Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Andre Wibisono"'
Autor:
Riyanarto Sarno, Donny Fitrado, M. Ardika Rifqi, Rizky Andre Wibisono, Adhatus Solichah Ahmadiyah, Kelly Rossa Sungkono, Indira Nursyamsina Hazimi, Dicky Maulana Rozi
Publikováno v:
2021 IEEE Asia Pacific Conference on Wireless and Mobile (APWiMob).
As the halal lifestyle spreads rapidly in the culinary field, a good halal SOP in the kitchen is crucially needed because there are issues such as ingredient usage in the cooking process, cooking utensils, and storage. In Indonesia, the SOP should co
Autor:
Varun Jog, Andre Wibisono
Publikováno v:
ISITA
We study the convexity of mutual information as a function of time along the flow of the Ornstein-Uhlenbeck process. We prove that if the initial distribution is strongly log-concave, then mutual information is eventually convex, i.e., convex for all
Autor:
Varun Jog, Andre Wibisono
Publikováno v:
ISIT
We study the convexity of mutual information along the evolution of the heat equation. We prove that if the initial distribution is log-concave, then mutual information is always a convex function of time. We also prove that if the initial distributi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::bab882470ad63bb2fa20b6879e23c44c
Publikováno v:
Proceedings of the National Academy of Sciences of the United States of America, vol 113, iss 47
Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natur
We consider derivative-free algorithms for stochastic and non-stochastic convex optimization problems that use only function values rather than gradients. Focusing on non-asymptotic bounds on convergence rates, we show that if pairs of function value
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5de740c56739e61d8d8f5e4a014b8291
http://arxiv.org/abs/1312.2139
http://arxiv.org/abs/1312.2139
Publikováno v:
STOC
Option contracts are a type of financial derivative that allow investors to hedge risk and speculate on the variation of an asset's future market price. In short, an option has a particular payout that is based on the market price for an asset on a g