Results 21 to 30 of about 1,164,335 (299)
A Continuous-Time Urn Model for a System of Activated Particles
Mathematics, 2023 We study a system of M particles with jump dynamics on a network of N sites. The particles can exist in two states, active or inactive. Only the former can jump. The state of each particle depends on its position.
Rafik Aguech, Hanene Mohamed
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Efficiency of the stochastic approximation method [PDF]
Yugoslav Journal of Operations Research, 2012 The practical aspect of the stochastic approximation method (SA) is studied. Specifically, we investigated the efficiency depending on the coefficients that generate the step length in optimization algorithm, as well as the efficiency depending on the
Japundžić Miloš
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A Continuous Dynamic Stochastic Approximation Procedure [PDF]
The Egyptian Statistical Journal, 1993 This paper considers the continuous Kiefer-Nolfowitz stochastic approximation procedure, where the regression function changes with time t. Let ED(t) be the unique minimum (maximum) of the regression function at a time t.
El Sayed Sorour
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Pathwise Convergent Approximation for the Fractional SDEs
Mathematics, 2022 Fractional stochastic differential equation (FSDE)-based random processes are used in a wide spectrum of scientific disciplines. However, in the majority of cases, explicit solutions for these FSDEs do not exist and approximation schemes have to be ...
Kęstutis Kubilius, Aidas Medžiūnas
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Approximations to the Stochastic Burgers Equation [PDF]
Journal of Nonlinear Science, 2011 This article is devoted to the numerical study of various finite difference approximations to the stochastic Burgers equation. Of particular interest in the one-dimensional case is the situation where the driving noise is white both in space and in time.
Martin Hairer, Jochen Voss
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Stochastic approximation versus sample average approximation for Wasserstein barycenters
, 2021 In the machine learning and optimization community, there are two main approaches for the convex risk minimization problem, namely the Stochastic Approximation (SA) and the Sample Average Approximation (SAA).
Dvinskikh, Darina
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Stochastic Entropy Solutions for Stochastic Scalar Balance Laws
Entropy, 2019 We are concerned with the initial value problem for a multidimensional balance law with multiplicative stochastic perturbations of Brownian type.
Jinlong Wei +3 more
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Submodular stochastic probing on matroids [PDF]
, 2014 In a stochastic probing problem we are given a universe E, where each element e in E is active independently with probability p in [0,1], and only a probe of e can tell us whether it is active or not. On this universe we execute a process that one by one
Sviridenko, Maxim +5 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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Best Response Computation in Multiplayer Imperfect-Information Stochastic Games
Proceedings of the International Florida Artificial Intelligence Research Society Conference, 2022 Computing a best response is a fundamental task in game theory. One of its uses is to compute the degree of approximation error of an approximation of Nash equilibrium strategies.
Sam Ganzfried
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