Results 21 to 30 of about 499,810 (279)
The asymptotic error of chaos expansion approximations for stochastic differential equations
Modern Stochastics: Theory and Applications, 2019 In this paper we present a numerical scheme for stochastic differential equations based upon the Wiener chaos expansion. The approximation of a square integrable stochastic differential equation is obtained by cutting off the infinite chaos expansion in ...
Tony Huschto +2 more
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On parameter estimation for stochastic logistic growth laws through the maximum likelihood procedure
Lietuvos Matematikos Rinkinys, 2004 A three alternative stochastic logistic growth models (exponential, Verhulst, Gompertz) are used for modelling of growth processes. The aim of this paper is to develop stochastic growth curves for all three stochastic growth models.
Petras Rupšys
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A Stochastic Approximation Method [PDF]
The Annals of Mathematical Statistics, 1951 Let M(x) denote the expected value at level x of the response to a certain experiment. M(x) is assumed to be a monotone function of x but is unknown to the experimenter, and it is desired to find the solution x = θ of the equation M(x) = α, where a is a given constant.
Robbins, Herbert, Monro, Sutton
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Implicit Approximation of Photovoltaic Panel Characteristics Using a Stochastic Approach
Advances in Electrical and Computer Engineering, 2012 In this article, an original system is described for an implicit approximation of photovoltaic panel characteristics. Photovoltaic panels (PV panel) are considered stochastic systems.
ZAPLATILEK, K., LEUCHTER, J.
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Applied Sciences, 2021 This paper addresses the communication issue encountered by a hybrid controller when finding consensus in terms of the rendezvous target point in a broadcast and communication environment.
Nohaidda Sariff, Zool Hilmi Ismail
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Approximating Rough Stochastic PDEs [PDF]
Communications on Pure and Applied Mathematics, 2013 We study approximations to a class of vector‐valued equations of Burgers type driven by a multiplicative space‐time white noise. A solution theory for this class of equations has been developed recently in Probability Theory Related Fields by Hairer and Weber. The key idea was to use the theory of controlled rough paths to give definitions of weak/mild
Hairer, Martin +2 more
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Variational Characterization of Free Energy: Theory and Algorithms
Entropy, 2017 The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics.
Carsten Hartmann +3 more
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On Consensus-Based Distributed Blind Calibration of Sensor Networks
Sensors, 2018 This paper deals with recently proposed algorithms for real-time distributed blind macro-calibration of sensor networks based on consensus (synchronization). The algorithms are completely decentralized and do not require a fusion center.
Miloš S. Stanković +4 more
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Optimal approximation model of autocorrelation function of digital image
Tongxin xuebao, 2011 Non-stationary stochastic signal was divided into piecewise stationary stochastic signal,and reflecting the sig-nal’s characteristics by autocorrelation function of the piecewise stationary stochastic signal.Generally,the autocorrela-tion function was ...
CHENG Xiao-gang1 +4 more
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Remote Sensing, 2012 Given multiple widespread stationary data sources such as ground-based sensors, an unmanned aircraft can fly over the sensors and gather the data via a wireless link. Performance criteria for such a network may incorporate costs such as trajectory length
Ben Pearre, Timothy X. Brown
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