Results 11 to 20 of about 156,585 (259)

Convergence rates of Gaussian ODE filters. [PDF]

open access: yesStat Comput, 2020
AbstractA recently introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solutionxand its firstqderivativesa priorias a Gauss–Markov process$${\varvec{X}}$$X, which is then iteratively conditioned on information
Kersting H, Sullivan TJ, Hennig P.
europepmc   +8 more sources

Convergence Rates for the Constrained Sampling via Langevin Monte Carlo [PDF]

open access: yesEntropy, 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
doaj   +2 more sources

Geometric convergence rates for cardinal spline subdivision with general integer arity

open access: yesJournal 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
doaj   +7 more sources

Convergence Rates for Hestenes’ Gram–Schmidt Conjugate Direction Method without Derivatives in Numerical Optimization

open access: yesAppliedMath, 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
doaj   +1 more source

A Least Squares Estimator for Gradual Change-Point in Time Series with m-Asymptotically Almost Negatively Associated Errors

open access: yesAxioms, 2023
As a new member of the NA (negative associated) family, the m-AANA (m-asymptotically almost negatively associated) sequence has many statistical properties that have not been developed. This paper mainly studies its properties in the gradual change point
Tianming Xu, Yuesong Wei
doaj   +1 more source

The effects of fiscal policy shocks on the business environment

open access: yesJournal of Business Economics and Management, 2021
Fiscal policy influences economic conditions through public spending and taxes, generating positive or negative impulses, both on short and long term. The present research focuses on analysing the effects of the discretionary changes in the fiscal policy
Gabriela Dobrotă   +2 more
doaj   +1 more source

On Convergence Rates of Some Limits

open access: yesMathematics, 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
doaj   +1 more source

Robust estimation for varying coefficient partially functional linear regression models based on exponential squared loss function

open access: yesOpen Mathematics, 2022
In this article, we present a new robust estimation procedure based on the exponential squared loss function for varying coefficient partially functional linear regression models, where the slope function and nonparametric coefficients are approximated ...
Sun Jun, Liu Wanrong
doaj   +1 more source

Convergence Aspects of Some Robust Estimators Based Upon Prefiltering of the Input-Output Data [PDF]

open access: yesModeling, 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
doaj   +1 more source

Convergence Rates in Uniform Ergodicity by Hitting Times and $$L^2$$-Exponential Convergence Rates [PDF]

open access: yesJournal 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
openaire   +3 more sources

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