Stochastic approximation

Results: 120



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41

Optimal discrete hedging and approximation of stochastic integrals Carl Lindberg Holger Rootzén, Mathematical Sciences, Chalmers

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Source URL: www.math.chalmers.se

Language: English - Date: 2012-07-01 01:52:09
    42

    Optimal discrete hedging and approximation of stochastic integrals Carl Lindberg Holger Rootzén, Mathematical Sciences, Chalmers

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    Source URL: www.math.chalmers.se

    Language: English - Date: 2012-07-01 01:52:09
      43

      DFG-Schwerpunktprogramm 1324 Extraktion quantifizierbarer Information aus komplexen Systemen” ” Effcient low-rank approximation of the stochastic Galerkin matrix in tensor formats

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      Source URL: www.dfg-spp1324.de

      Language: English - Date: 2012-05-31 05:32:56
        44Computational statistics / Stochastic optimization / Statistical mechanics / Estimation theory / Markov chain Monte Carlo / Langevin dynamics / Stochastic approximation / Metropolis–Hastings algorithm / Mixture model / Statistics / Probability and statistics / Monte Carlo methods

        Bayesian Learning via Stochastic Gradient Langevin Dynamics

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        Source URL: www.ics.uci.edu

        Language: English - Date: 2011-05-21 11:48:52
        45Probability theory / Martingale theory / Fourier analysis / Game theory / Martingale / Random variable / Central limit theorem / Wiener process / Quadratic variation / Statistics / Mathematical analysis / Stochastic processes

        Weak Approximation of ∗ Yan Dolinsky Marcel Nutz

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        Source URL: www.math.columbia.edu

        Language: English - Date: 2011-07-12 11:28:13
        46Neural networks / Computational statistics / Stochastic gradient descent / Backpropagation / Gradient descent / Stochastic approximation / Gradient method / Numerical analysis / Stochastic optimization / Mathematical optimization

        ADADELTA: AN ADAPTIVE LEARNING RATE METHOD Matthew D. Zeiler1,2∗ 1 2

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        Source URL: www.matthewzeiler.com

        Language: English - Date: 2012-12-29 18:31:47
        47Stochastic optimization / Statistical classification / Perceptron / Support vector machine / Stochastic gradient descent / Stability / Stochastic approximation / Gradient descent / Kernel trick / Machine learning / Statistics / Numerical analysis

        PDF Document

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        Source URL: www.stat.purdue.edu

        Language: English - Date: 2008-09-11 13:00:50
        48Systems / Systems theory / Anosov diffeomorphism / Ergodic theory / Hyperbolic set / Mathematical analysis / Geodesic / Constructible universe / Structure / Dynamical systems / Hyperbolic geometry / Geometry

        Submitted to the Annals of Probability arXiv: math.DS:SMOOTH APPROXIMATION OF STOCHASTIC DIFFERENTIAL EQUATIONS By David Kelly∗,‡ and Ian Melbourne†

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        Source URL: www.dtbkelly.com

        Language: English - Date: 2014-12-13 17:24:18
        49Science / Perceptron / Artificial neuron / Multilayer perceptron / Backpropagation / Nonlinear system / Radial basis function network / Feedforward neural network / Neural networks / Cybernetics / Statistics

        Stochastic Approximation and Multilayer Perceptrons: The Gain Backpropagation Algorithm

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        Source URL: www.complex-systems.com

        Language: English - Date: 2013-03-26 14:30:36
        50Mathematics / Stochastic gradient descent / Differential privacy / Perceptron / Gradient descent / Mathematical optimization / Stochastic approximation / Algorithm / Numerical analysis / Stochastic optimization / Applied mathematics

        Stochastic gradient descent with differentially private updates Shuang Song Kamalika Chaudhuri

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        Source URL: cseweb.ucsd.edu

        Language: English - Date: 2014-02-01 13:52:02
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