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» On Bounded Queries and Approximation
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MOC
2000
76views more  MOC 2000»
15 years 5 months ago
Optimal approximation of stochastic differential equations by adaptive step-size control
We study the pathwise (strong) approximation of scalar stochastic differential equations with respect to the global error in the L2-norm. For equations with additive noise we estab...
Norbert Hofmann, Thomas Müller-Gronbach, Klau...
SIAMSC
2010
160views more  SIAMSC 2010»
15 years 4 months ago
Shift-Invert Arnoldi Approximation to the Toeplitz Matrix Exponential
The shift-invert Arnoldi method is employed to generate an orthonormal basis from the Krylov subspace corresponding to a real Toeplitz matrix and an initial vector. The vectors and...
Spike T. Lee, Hong-Kui Pang, Hai-Wei Sun
FLAIRS
2009
15 years 3 months ago
Dynamic Programming Approximations for Partially Observable Stochastic Games
Partially observable stochastic games (POSGs) provide a rich mathematical framework for planning under uncertainty by a group of agents. However, this modeling advantage comes wit...
Akshat Kumar, Shlomo Zilberstein
MMAS
2010
Springer
15 years 17 days ago
Gyrokinetic Vlasov Equation in Three Dimensional Setting. Second Order Approximation
One of the main applications in plasma physics concerns the energy production through thermo-nuclear fusion. The controlled fusion requires the confinement of the plasma into a bo...
Mihai Bostan
TNN
2010
216views Management» more  TNN 2010»
15 years 15 days ago
Simplifying mixture models through function approximation
Finite mixture model is a powerful tool in many statistical learning problems. In this paper, we propose a general, structure-preserving approach to reduce its model complexity, w...
Kai Zhang, James T. Kwok