Results 71 to 80 of about 20,204 (210)

On Stochastic Subgradient Mirror-Descent Algorithm with Weighted Averaging [PDF]

open access: yes, 2013
This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its per-iterate ...
Angelia Nedic ́   +2 more
core  

Lasso Penalization for High‐Dimensional Beta Regression Models: Computation, Analysis, and Inference

open access: yesStat, Volume 14, Issue 4, December 2025.
ABSTRACT Beta regression is commonly employed when the outcome variable is a proportion. Since its conception, the approach has been widely used in applications spanning various scientific fields. A series of extensions have been proposed over time, several of which address variable selection and penalized estimation, e.g., with an ℓ1$$ {\ell}_1 ...
Niloofar Ramezani, Martin Slawski
wiley   +1 more source

Variable Step-size EASI Blind Source Separation Algorithm Based on Crosstalk Error and Separation Degree [PDF]

open access: yesJisuanji gongcheng, 2017
When the source signal consists of components with large energy difference or the global matrix is a non-row element dominant matrix,the variable step-size Equivariant Adaptive Separation via Independence(EASI) algorithm based on crosstalk error cannot ...
LI Zhenbi,WANG Kang,JIANG Yuanyuan
doaj   +1 more source

On the zero stability of the variable order variable stepsize BDF-Formulas

open access: yesNumerische Mathematik, 1990
The authors derive bounds for the mesh-size ratios \(h_{j+1}/h_ j\) of nonequidistant grids such that variable order backward differentiation formulas are zero-stable. In the case of 3-step formulas the results of the third author and \textit{P. J. Paes-Lemme} [BIT 24, 85-91 (1984; Zbl 0554.65052)] are substantially improved.
GRIGORIEFF, R.D., Calvo, M., Grande, T.
openaire   +1 more source

Permittivity‐asymmetric qBIC metasurfaces for refractive index sensing

open access: yesNanophotonics, Volume 14, Issue 27, Page 5311-5321, December 2025.
Abstract Bound states in the continuum (BICs) provide exceptional light confinement due to their inherent decoupling from radiative channels. Small symmetry breaking transforms BIC into quasi‐BIC (qBIC) that couples to free‐space radiation enabling ultra‐high‐quality‐factor (Q‐factor) resonances desirable for refractive index (RI) sensing. In practical
Xingye Yang   +3 more
wiley   +1 more source

Solving hyperchaotic initial value problems using second derivative extended trapezoidal rule of the second kind blended with generalized backward differentiation formulae with variable step size

open access: yesRecent Advances in Natural Sciences
This paper aims to evaluate the accuracy and performance of the second derivative block extended trapezoidal rule of the second kind, blended with generalized backward differentiation formulae using variable step sizes, in solving hyperchaotic initial ...
E. J. Onoja, U. W. Sirisena
doaj   +1 more source

Delayless Block Individual-Weighting-Factors Sign Subband Adaptive Filters With an Improved Band-Dependent Variable Step-Size

open access: yesIEEE Access, 2020
Delayless individual-weighting-factors sign subband adaptive filter (IWF-SSAF) algorithms with a band-dependent variable step-size (BDVSS) were recently introduced to achieve a robust convergence performance against the impulsive interference and to ...
Jung-Hee Kim   +3 more
doaj   +1 more source

Variable order variable stepsize algorithm for solving nonlinear Duffing oscillator

open access: yesJournal of Physics: Conference Series, 2017
Nonlinear phenomena in science and engineering such as a periodically forced oscillator with nonlinear elasticity are often modeled by the Duffing oscillator (Duffing equation). The Duffling oscillator is a type of nonlinear higher order differential equation.
Rasedee, Ahmad Fadly Nurullah   +8 more
openaire   +1 more source

Scalable Inference via Averaged Robbins‐Monro Bootstrap

open access: yesApplied Stochastic Models in Business and Industry, Volume 41, Issue 6, November/December 2025.
ABSTRACT Bootstrap procedures represent a straightforward approach to assessing the uncertainty around estimates of interest in statistical models. However, with the rising prevalence of massive datasets in statistical problems, the computational cost of bootstrap methods can quickly become prohibitive in many settings. To this end, this paper proposes
Giuseppe Alfonzetti, Ruggero Bellio
wiley   +1 more source

Strong Convergence of Extragradient-Type Method to Solve Pseudomonotone Variational Inequalities Problems

open access: yesAxioms, 2020
A number of applications from mathematical programmings, such as minimax problems, penalization methods and fixed-point problems can be formulated as a variational inequality model.
Nopparat Wairojjana   +4 more
doaj   +1 more source

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