formal data collection. Further, because the zeroth draft of the paper contains the elements required in most research proposals--background, rationale, approach to data analysis, methods, and significance--it may serve as a generic gra...

We study the finite horizonMerton portfolio optimization problem in a general local-stochastic volatility setting. Using model coefficient expansion techniques, we derive approximations for the both the value function and the optimal investment strategy. We also analyze the ‘implied Sharpe ratio’ and derive a series approximation for this quantity. The zeroth-order approximation of the value fu...

A broadband zeroth-order resonant (ZOR) antenna based on asymmetric coplanar waveguide (ACPW) is presented. By adopting the epsilon negative transmission line (ENG-TL), a zeroth-order resonance mode can be achieved. We employ an asymmetric coplanar waveguide structure which offers the design freedom to realize the broadband ZOR antenna, where the antenna’s bandwidth is characterized by the equi...

In this paper, we develop a new iterative approach toward the solution of a class of two-agent dynamic stochastic teams with nonclassical information when the coupling between the agents is weak, either through the state dynamics or through the information channel. In each case, the weak coupling is characterized in terms of a small (perturbation) parameter. When this parameter value (say, E ) ...

Compression boosting (Ferragina & Manzini, SODA 2004) is a new technique to enhance zeroth order entropy compressors’ performance to k-th order entropy. It works by constructing the BurrowsWheeler transform of the input text, finding optimal partitioning of the transform, and then compressing each piece using an arbitrary zeroth order compressor. The optimal partitioning has the property that t...

A novel resonator using a composite right/left-handed (CRLH) transmission line (TL) is presented and its extraordinary resonant characteristics with an infinite-wavelength wave are discussed. The resonance corresponds to the zeroth-order on the analogy of the conventional mode numbering. The zeroth-order resonant characteristics and loss mechanism are fully described by the circuit theory and i...

We analyze the equations of radiation hydrodynamics under the approximations of flux-limited diffusion and a thermal radiation field, and derive the minimal set of evolution equations that includes all terms that are of leading order in any regime of non-relativistic radiation hydrodynamics. Our equations are accurate to first order in v/c in the static diffusion regime. We give the equations i...