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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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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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Asynchronous Stochastic Approximations [PDF]
SIAM Journal on Control and Optimization, 1998 The asymptotic behavior of a distributed, asynchronous stochastic approximation scheme is analyzed in terms of a limiting nonautonomous differential equation. The relation between the latter and the relative values of suitably rescaled relative frequencies of updates of different components is underscored.
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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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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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Approximations for Stochastic Graph Rewriting [PDF]
, 2014 In this note we present a method to compute approximate descriptions of a class of stochastic systems. For the method to apply, the system must be presented as a Markov chain on a state space consisting in graphs or graph-like objects, and jumps must be described by transformations which follow a finite set of local rules.
Vincent Danos +3 more
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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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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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On a Stochastic Approximation Method [PDF]
The Annals of Mathematical Statistics, 1954 Asymptotic properties are established for the Robbins-Monro [1] procedure of stochastically solving the equation $M(x) = \alpha$. Two disjoint cases are treated in detail. The first may be called the "bounded" case, in which the assumptions we make are similar to those in the second case of Robbins and Monro. The second may be called the "quasi-linear"
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