The author presents a rapidly convergent algorithm to solve the general portfolio problem of maximizing concave utility functions subject to linear constraints. The algorithm is based on an iterative ...

This book explains how simple algorithms can be applied to our everyday lives, helping to solve common decision-making problems.

A simple matrix formula is given for the observed information matrix when the EM algorithm is applied to categorical data with missing values. The formula requires only the design matrices, a matrix ...

Most elegant: The Perceptron algorithm. Developed back in the 50s by Rosenblatt and colleagues, this extremely simple algorithm can be viewed as the foundation for some of the most successful ...