Results 31 to 40 of about 1,539,341 (287)
Convergence rate and averaging of nonlinear two-time-scale stochastic approximation algorithms
The first aim of this paper is to establish the weak convergence rate of nonlinear two-time-scale stochastic approximation algorithms. Its second aim is to introduce the averaging principle in the context of two-time-scale stochastic approximation ...
Mokkadem, Abdelkader, Pelletier, Mariane
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Rate of Convergence in Bootstrap Approximations
X\({}_ 1,X_ 2,..\). are iid random variables with zero mean and variance 1. Let C denote the collection \((X_ 1,...,X_ n)\), and let \((X_ 1^*,...,X_ n^*)\) be a collection drawn at random from C, by sampling with replacement. Define \[ \bar X=n^{- 1}\sum^{n}_{j=1}X_ j,\quad \bar X^*=n^{- 1}\sum^{n}_{j=1}X_ j^*,\quad {\hat \sigma}^ 2=n^{- 1}\sum^{n}_{j=
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Error bounds for monotone approximation schemes for parabolic Hamilton-Jacobi-Bellman equations [PDF]
We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency.
Barles, Guy, Jakobsen, Espen R.
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Convergence Rates of Approximation by Translates [PDF]
We consider the problem of approximating a function belonging to some function space by a linear combination of $n$ translates of a given function. Using a lemma by Jones (1990) and Barron (1991) we show that it is possible to define function spaces for which the rate of convergence to zero of the error is $O({1 \over \sqrt n})$ in any number of ...
Gabriele Anzellotti, Federico Girosi
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Rate of Convergence Estimates for Nonselfadjoint Eigenvalue Approximations [PDF]
In this paper, a general approximation theory for the eigenvalues and corresponding subspaces of generalized eigenfunctions of a certain class of compact operators is developed. This theory is then used to obtain rate of convergence estimates for the errors which arise when the eigenvalues of nonselfadjoint elliptic partial differential operators are ...
Bramble, J. H., Osborn, J. E.
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Approximation in variation by the Meyer-König and Zeller operators; pp. 88–97 [PDF]
The convergence in variation and the rate of approximation of the Meyer-König and Zeller operators are discussed. It is proved that for absolutely continuous functions the rate of approximation can be estimated via the total variation.
Andi Kivinukk, Tarmo Metsmägi
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Convergence rate of linear two-time-scale stochastic approximation
We study the rate of convergence of linear two-time-scale stochastic approximation methods. We consider two-time-scale linear iterations driven by i.i.d. noise, prove some results on their asymptotic covariance and establish asymptotic normality.
Konda, Vijay R., Tsitsiklis, John N.
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Rigorous numerical approximation of escape rates [PDF]
An interval map with holes is a mathematical model which is used in the study of nonequilibrium statistical mechanics. We use Ulam's method to approximate the escape rate for an interval map with holes and find a bound on the approximation error. © 2006 IOP Publishing Ltd and London Mathematical Society.
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The rate of convergence for approximate Bayesian computation [PDF]
25 pages, 3 figures; address the distinction between fixed number of proposals and fixed number of accepted samples more ...
Barber, Stuart +2 more
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ABSTRACT Purpose Metabolic syndrome (MetS) is a common complication in survivors of childhood acute lymphoblastic and myeloid leukemia (AL), and a major risk factor for premature cardiovascular disease, type‐2‐diabetes, and metabolic dysfunction‐associated steatotic liver disease (MASLD).
Visentin Sandrine +10 more
wiley +1 more source

