All Things Phi
Archive
Mask R-CNN
Rich Feature Hierarchies for Accurate Object Detection and Semantic Segmentation
Watertight Ray/Triangle Intersection
Understanding Deep Learning Requires Rethinking Generalization
Accurate, Large Minibatch SGD: Training ImageNet in 1 Hour
On Large-Batch Training for Deep Learning: Generalization Gap and Sharp Minima
Layer Normalization
Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift
Deep Residual Learning for Image Recognition
Optimal Step Nonrigid ICP Algorithms for Surface Registration
Delving Deep into Rectifiers: Surpassing Human-Level Performance on ImageNet Classification
Least-Squares Estimation of Transformation Parameters Between Two Point Sets
A Fast Learning Algorithm for Deep Belief Nets
A View of the EM Algorithm that Justifies Incremental, Sparse, and Other Variants
One Weird Trick for Parallelizing Convolutional Neural Networks
Exponential Family Harmoniums with an Application to Information Retrieval
Pose Space Deformation: A Unified Approach to Shape Interpolation and Skeleton-Driven Deformation
Learning Internal Representations by Error Propagation
Structuring a Renderer:
\(\varphi\)
-Ray
Information Processing in Dynamical Systems: Foundations of Harmony Theory
An Introduction to the Conjugate Gradient Method Without the Agonizing Pain
A Learning Algorithm for Boltzmann Machines
Geometric Skinning with Approximate Dual Quaternion Blending
The Perceptron: A Probabilistic Model for Information Storage and Organization in the Brain
The Sharpe Ratio
Neural Networks and Physical Systems with Emergent Collective Computational Abilities
Training Products of Experts by Minimizing Contrastive Divergence
Market Timing with Candlestick Technical Analysis
All that Glitters is Not Gold: Comparing Backtest and Out-of-Sample Performance on a Large Cohort of Trading Algorithms
Easy Volatility Investing
A Tutorial on Helmholtz Machines
When Do Stop-Loss Rules Stop Losses?
A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market
Asset Prices and Trading Volume Under Fixed Transactions Costs
Maxout Networks
Dropout: A Simple Way to Prevent Neural Networks from Overfitting
Dropout Training as Adaptive Regularization
Model Compression
Distilling the Knowledge in a Neural Network
Do Deep Nets Really Need to be Deep?
Efficient Backprop
Stochastic Gradient Descent Tricks
Automatic Differentiation in Machine Learning: A Survey
Econometric Models of Limit-Order Executions
Multilayer Feedforward Networks are Universal Approximators
Dendritic Computation
Understanding Order Flow
Optimal Control of Execution Costs
Risks and Portfolio Decisions Involving Hedge Funds
Coordinate Systems
Hedge Funds: The Living and the Dead
Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach
Characterizing Computer Performance with a Single Number
How Not to Lie with Statistics: The Correct Way to Summarize Benchmark Results
An Econometric Analysis of Serial Correlation and Illiquidity in Hedge-Fund Returns
Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds
Orange Juice and Weather
The Adaptive Markets Hypothesis: Market Efficiency from an Evolutionary Perspective
Do Asset Prices Reflect Fundamentals? Freshly Squeezed Evidence from the OJ Market
Neuroeconomics: How Neuroscience Can Inform Economics
Drawing Inferences from Statistics based on Multiyear Asset Returns
When are Contrarian Profits Due to Stock Market Overreaction?
