Results 151 to 160 of about 438,571 (208)
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On the Convergence Rate of Sinkhorn’s Algorithm
Mathematics of Operations Research, 2022We study Sinkhorn’s algorithm for solving the entropically regularized optimal transport problem. Its iterate [Formula: see text] is shown to satisfy [Formula: see text], where H denotes relative entropy and [Formula: see text] denotes the optimal ...
Promit Ghosal, Marcel Nutz
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Verification of Reduced Convergence Rates
Computing, 2004zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Hu, Hsin-Yun, Li, Zi-Cai
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1990
In this chapter, the rate of convergence of the algorithm to its ODE and/or to the desired value θ* is described in more detail. The analysis is again asymptotic.
Albert Benveniste +2 more
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In this chapter, the rate of convergence of the algorithm to its ODE and/or to the desired value θ* is described in more detail. The analysis is again asymptotic.
Albert Benveniste +2 more
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Convergence Rates of SNP Density Estimators
Econometrica, 1996The seminonparametric (SNP) density estimator, proposed by \textit{A. R. Gallant} and \textit{D. W. Nychka} [ibid. 55, 363-390 (1987; Zbl 0631.62110)], has been used for structural, reduced form, and efficient method of moments estimation in economics, finance, and the health sciences.
Fenton, Victor M, Gallant, A Ronald
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1978
In Section 7.1, rate of convergence is defined, and our approach to the rate problem discussed. The rates are developed (in Section 7.3) for three separate cases, two forms of the basic KW procedure and the basic RM procedure. These algorithms are discussed in Section 7.1 and are put into a form which will be useful in the subsequent development.
Harold J. Kushner, Dean S. Clark
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In Section 7.1, rate of convergence is defined, and our approach to the rate problem discussed. The rates are developed (in Section 7.3) for three separate cases, two forms of the basic KW procedure and the basic RM procedure. These algorithms are discussed in Section 7.1 and are put into a form which will be useful in the subsequent development.
Harold J. Kushner, Dean S. Clark
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1997
The traditional definition of rate of convergence refers to the asymptotic properties of normalized errors about the limit point \( \bar \theta \). If e n = e for the Robbins—Monro algorithm, it is concerned with the asymptotic properties of \( U_n^ \in = \left( {\theta _n^ \in - \bar \theta } \right)/\sqrt \in \) for large n and small ∈.
Harold J. Kushner, G. George Yin
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The traditional definition of rate of convergence refers to the asymptotic properties of normalized errors about the limit point \( \bar \theta \). If e n = e for the Robbins—Monro algorithm, it is concerned with the asymptotic properties of \( U_n^ \in = \left( {\theta _n^ \in - \bar \theta } \right)/\sqrt \in \) for large n and small ∈.
Harold J. Kushner, G. George Yin
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2015
In this chapter, we study the local rate of convergence of r n (x) to r(x). We obtain full information on the first asymptotic term of r n (x) − r(x), and are rewarded with (i) a central limit theorem for r n (x) − r(x), and (ii) a way of helping the user decide how to choose the weights v ni of the estimate.
Gérard Biau, Luc Devroye
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In this chapter, we study the local rate of convergence of r n (x) to r(x). We obtain full information on the first asymptotic term of r n (x) − r(x), and are rewarded with (i) a central limit theorem for r n (x) − r(x), and (ii) a way of helping the user decide how to choose the weights v ni of the estimate.
Gérard Biau, Luc Devroye
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1996
This chapter gives some results on rates of convergence of M-estimators, including maximum likelihood estimators and least-squares estimators. We first state an abstract result, which is a generalization of the theorem on rates of convergence in Chapter 3.2, and next discuss some methods to establish the maximal inequalities needed for the application ...
Aad W. van der Vaart, Jon A. Wellner
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This chapter gives some results on rates of convergence of M-estimators, including maximum likelihood estimators and least-squares estimators. We first state an abstract result, which is a generalization of the theorem on rates of convergence in Chapter 3.2, and next discuss some methods to establish the maximal inequalities needed for the application ...
Aad W. van der Vaart, Jon A. Wellner
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Convergences of Prices and Rates of Inflation [PDF]
SSRN Electronic Journal, 2006 AbstractWe consider how unit‐root and stationarity tests can be used to study the convergence of prices and rates of inflation. We show how the joint use of these tests in levels and first differences allows the researcher to distinguish between series that are converging and series that have already converged, and we set out a strategy to establish ...
Fabio Busetti +2 more
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