Results 11 to 20 of about 5,532 (307)
An Asymptotic Test of Optimality Conditions in Multiresponse Simulation Optimization [PDF]
INFORMS Journal on Computing, 2012 This paper derives a novel, asymptotic statistical test of the Karush–Kuhn–Tucker first-order necessary optimality conditions in random simulation models with multiple responses. This test combines a simple form of the delta method and a generalized version of Wald's statistic.
Ebru Angün, Jack P. C. Kleijnen
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Optimal Model Averaging for Semiparametric Partially Linear Models with Censored Data
Mathematics, 2023 In the past few decades, model averaging has received extensive attention, and has been regarded as a feasible alternative to model selection. However, this work is mainly based on parametric model framework and complete dataset.
Guozhi Hu, Weihu Cheng, Jie Zeng
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Asymptotically Optimal Agents [PDF]
, 2011 21 LaTeX ...
Tor Lattimore, Marcus Hutter
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A New Construction of Codebooks Meeting the Levenshtein Bound
IEEE Access, 2020 Codebooks with low coherence have extensive applications in many fileds such as code division multiple access (CDMA) communication systems, MIMO communications, compressed sensing and so on. In this paper, based on additive characters over finite fields,
Li Han +3 more
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Zero-order Approximation of Three-time Scale Singular Linear-quadratic Optimal Control Problem
Моделирование и анализ информационных систем, 2015 This paper is devoted to the construction of a zero-order approximation of the solution of a three-time scale singular perturbed linear-quadratic optimal control problem with the help of the direct scheme method.
M. A. Kalashnikova
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Model averaging for generalized linear models in fragmentary data prediction
Statistical Theory and Related Fields, 2022 Fragmentary data is becoming more and more popular in many areas which brings big challenges to researchers and data analysts. Most existing methods dealing with fragmentary data consider a continuous response while in many applications the response ...
Chaoxia Yuan, Yang Wu, Fang Fang
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On Thompson Sampling and Asymptotic Optimality [PDF]
Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence, 2017 We discuss some recent results on Thompson sampling for nonparametric reinforcement learning in countable classes of general stochastic environments. These environments can be non-Markovian, non-ergodic, and partially observable. We show that Thompson sampling learns the environment class in the sense that (1) asymptotically its value converges in ...
Jan Leike +3 more
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On the asymptotic optimality of spectral coarse spaces [PDF]
, 2022 This paper is concerned with the asymptotic optimality of spectral coarse spaces for two-level iterative methods. Spectral coarse spaces, namely coarse spaces obtained as the span of the slowest modes of the used one-level smoother, are known to be very ...
Tommaso Vanzan +5 more
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Asymptotic optimality of twist-untwist protocols for Heisenberg scaling in atom-based sensing
Physical Review Research, 2022 Twist-untwist protocols for quantum metrology consist of a serial application of (1) unitary nonlinear dynamics (e.g., spin squeezing or Kerr nonlinearity), (2) parameterized dynamics U(ϕ) (e.g., a collective rotation or phase space displacement), and (3)
T. J. Volkoff, Michael J. Martin
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Asymptotic optimality of sequential designs for estimation
International Journal of Mathematics and Mathematical Sciences, 1995 This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means with squared error loss.
Kamel Rekab
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