Profitability of Momentum Strategies: An Evaluation of Alternative Explanations
The Restrictions on Predictability Implied by Rational Asset Pricing Models
The Myth of Long-Horizon Predictability
The Standard Error of Regressions
Let’s Take the Con Out of Econometrics
Role of Models in Statistical Analysis
The Experimental Generation of Interpersonal Closeness: A Procedure and Some Preliminary Findings
Notes on TensorFlow
TensorFlow, TensorBoard, and Docker
Review and Analysis of Solutions of the Three Point Perspective Pose Estimation Problem
Variational Learning for Switching State-Space Models
Bayesian Face Recognition
Robust Generative Subspace Modeling: The Subspace
\(t\)
Distribution
Robust Subspace Mixture Models using
\(t\)
-distributions
Robust Mixture Modelling using the
\(t\)
-distribution
Mixtures of Probabilistic Principal Component Analysers
The EM Algorithm for Mixtures of Factor Analyzers
3D Live: Real Time Captured Content for Mixed Reality
High-Accuracy Stereo Depth Maps Using Structured Light
Simple, Accurate, and Robust Projector-Camera Calibration
Multiresolution Gray Scale and Rotation Invariant Texture Classification with Local Binary Patterns
Generative or Discriminative? Getting the Best of Both Worlds
SEDA: An Architecture for Well-Conditioned, Scalable Internet Services
Reconciling Environment Integration and Component Independence
Design Patterns: Abstraction and Reuse of Object-Oriented Design
A Guide to Metaphorical Design
A Spiral Model of Software Development and Enhancement
Sequential and Concurrent Object-Oriented Programming
Software Aging
Applying “Design by Contract”
Predicate Logic for Software Engineering
Active Design Reviews: Principles and Practices
A Rational Design Process: How and Why to Fake It
The Modular Structure of Complex Systems
Abstract Types Defined as Classes of Variables
Use of Abstract Interfaces in the Development of Software for Embedded Computer Systems
The Influence of Software Structure on Reliability
Response to Detected Errors in Well-Structured Programs
The Use of Abstract Data Types to Simplify Program Modifications
Use of the Concept of Transparency in the Design of Hierarchically Structured Systems
Designing Software for Ease of Extension and Contraction
On the Design and Development of Program Families
On the Criteria to be Used in Decomposing Systems into Modules
A Technique for Software Module Specification with Examples
Information Distribution Aspects of Design Methodology
A Model of Large Program Development
Architectural Styles and the Design of Network-based Software Architectures
Design of Design
Notes on the Synthesis of Form
Sphinx on GitHub Pages
Blogging with Docker
Typical Mercurial Usage
Profiling on Linux
Trading Cryptocurrencies
Notes on Software Design
Notes on Scraping Together a Heterogeneous System
Transfer Media Files to Mobile Device via VLC
Style: Lessons in Clarity and Grace
The Science of Scientific Writing
Collection of Notes on Research
Typical FFmpeg Usage
Generate SVG Graphics
Blogging with RestructuredText, a Google Domain, and Sphinx
Set Up Android Development Environment
Svegan Lifestyle
Set Up System Programming Environment
The Rise and Fall of React, Flux, Redux, and Cycle
Install Graphics and Compute on Linux Mint
Set Up Web Development Environment
VFIO Tips and Tricks
Options Trading
Assimp Mesh Loader
Set Up Data Analysis Environment
Install Nvidia Drivers on Linux Mint
Blogging with RestructuredText, a Google Domain, and Pelican
Linux Mint Installation
An Invitation to 3-D Vision - Ma, Soatto, Kosecka, and Sastry
The Complete Musician: An Integrated Approach to Tonal Theory, Analysis, and Listening - Laitz
Computer Science Theory for the Information Age - Hopcroft & Kannan
Computer Vision: Models, Learning, and Inference - Prince
Creativity - NLPH
Differential Geometry from a Graphics Perspective - NLPH
Fundamentals of Electric Circuits - Alexander & Sadiku
Linear Programming - Vanderbei
Multiple View Geometry in Computer Vision - Hartley & Zisserman
Numerical Methods for Unconstrained Optimization and Nonlinear Equations - Dennis & Schnabel
Pattern Recognition and Machine Learning - Bishop
Reinforcement Learning: An Introduction - Sutton & Barto
Stat Labs - Nolan & Speed
Page
Linear Programming - Vanderbei
« Basic Laws
Introduction »
Linear Programming - Vanderbei
¶
Introduction
The Simplex Method
Degeneracy
Efficiency of the Simplex Method
Duality Theory
The Simplex Method in Matrix Notation
Sensitivity and Parametric Analyses
Implementation Issues
Problems in General Form
Convex Analysis
Game Theory
Regression
Financial Applications
Network Flow Problems
References
Van14
Robert J Vanderbei.
Linear Programming: Foundations and Extensions
. Springer, 2014.