Weighting an Average to Minimize Variance

https://www.johndcook.com/blog/2025/11/12/minimum-variance/

#HackerNews #Weighting #Average #Variance #Minimization #Statistics #DataScience

'Affine Rank Minimization via Asymptotic Log-Det Iteratively Reweighted Least Squares', by Sebastian Krämer.

http://jmlr.org/papers/v26/23-0943.html

#minimizers #minimization #optimization

'Stabilizing Sharpness-Aware Minimization Through A Simple Renormalization Strategy', by Chengli Tan, Jiangshe Zhang, Junmin Liu, Yicheng Wang, Yunda Hao.

http://jmlr.org/papers/v26/24-0065.html

#sgd #minimization #renormalization

'Adjusted Expected Improvement for Cumulative Regret Minimization in Noisy Bayesian Optimization', by Shouri Hu, Haowei Wang, Zhongxiang Dai, Bryan Kian Hsiang Low, Szu Hui Ng.

http://jmlr.org/papers/v26/22-0523.html

#regret #optimization #minimization

'Triple Component Matrix Factorization: Untangling Global, Local, and Noisy Components', by Naichen Shi, Salar Fattahi, Raed Al Kontar.

http://jmlr.org/papers/v25/24-0400.html

#minimization #factorization #sparse

'Efficient Active Manifold Identification via Accelerated Iteratively Reweighted Nuclear Norm Minimization', by Hao Wang, Ye Wang, Xiangyu Yang.

http://jmlr.org/papers/v25/23-0449.html

#minimization #optimization #smoothing

'Stochastic Regularized Majorization-Minimization with weakly convex and multi-convex surrogates', by Hanbaek Lyu.

http://jmlr.org/papers/v25/23-0349.html

#regularization #regularized #minimization

'Low-Rank Matrix Estimation in the Presence of Change-Points', by Lei Shi, Guanghui Wang, Changliang Zou.

http://jmlr.org/papers/v25/22-0852.html

#matrix #trace #minimization

'Sharpness-Aware Minimization and the Edge of Stability', by Philip M. Long, Peter L. Bartlett.

http://jmlr.org/papers/v25/23-1285.html

#gradient #minimization #hessian