Sciweavers

3341 search results - page 197 / 669
» On Bounded Queries and Approximation
Sort
View
MOC
2000
76views more  MOC 2000»
15 years 6 months ago
Optimal approximation of stochastic differential equations by adaptive step-size control
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Norbert Hofmann, Thomas Müller-Gronbach, Klau...
SIAMSC
2010
160views more  SIAMSC 2010»
15 years 5 months ago
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and...
Spike T. Lee, Hong-Kui Pang, Hai-Wei Sun
FLAIRS
2009
15 years 4 months ago
Dynamic Programming Approximations for Partially Observable Stochastic Games
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
Akshat Kumar, Shlomo Zilberstein
MMAS
2010
Springer
15 years 1 months ago
Gyrokinetic Vlasov Equation in Three Dimensional Setting. Second Order Approximation
One of the main applications in plasma physics concerns the energy production through thermo-nuclear fusion. The controlled fusion requires the confinement of the plasma into a bo...
Mihai Bostan
TNN
2010
216views Management» more  TNN 2010»
15 years 1 months ago
Simplifying mixture models through function approximation
Finite mixture model is a powerful tool in many statistical learning problems. In this paper, we propose a general, structure-preserving approach to reduce its model complexity, w...
Kai Zhang, James T. Kwok