Timeline for Optimization over sliding windows
Current License: CC BY-SA 3.0
7 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Sep 21, 2017 at 22:46 | vote | accept | JYY | ||
| Sep 20, 2017 at 17:41 | answer | added | Bill Bradley | timeline score: 2 | |
| Sep 20, 2017 at 13:03 | comment | added | Bill Bradley | I asked a (simpler?) question in a similar vein here. Translating my problem to your language, we ignore your $Y_t$, and then view my median problem as a type of $L_1$ minimization. The absence of solutions to my problem is probably a bad sign, but maybe your more general framework will prove more fruitful? | |
| Sep 20, 2017 at 5:56 | comment | added | JYY | Please see the update 1. | |
| Sep 20, 2017 at 5:56 | history | edited | JYY | CC BY-SA 3.0 |
update and more information
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| Sep 20, 2017 at 2:22 | comment | added | Bill Bradley | Could you possibly share some context or an example? (I'm a little confused-- are we to optimize by varying $X_t,Y_t$ while holding the previous $s-1$ values fixed; then fix those values and optimize over $X_{t+1},Y_{t+1}$, etc?) | |
| Sep 20, 2017 at 0:57 | history | asked | JYY | CC BY-SA 3.0 |