搜索结果: 91-105 共查到“统计学 convergence”相关记录111条 . 查询时间(0.224 秒)
Almost sure convergence of extreme order statistics
almost sure convergence order statistics
2009/9/16
Let $M_{n}^{(k)}$ denote the $k$th largest maximum of a sample $(X_{1},X_{2}, \ldots, X_{n})$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_{n}>0$, $b_{n}in...
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Kernel estimator quantile function rate of convergence strong mixing strong uniform consistency truncated data
2009/9/16
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by...
Fixing Convergence of Gaussian Belief Propagation
Fixing Convergence Gaussian Belief Propagation
2010/3/17
Gaussian belief propagation (GaBP) is an iterative
message-passing algorithm for inference in Gaussian graphical
models. It is known that when GaBP converges it converges to the
correct MAP estimat...
Convergence to the viscous porous medium equation and propagation of chaos
Nonlinear stochastic differential equations Viscous porous medium equation Interacting particle systems
2009/6/12
Convergence to the viscous porous medium equation and propagation of chaos.
Convergence of the Tóth lattice filling curve to the Tóth-Werner plane filling curve
convergence Tóth lattice filling curve Tóth-Werner plane
2009/6/12
Convergence of the Tóth lattice filling curve to the Tóth-Werner plane filling curve.
Weak Convergence of Reflected Brownian Motions
Brownian Motions Convergence mild technical assumptions
2009/5/8
We show that if a sequence of domains $D_k$ increases to a domain $D$ then the reflected Brownian motions in $D_k$'s converge to the reflected Brownian motion in $D$, under mild technical assumptions....
Quantitative Convergence Rates of Markov Chains: A Simple Account
Markov chain convergence rate mixing time drift condition minorisation condition total variation distance
2009/4/29
We state and prove a simple quantitative bound on the total variation distance after k iterations between two Markov chains with different initial distributions but identical transition probabilities....
We show, by a simple counterexample, that the main result in a recent paper by H. Van Zanten [Electronic Communications in Probability 7 (2002), 215-222] is false. We eventually point out the origin o...
Convergence，Strong Law of Large Numbers，and Measurement Theory in the Language of Fuzzy Variables
Convergence Strong Law Large Numbers Measurement Theory Fuzzy Variables
2010/3/19
In the paper we define the convergence of compact fuzzy sets as a convergence of -cuts in
the topology of compact subsets of a metric space. Furthermore we define typical convergences of
fuzzy vari...
Sharp estimates for the convergence of the density of the Euler scheme in small time
Sharp estimates Euler scheme marginal laws
2009/3/20
In this work, we approximate a diffusion process by its Euler scheme and we study the convergence of the density of the marginal laws. We improve previous estimates especially for small time.
Exact Convergence Rate for the Maximum of Standardized Gaussian Increments
limit theorem random walk Shao's theorem
2009/3/20
We prove an almost sure limit theorem on the exact convergence rate of the maximum of standardized gaussian random walk increments. This gives a more precise version of Shao's theorem ( Shao, Q.-M., 1...
Kalman Filtering with Intermittent Observations：Weak Convergence to a Stationary Distribution
Kalman Filtering Intermittent Observations Weak Convergence Stationary Distribution
2010/3/19
The paper studies the asymptotic behavior of Random Algebraic Riccati Equations (RARE) arising
in Kalman filtering when the arrival of the observations is described by a Bernoulli i.i.d. process. We ...
Some upper bounds for the rate of convergence of penalized likelihood context tree estimators
context tree penalized maximum likelihood estimation Bayesian Information Criterion (BIC) rate of convergence
2010/4/26
We find upper bounds for the probability of underestimation
and overestimation errors in penalized likelihood context tree estimation.
The bounds are explicit and applies to processes of not necessa...
Consistencies and rates of convergence of jump-penalized least squares estimators
Jump detection adaptive estimation penalized maximum likelihood approximation spaces change-point analysis multiscale resolution analysis
2010/3/18
We study the asymptotics for jump-penalized least squares regression
aiming at approximating a regression function by piecewise
constant functions. Besides conventional consistency and convergence
...
On the Convergence of the Ensemble Kalman Filter
Exchangeable random variables Monte-Carlo methods dataassimilation theoretical analysis asymptotics EnKF filtering
2010/3/17
Convergence of the ensemble Kalman filter in the limit for large ensembles
to the Kalman filter is proved. In each step of the filter, convergence of
the ensemble sample covariance follows from a we...