Sciweavers

1997 search results - page 105 / 400
» On the convergence of Hill's method
Sort
View
SAC
2008
ACM
15 years 20 days ago
Computational methods for complex stochastic systems: a review of some alternatives to MCMC
We consider analysis of complex stochastic models based upon partial information. MCMC and reversible jump MCMC are often the methods of choice for such problems, but in some situ...
Paul Fearnhead
SIAMSC
2010
157views more  SIAMSC 2010»
14 years 11 months ago
Certified Reduced Basis Methods and Output Bounds for the Harmonic Maxwell's Equations
We propose certified reduced basis methods for the efficient and reliable evaluation of a general output that is implicitly connected to a given parameterized input through the ha...
Yanlai Chen, Jan S. Hesthaven, Yvon Maday, Jer&oac...
CORR
2010
Springer
136views Education» more  CORR 2010»
14 years 10 months ago
An Inverse Power Method for Nonlinear Eigenproblems with Applications in 1-Spectral Clustering and Sparse PCA
Many problems in machine learning and statistics can be formulated as (generalized) eigenproblems. In terms of the associated optimization problem, computing linear eigenvectors a...
Matthias Hein, Thomas Bühler
CDC
2010
IEEE
136views Control Systems» more  CDC 2010»
14 years 8 months ago
Pathologies of temporal difference methods in approximate dynamic programming
Approximate policy iteration methods based on temporal differences are popular in practice, and have been tested extensively, dating to the early nineties, but the associated conve...
Dimitri P. Bertsekas
CDC
2010
IEEE
167views Control Systems» more  CDC 2010»
14 years 8 months ago
Numerical methods for the optimization of nonlinear stochastic delay systems, and an application to internet regulation
The Markov chain approximation method is an effective and widely used approach for computing optimal values and controls for stochastic systems. It was extended to nonlinear (and p...
Harold J. Kushner