Info
- Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
| Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret |
| Autore | Benveniste Albert |
| Edizione | [1st ed. 1990.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 |
| Descrizione fisica | 1 online resource (XII, 364 p.) |
| Disciplina | 519.2 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Probabilities
Chemometrics Computational intelligence Probability Theory and Stochastic Processes Math. Applications in Chemistry Computational Intelligence |
| ISBN | 3-642-75894-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II. |
| Record Nr. | UNINA-9910480530803321 |
Benveniste Albert
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret
| Adaptive Algorithms and Stochastic Approximations [[electronic resource] /] / by Albert Benveniste, Michel Metivier, Pierre Priouret |
| Autore | Benveniste Albert |
| Edizione | [1st ed. 1990.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 |
| Descrizione fisica | 1 online resource (XII, 364 p.) |
| Disciplina | 519.2 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Probabilities
Chemometrics Computational intelligence Probability Theory and Stochastic Processes Math. Applications in Chemistry Computational Intelligence |
| ISBN | 3-642-75894-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II. |
| Record Nr. | UNINA-9910789215503321 |
|
Benveniste Albert
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Adaptive Algorithms and Stochastic Approximations / / by Albert Benveniste, Michel Metivier, Pierre Priouret
| Adaptive Algorithms and Stochastic Approximations / / by Albert Benveniste, Michel Metivier, Pierre Priouret |
| Autore | Benveniste Albert |
| Edizione | [1st ed. 1990.] |
| Pubbl/distr/stampa | Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 |
| Descrizione fisica | 1 online resource (XII, 364 p.) |
| Disciplina | 519.2 |
| Collana | Stochastic Modelling and Applied Probability |
| Soggetto topico |
Probabilities
Chemometrics Computational intelligence Probability Theory and Stochastic Processes Math. Applications in Chemistry Computational Intelligence |
| ISBN | 3-642-75894-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | I. Adaptive Algorithms: Applications -- 1. General Adaptive Algorithm Form -- 2. Convergence: the ODE Method -- 3. Rate of Convergence -- 4. Tracking Non-Stationary Parameters -- 5. Sequential Detection; Model Validation -- 6. Appendices to Part I -- II. Stochastic Approximations: Theory -- 1. O.D.E. and Convergence A.S. for an Algorithm with Locally Bounded Moments -- 2. Application to the Examples of Part I -- 3. Analysis of the Algorithm in the General Case -- 4. Gaussian Approximations to the Algorithms -- 5. Appendix to Part II: A Simple Theorem in the “Robbins-Monro” Case -- Subject Index to Part I -- Subject Index to Part II. |
| Record Nr. | UNINA-9910807086703321 |
|
Benveniste Albert
|
||
| Berlin, Heidelberg : , : Springer Berlin Heidelberg : , : Imprint : Springer, , 1990 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov Chains / / by Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier
| Markov Chains / / by Randal Douc, Eric Moulines, Pierre Priouret, Philippe Soulier |
| Autore | Douc Randal |
| Edizione | [1st ed. 2018.] |
| Pubbl/distr/stampa | Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 |
| Descrizione fisica | 1 online resource (XVIII, 757 p. 424 illus., 1 illus. in color.) |
| Disciplina | 519.24 |
| Collana | Springer Series in Operations Research and Financial Engineering |
| Soggetto topico |
Probabilities
Probability Theory and Stochastic Processes |
| ISBN | 3-319-97704-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Part I Foundations -- Markov Chains: Basic Definitions -- Examples of Markov Chains -- Stopping Times and the Strong Markov Property -- Martingales, Harmonic Functions and Polsson-Dirichlet Problems -- Ergodic Theory for Markov Chains -- Part II Irreducible Chains: Basics -- Atomic Chains -- Markov Chains on a Discrete State Space -- Convergence of Atomic Markov Chains -- Small Sets, Irreducibility and Aperiodicity -- Transience, Recurrence and Harris Recurrence -- Splitting Construction and Invariant Measures -- Feller and T-kernels -- Part III Irreducible Chains: Advanced Topics -- Rates of Convergence for Atomic Markov Chains -- Geometric Recurrence and Regularity -- Geometric Rates of Convergence -- (f, r)-recurrence and Regularity -- Subgeometric Rates of Convergence -- Uniform and V-geometric Ergodicity by Operator Methods -- Coupling for Irreducible Kernels -- Part IV Selected Topics -- Convergence in the Wasserstein Distance -- Central Limit Theorems -- Spectral Theory -- Concentration Inequalities -- Appendices -- A Notations -- B Topology, Measure, and Probability -- C Weak Convergence -- D Total and V-total Variation Distances -- E Martingales -- F Mixing Coefficients -- G Solutions to Selected Exercises. |
| Record Nr. | UNINA-9910303453303321 |
|
Douc Randal
|
||
| Cham : , : Springer International Publishing : , : Imprint : Springer, , 2018 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||