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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Towards a zero-one law for improvements to Dirichlet's approximation theorem
Dirichlet近似定理 改进 零一定律
2023/5/10
In this talk we discuss a notion of $\psi$-Dirichlet in Diophantine approximation which concerns improving Dirichlet’s approximation theorem to a general approximating function $\psi$. This notion was...
Approximation of a random process with variable smoothness
locally stationary processes multifractional Brownian motion piecewise constant approximation
2012/6/25
We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its un...
Computing hitting times via fluid approximation: application to the coupon collector problem
Computing hitting times fluid approximation coupon collector problem Probability
2011/9/14
Abstract: In this paper, we show how to use stochastic approximation to compute hitting time of a stochastic process, based on the study of the time for a fluid approximation of this process to be at ...
An asymptotic approximation of the marginal likelihood for general Markov models
BIC marginal likelihood singular models tree models Bayesian
2011/1/18
The standard Bayesian Information Criterion (BIC) is derived under regularity conditions which are not always satis ed by the graphical models with hidden variables.
Stochastic Shear Thickening Fluids:Strong Convergence of the Galerkin Approximation and the Energy Equality
Stochastic Shear Thickening Fluids:Strong Convergence Galerkin Approximation Energy Equality
2010/12/3
We consider a SPDE (stochastic partial differential equation) which describes the velocity field of a viscous, incompressible non-Newtonian fluid subject to a random force.Here, the extra stress tenso...
EXPONENTIAL CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC MATHEMATICAL PROGRAMS WITH OMPLEMENTARITY CONSTRAINTS
Stochastic mathematical programs with complementarity constraints Sample average approximation Weak stationary points Exponential convergence
2007/12/11
In this paper, we propose a Sample Average Approximation (SAA) method
for a class of Stochastic Mathematical Programs with Complementarity
Constraints (SMPCC) recently considered by Birbil, G\"{u}rk...
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
STOCHASTIC APPROXIMATION IN REAL TIME:A PIPE LINE APPROACH
2007/12/10
A new approach for stochastic approximation in real time is developed. A number of processors are simultaneously active to carry out a computing task. All processors work on the same system with diffe...