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cs.LG2018★ 1 cited
Generalized Batch Normalization: Towards Accelerating Deep Neural Networks
Xiaoyong Yuan, Zheng Feng, Matthew Norton +1
Utilizing recently introduced concepts from statistics and quantitative risk management, we present a general variant of Batch Normalization (BN) that offers accelerated convergenc…
q-fin.RM2018
Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation
Matthew Norton, Valentyn Khokhlov, Stan Uryasev
Conditional Value-at-Risk (CVaR) and Value-at-Risk (VaR), also called the superquantile and quantile, are frequently used to characterize the tails of probability distribution's an…