Stochastic process

Results: 1129



#Item
221Importance sampling / Markov chain Monte Carlo / Normal distribution / Exponential map / Stochastic process / Monte Carlo integration / Resampling / Variance / Expected value / Statistics / Monte Carlo methods / Probability and statistics

Monte Carlo Filtering on Lie Groups Alessandro Chiuso 1 and Stefano Soatto 2 Abstract We propose a nonlinear lter for estimating the trajectory of a random walk on a matrix Lie group with constant computational complexi

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Source URL: vision.ucla.edu

Language: English - Date: 2007-12-16 20:03:10
222Systems theory / Dynamic programming / Operations research / Equations / Optimal control / Bellman equation / Multi-armed bandit / Markov decision process / Relaxation / Statistics / Mathematical optimization / Control theory

Stochastic and fluid index policies for resource allocation problems M. Larran˜aga1,2,5 , U. Ayesta2,3,4,5 , I.M. Verloop1,5 IRIT, 2 rue C. Carmichel, FToulouse, France. 2 CNRS, LAAS, 7 avenue du colonel Roche, F

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Source URL: homepages.laas.fr

Language: English - Date: 2015-02-17 15:01:29
223Semimartingale / Connection / Adapted process / Martingale / Local martingale / Symbol / Hitting time / Statistics / Stochastic processes / Martingale theory

Nonlinear Lévy Processes and their Characteristics Ariel Neufeld∗ Marcel Nutz† January 11, 2015

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Source URL: www.math.columbia.edu

Language: English - Date: 2015-01-11 14:10:20
224Poisson process / Spectral theory / Queueing theory / Statistics / Stochastic processes / Markov processes

Heavy-traffic analysis of a non-preemptive multi-class queue with relative priorities A. Izagirrea,b,e , U. Ayestab,c,d,e , I.M. Verloopa,e , , a

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Source URL: homepages.laas.fr

Language: English - Date: 2014-06-19 09:59:30
225Markov models / Stochastic processes / Contact process / Markov processes

Voter model percolation ´ Rath ´ (BME) Balazs Joint work with

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Source URL: pages.iu.edu

Language: English - Date: 2015-05-16 21:24:20
226Fluid queue / Poisson process / Queueing model / Probability space / G–network / M/G/1 queue / Statistics / Stochastic processes / Queueing theory

On the Power of (even a little) Centralization in Distributed Processing The MIT Faculty has made this article openly available. Please share how this access benefits you. Your story matters.

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Source URL: www.zerotier.com

Language: English - Date: 2014-05-20 18:09:37
227Stochastic control / Statistics / Dynamic programming / Markov decision process

A subexponential lower bound for the Least Recently Considered rule for solving linear programs and games Oliver Friedmann Department of Computer Science, University of Munich, Germany

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Source URL: files.oliverfriedmann.de

Language: English - Date: 2012-03-20 09:22:12
228Dirichlet process / Covariance function / Covariance / Statistics / Covariance and correlation / Stochastic processes

University of California, Irvine Statistics Seminar Bayesian Semi-parametric Longitudinal Data Analysis Wes Johnson Professor Department of Statistics

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Source URL: www.stat.uci.edu

Language: English - Date: 2015-05-28 15:45:43
229Markov models / Probability and statistics / Markov chain / Laplace transform / Phase-type distribution / Uniformization / Semi-Markov process / Stochastic matrix / Laplace–Stieltjes transform / Statistics / Mathematical analysis / Markov processes

Distributed Computation of Transient State Distributions and Passage Time Quantiles in Large Semi-Markov Models Jeremy T. Bradley, Nicholas J. Dingle, Peter G. Harrison, William J. Knottenbelt Department of Computing, Im

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Source URL: pubs.doc.ic.ac.uk

Language: English - Date: 2007-02-18 10:58:57
230Equations / Consumer theory / Mathematical optimization / Martingale / Semimartingale / Dynamic programming / Bellman equation / No free lunch with vanishing risk / Utility / Statistics / Martingale theory / Stochastic processes

The Opportunity Process for Optimal Consumption and Investment with Power Utility Marcel Nutz ETH Zurich, Department of Mathematics, 8092 Zurich, Switzerland First Version: November 24, 2009. Thi

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Source URL: www.math.columbia.edu

Language: English - Date: 2011-07-12 11:25:17
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