Stochastic approximation

Results: 120



#Item
11Mathematical analysis / Probability / Stochastic processes / Stochastic differential equations / Markov models / Signal processing / Stationary process / Derivative / Spectrum / Normal distribution / OrnsteinUhlenbeck process / Markov chain

STATIONARY TANGENT: THE DISCRETE AND NON-SMOOTH CASE U. KEICH Abstract. In [5] we define a stationary tangent process, or a locally optimal stationary approximation, to a real non-stationary smooth Gaussian process. Thi

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Source URL: www.maths.usyd.edu.au

Language: English - Date: 2002-12-09 16:28:18
12Algebra / Mathematics / Multivariate statistics / Numerical analysis / Numerical linear algebra / Iterative methods / Dimension reduction / Principal component analysis / Singular value decomposition / Stochastic optimization / Nonlinear dimensionality reduction / Sparse dictionary learning

I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio

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Source URL: mmds-data.org

Language: English - Date: 2016-06-23 15:50:48
13Mathematics / Numerical analysis / Algebra / Linear algebra / Convex optimization / Operations research / Computational statistics / Mathematical optimization / K-SVD / Sparse approximation / Deep learning / Stochastic gradient descent

Simple, Efficient, and Neural Algorithms for Sparse Coding Sanjeev Arora∗ Princeton University, Computer Science Department

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Source URL: jmlr.org

Language: English - Date: 2015-07-20 20:08:35
14Operations research / Numerical analysis / Mathematical analysis / Numerical linear algebra / Applied mathematics / Mathematical optimization / Online machine learning / Sparse approximation / Stochastic programming / Support vector machine

Estimation, Optimization, and Parallelism when Data is Sparse H. Brendan McMahan2 Google, Inc.2 Seattle, WA 98103

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Source URL: stanford.edu

Language: English - Date: 2014-09-05 13:17:03
15Probability theory / Stochastic processes / Statistics / Probability / Markov models / Markov processes / Statistical models / Stochastic simulation / Markov chain / Fluid queue / Economic model / Stochastic

Fluid Approximation for Stochastic Model Checking Jane Hillston joint work with Luca Bortolussi

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Source URL: homepages.inf.ed.ac.uk

Language: English - Date: 2012-11-02 11:12:32
16Ergodic theory / Mathematical analysis / Mathematics / Dynamical systems / Stochastic processes / Topological groups / Diophantine approximation / Ergodicity / Equidistributed sequence / Invariant measure / Irrational rotation / Mixing

SOME EXAMPLES HOW TO USE MEASURE CLASSIFICATION IN NUMBER THEORY ELON LINDENSTRAUSS 1. Introduction 1.1. Ergodic theory has proven itself to be a powerful method to tackle

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Source URL: www.ma.huji.ac.il

Language: English - Date: 2006-06-15 19:00:10
17Game theory / Mathematics / Science and technology / Evolutionary game theory / Probability theory / Nash equilibrium / Strategy / Mathematical optimization / Markov chain / Best response / Normal-form game

Proceedings of Symposia in Applied Mathematics Stochastic Evolutionary Game Dynamics: Foundations, Deterministic Approximation, and Equilibrium Selection William H. Sandholm

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Source URL: www.ssc.wisc.edu

Language: English - Date: 2011-05-30 11:37:48
18Mathematical analysis / Analysis / Mathematics / Fourier analysis / Stochastic processes / Approximation theory / Constructivism / Modulus of continuity / It diffusion / Differential forms on a Riemann surface

A sufficient condition for the continuity of permanental processes with applications to local times of Markov processes

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Source URL: arxiv.org

Language: English - Date: 2013-03-17 20:22:12
19Statistics / Statistical theory / Probability / Bayesian statistics / Stochastic processes / Probability distributions / Estimation theory / Statistical natural language processing / Dirichlet process / Mixture model / Variational Bayesian methods / Dirichlet distribution

Online Learning of Nonparametric Mixture Models via Sequential Variational Approximation Dahua Lin Toyota Technological Institute at Chicago

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Source URL: dahua.me

Language: English - Date: 2013-10-22 19:40:40
20Algebra / Mathematics / Multivariate statistics / Numerical analysis / Dimension reduction / Iterative methods / Numerical linear algebra / Principal component analysis / Singular value decomposition / Stochastic optimization / Algorithm / Sparse dictionary learning

I will discuss recent work on randomized algorithms for low-rank approximation and principal component analysis (PCA). The talk will focus on efforts that move beyond the extremely fast, but relatively crude approximatio

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Source URL: mmds-data.org

Language: English - Date: 2016-06-23 15:50:48
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