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Search: subject:"Stochastic algorithms"
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stochastic algorithms
7
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5
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5
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5
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5
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3
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3
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Simulated Tempering
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1
Stochastic Algorithms
1
Stochastic algorithms
1
Zinsderivat
1
almost sure convergence
1
averaging
1
diffusion processes on Riemannian manifolds
1
diffusions
1
discrete time sampling
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heavy traffic theory
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Aravkin, Aleksandr
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
On the convergence of global-optimization fraudulent
stochastic
algorithms
Miclo, Laurent
-
2023
Persistent link: https://www.econbiz.de/10014283736
Saved in:
2
Optimal non-asymptotic bound of the Ruppert-Polyak averaging without strong convexity
Gadat, Sébastien
;
Panloup, Fabien
-
2017
Persistent link: https://www.econbiz.de/10012266555
Saved in:
3
Trimmed statistical estimation via variance reduction
Aravkin, Aleksandr
;
Davis, Damek
- In:
Mathematics of operations research
45
(
2020
)
1
,
pp. 292-322
Persistent link: https://www.econbiz.de/10012183043
Saved in:
4
Liquidity costs : a new numerical methodology and an empirical study
Michel, Christophe
;
Reutenauer, Victor
;
Talay, Denis
; …
- In:
Applied mathematical finance
23
(
2016
)
1/2
,
pp. 57-79
Persistent link: https://www.econbiz.de/10011546989
Saved in:
5
A numerical scheme for invariant distributions of constrained diffusions
Budhiraja, Amarjit
;
Chen, Jiang
;
Rubenthaler, Sylvain
- In:
Mathematics of operations research
39
(
2014
)
2
,
pp. 262-289
Persistent link: https://www.econbiz.de/10010384214
Saved in:
6
Some multivariate risk indicators: Minimization by using a Kiefer–Wolfowitz approach to the mirror stochastic algorithm
Cénac, P.
;
Maume-Deschamps, V.
;
Prieur, C.
- In:
Statistics & Risk Modeling
29
(
2012
)
1
,
pp. 47-72
dependencies between business lines as well as some temporal dependencies. By using
stochastic
algorithms
, we may estimate the …
Persistent link: https://www.econbiz.de/10014622215
Saved in:
7
Stochastic, analytic and numerical aspects of coagulation processes
Wagner, Wolfgang
- In:
Mathematics and Computers in Simulation (MATCOM)
62
(
2003
)
3
,
pp. 265-275
conjectures based on numerical experiments performed with
stochastic
algorithms
. …
Persistent link: https://www.econbiz.de/10010748473
Saved in:
8
PARAMETRIC ESTIMATION OF DIFFUSION PROCESSES SAMPLED AT FIRST EXIT TIME
Londoño, Jaime A.
-
EconWPA
-
2003
of
stochastic
algorithms
for the construction of the estimators. Asymptotic consistency of these estimators and …
Persistent link: https://www.econbiz.de/10005556291
Saved in:
9
Stochastic adaptive selection of weights in the simulated tempering algorithm
Ramponi, Alessandro
- In:
Statistical Methods and Applications
7
(
1998
)
1
,
pp. 27-55
Persistent link: https://www.econbiz.de/10008497255
Saved in:
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