Zobrazeno 1 - 10
of 51
pro vyhledávání: '"Goh Yong Kheng"'
Publikováno v:
ITM Web of Conferences, Vol 67, p 01039 (2024)
In this paper, we introduce a new gradient method called the Diagonal Variable Matrix method. Our proposed method is aimed to minimize Hk+1 over the log-determinant norm subject to weak secant relation. The derived diagonal matrix Hk+1 is the approxi
Externí odkaz:
https://doaj.org/article/a4b4e998ae5c4117aa3286dc375c3f53
Publikováno v:
ITM Web of Conferences, Vol 36, p 04007 (2021)
In this paper, we propose to use spectral proximal method to solve sparse optimization problems. Sparse optimization refers to an optimization problem involving the ι0 -norm in objective or constraints. The previous research showed that the spectral
Externí odkaz:
https://doaj.org/article/b0476f79062542d3bf071748c89f8e7b
Autor:
Chin Fung Yuen, Goh Yong Kheng
Publikováno v:
ITM Web of Conferences, Vol 36, p 01014 (2021)
Feature selection is a process of selecting a group of relevant features by removing unnecessary features for use in constructing the predictive model. However, high dimensional data increases the difficulty of feature selection due to the curse of d
Externí odkaz:
https://doaj.org/article/7222bf4425ca4a1f9eb0b995b858aa21
Publikováno v:
Physics of the Dark Universe Volume 41, August 2023, 101243
In this exclusive study of the modified $f(Q)$ theory of gravity in the open and closed type Friedmann-Lema\^itre-Robertson-Walker (FLRW) universe model, we impose some constraints from the classical energy conditions. The viable range of parameter $
Externí odkaz:
http://arxiv.org/abs/2304.05031
In this study of the modified $f(Q)$ theory of gravity in the spatially flat Friedmann-Lema\^itre-Robertson-Walker (FLRW) spacetime, we explore all the affine connections compatible with the symmetric teleparallel structure; three classes of such con
Externí odkaz:
http://arxiv.org/abs/2304.02300
Publikováno v:
In Energy 15 February 2024 289
Publikováno v:
In Journal of the Franklin Institute May 2023 360(7):4640-4660
In this paper, we are presenting a method for estimation of market parameters modeled by jump diffusion process. The method proposed is based on Gibbs sampler, while the market parameters are the drift, the volatility, the jump intensity and its rate
Externí odkaz:
http://arxiv.org/abs/1712.07796
Akademický článek
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Autor:
Lee, Min Cherng, Mitra, Robin, Lazaridis, Emmanuel, Lai, An-Chow, Goh, Yong Kheng, Yap, Wun-She *
Publikováno v:
In Computers & Security August 2017 69:142-154