#### Filter Results:

#### Publication Year

1992

2013

#### Co-author

#### Key Phrase

#### Publication Venue

Learn More

— The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent consensus, networked control and data mining. The well-known power method is a typical tool for its solution. However randomized methods could be competitors vs standard ones; they require… (More)

We consider the problem of constructing an aggregated estimator from a finite class of base functions which approximately minimizes a convex risk functional under the ℓ 1 constraint. For this purpose, we propose a stochastic procedure, the mirror descent, which performs gradient descent in the dual space. The generated estimates are additionally averaged in… (More)

- ‹
- 1
- ›