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Convergence rates of Gaussian ODE filters. [PDF]
Stat Comput, 2020 A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems.
Kersting H, Sullivan TJ, Hennig P.
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Convergence Rates for the Constrained Sampling via Langevin Monte Carlo [PDF]
Entropy, 2023 Sampling from constrained distributions has posed significant challenges in terms of algorithmic design and non-asymptotic analysis, which are frequently encountered in statistical and machine-learning models.
Yuanzheng Zhu
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Convergence Rates of Subseries [PDF]
The American Mathematical Monthly, 2018 Let $(x_n)$ be a positive real sequence decreasing to $0$ such that the series $\sum_n x_n$ is divergent and $\liminf_{n} x_{n+1}/x_n>1/2$. We show that there exists a constant $\theta \in (0,1)$ such that, for each $\ell>0$, there is a subsequence $(x_ ...
Leonetti, Paolo
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Geometric convergence rates for cardinal spline subdivision with general integer arity
Journal of Numerical Analysis and Approximation Theory, 2019 A rigorous convergence analysis is presented for arbitrary order cardinal spline subdivision with general integer arity, for which the binary case, with arity two, is a well-studied subject.
Johan de Villiers +1 more
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On Convergence Rates of Some Limits
Mathematics, 2020 In 2019 Seneta has provided a characterization of slowly varying functions L in the Zygmund sense by using the condition, for each y > 0 , x L ( x + y ) L ( x ) − 1 → 0 as x → ∞ .
Edward Omey, Meitner Cadena
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Convergence Aspects of Some Robust Estimators Based Upon Prefiltering of the Input-Output Data [PDF]
Modeling, Identification and Control, 1990 By prefiltering the input/output data and employing certain decentralized estimation techniques, it is possible to improve the robustness of some estimators significantly.
Rolf Henriksen, Erik Weyer
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Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates [PDF]
Journal of Theoretical Probability, 2022 Generally the convergence rate in exponential ergodicity $ $ is an upper bound for the convergence rate $ $ in uniform ergodicity for a Markov process, that is $ \geqslant $. In this paper, we prove that $ \geqslant \inf \{lambda,1/M_H\}$, where $M_H$ is a uniform bound on the moment of the hitting time to a "compact" set $H$.
Yong-Hua Mao, Tao Wang
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Convergence and Rates for Fixed-Interval Multiple-Track Smoothing Using $k$-Means Type Optimization [PDF]
, 2016 We address the task of estimating multiple trajectories from unlabeled data. This problem arises in many settings, one could think of the construction of maps of transport networks from passive observation of travellers, or the reconstruction of the ...
Johansen, Adam M., Thorpe, Matthew
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AppliedMath, 2023 In this work, we studied convergence rates using quotient convergence factors and root convergence factors, as described by Ortega and Rheinboldt, for Hestenes’ Gram–Schmidt conjugate direction method without derivatives.
Ivie Stein, Md Nurul Raihen
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Geometric Estimation of Multivariate Dependency
Entropy, 2019 This paper proposes a geometric estimator of dependency between a pair of multivariate random variables. The proposed estimator of dependency is based on a randomly permuted geometric graph (the minimal spanning tree) over the two multivariate samples ...
Salimeh Yasaei Sekeh, Alfred O. Hero
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