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Accelerated Stochastic Peaceman–Rachford Method for Empirical Risk Minimization
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作者 Jian-Chao Bai Feng-Miao Bian +1 位作者 Xiao-Kai Chang Lin Du 《Journal of the Operations Research Society of China》 EI CSCD 2023年第4期783-807,共25页
This work is devoted to studying an accelerated stochastic Peaceman–Rachford splitting method(AS-PRSM)for solving a family of structural empirical risk minimization problems.The objective function to be optimized is ... This work is devoted to studying an accelerated stochastic Peaceman–Rachford splitting method(AS-PRSM)for solving a family of structural empirical risk minimization problems.The objective function to be optimized is the sum of a possibly nonsmooth convex function and a finite sum of smooth convex component functions.The smooth subproblem in AS-PRSM is solved by a stochastic gradient method using variance reduction technique and accelerated techniques,while the possibly nonsmooth subproblem is solved by introducing an indefinite proximal term to transform its solution into a proximity operator.By a proper choice for the involved parameters,we show that AS-PRSM converges in a sublinear convergence rate measured by the function value residual and constraint violation in the sense of expectation and ergodic.Preliminary experiments on testing the popular graph-guided fused lasso problem in machine learning and the 3D CT reconstruction problem in medical image processing show that the proposed AS-PRSM is very efficient. 展开更多
关键词 Empirical risk minimization Convex optimization Stochastic Peaceman-Rachford method Indefinite proximal term Complexity
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Research and Enlightenment of EU Drug Risk Management Plan
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作者 Yang Yu Shi Yu +1 位作者 Hu Rongbo Tian Lijuan 《Asian Journal of Social Pharmacy》 2021年第1期23-30,共8页
Objective To study the origin and development,framework and content of the EU-RMP(European Drug Risk Management Plan)so as to provide a reference for China’s drug risk management plan(RMP).Methods Literature research... Objective To study the origin and development,framework and content of the EU-RMP(European Drug Risk Management Plan)so as to provide a reference for China’s drug risk management plan(RMP).Methods Literature research and comparative research were used in this paper.Through searching Chinese and foreign literature,the website of European Medicines Agency(EMA)and the Guideline on Good Pharmacovigilance Practices(GVP),in-depth understanding of the EU-RMP content and requirements,some lessons were extracted for our reference.Results and Conclusion All departments should cooperate closely in the preparation of RMP in China.Then,the risk control measures should be further enriched to reduce the risks.Besides,the rules for implementing RMP should be clarified to promote the risk management of the whole life cycle of drugs and maintain the safety of patients’medication. 展开更多
关键词 risk management plan risk minimization EU
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Adaptive target and jamming recognition for the pulse doppler radar fuze based on a time-frequency joint feature and an online-updated naive bayesian classifier with minimal risk 被引量:5
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作者 Jian Dai Xin-hong Hao +2 位作者 Ze Li Ping Li Xiao-peng Yan 《Defence Technology(防务技术)》 SCIE EI CAS CSCD 2022年第3期457-466,共10页
This paper considers the problem of target and jamming recognition for the pulse Doppler radar fuze(PDRF).To solve the problem,the matched filter outputs of the PDRF under the action of target and jamming are analyzed... This paper considers the problem of target and jamming recognition for the pulse Doppler radar fuze(PDRF).To solve the problem,the matched filter outputs of the PDRF under the action of target and jamming are analyzed.Then,the frequency entropy and peak-to-peak ratio are extracted from the matched filter output of the PDRF,and the time-frequency joint feature is constructed.Based on the time-frequency joint feature,the naive Bayesian classifier(NBC)with minimal risk is established for target and jamming recognition.To improve the adaptability of the proposed method in complex environments,an online update process that adaptively modifies the classifier in the duration of the work of the PDRF is proposed.The experiments show that the PDRF can maintain high recognition accuracy when the signal-to-noise ratio(SNR)decreases and the jamming-to-signal ratio(JSR)increases.Moreover,the applicable analysis shows that he ONBCMR method has low computational complexity and can fully meet the real-time requirements of PDRF. 展开更多
关键词 Pulse Doppler radar fuze(PDRF) Target and jamming recognition Time-frequency joint feature Online-update naive Bayesian classifier minimal risk(ONBCMR)
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China Prevents and Minimizes Financial Risks──Memorandum
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《China's Foreign Trade》 1999年第5期20-20,共1页
关键词 In China Prevents and Minimizes Financial risks Memorandum
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Insiders' Hedging for Jump Diffusion Processes with Applications to Index Tracking
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作者 苏小囡 王伟 王文胜 《Journal of Donghua University(English Edition)》 EI CAS 2011年第6期571-575,共5页
The hedging problem for insiders is very important in the financial market.The locally risk minimizing hedging was adopted to solve this problem.Since the market was incomplete,the minimal martingale measure was chose... The hedging problem for insiders is very important in the financial market.The locally risk minimizing hedging was adopted to solve this problem.Since the market was incomplete,the minimal martingale measure was chosen as the equivalent martingale measure.By the F-S decomposition,the expression of the locally risk minimizing strategy was presented.Finally,the local risk minimization was applied to index tracking and its relationship with tracking error variance (TEV)-minimizing strategy was obtained. 展开更多
关键词 jump diffusion processes local risk minimization insiders’ hedging index tracking
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