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Branching and interacting particle systems approximations of feynman-kac formulae with applications to non-linear filtering
This paper focuses on interacting particle systems methods for solving numerically a class of Feynman-Kac formulae arising in the study of certain...
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Multivalued strong laws of large numbers in the slice topology. Application to integrands
Starting from the multivalued strong law of large numbers in the Wijsman topology recently proved by the present author, we deduce two multivalued...
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R
Regular Ring - A regular ring (in the sense of von Neumann) admitting an involutory anti-automorphism α→α* such that αα =0...
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On global optimization in two-dimensional scaling
We consider multidimensional scaling for embedding dimension two, which allows the detection of structures in dissimilarity data by simply drawing...
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On a continuous time stochastic approximation problem
This paper is concerned with a continuous time stochastic approximation/optimization problem. The algorithm is given by a pair of...
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Speed of convergence as a function of given accuracy for random search methods
The essence of this article lies in a demonstration of the fact that for some random search methods (r.s.m.) of global optimization, the number of...
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Semiparametric statistical inference in global random search
The multivariate multiextremal optimization problem is considered. Various statistical procedures based on the use of the asymptotic theory of...
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Unbiased estimates for gradients of stochastic network performance measures
Three classes of stochastic networks and their performance measures are considered. These performance measures are defined as the expected value of...
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Experimental design for estimating the optimum point in a response surface
The problem of optimal experimental design for response optimization is considered. The optimal point (control) x * of a response surface is to be...
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