搜索结果: 1-12 共查到“概率论 Optimal”相关记录12条 . 查询时间(0.093 秒)
Efficient and optimal binary Hopfield associative memory storage using minimum probability flow
Efficient and optimal binary associative memory storage minimum probability flow Adaptation and Self-Organizing Systems
2012/4/26
We present an algorithm to store binary memories in a Hopfield neural network using minimum probability flow, a recent technique to fit parameters in energy-based probabilistic models. In the case of ...
The Fighter Problem: Optimal Allocation of a Discrete Commodity
Bomber problem continuous ammunition discrete ammunition concavity
2011/9/20
Abstract: The Fighter problem with discrete ammunition is studied. An aircraft (fighter) equipped with $n$ anti-aircraft missiles is intercepted by enemy airplanes, the appearance of which follows a h...
Moments of random sums and Robbins' problem of optimal stopping
Moments of random sums Robbins' problem Probability
2011/9/13
Abstract: Robbins' problem of optimal stopping asks one to minimise the expected {\it rank} of observation chosen by some nonanticipating stopping rule. We settle a conjecture regarding the {\it value...
Optimal stopping problems for the maximum process with upper and lower caps
Optimal stopping optimal stopping boundary principle of smooth fit principle of continuous fit Levy processes
2011/8/23
Abstract: This paper concerns optimal stopping problems driven by a spectrally negative L\'evy process $X$. More precisely, we are interested in modifications of the Shepp-Shiryaev optimal stopping pr...
Price decomposition in large-scale stochastic optimal control
Stochastic optimal control Decomposition methods
2011/1/20
We are interested in optimally driving a dynamical system that can be influenced by exogenous noises. This is generally called a Stochastic Optimal Control (SOC) problem and the Dynamic Programming (D...
Delay-Optimal User Scheduling and Inter-Cell Interference Management in Cellular Network via Distributive Stochastic Learning
multi-cell systems delay optimal control
2010/12/6
In this paper, we propose a distributive queueaware intra-cell user scheduling and inter-cell interference (ICI) management control design for a delay-optimal celluar downlink system with M base stati...
Optimal coupling for mean field limits
Mean field limits transportation inequalities concentration inequalities optimal coupling
2010/12/9
We review recent quantitative results on the approximation of mean field dif-fusion equations by large systems of interacting particles, obtained by optimal coupling methods. These results concern a l...
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Life annuities retirement optimali nvestment stochastic control free-boundary problem
2010/4/27
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...
The Optimal Order Error Estimates for Finite Element Approximations to Hyperbolic Problems
2007/12/12
In this paper, the linear finite element approximation to the positive and symmetric, linear hyperbolic systems is analyzed and an $O(h^2)$ order error estimate is established under the conditions of ...
This paper discusses the optimal preconditioning in the domain
decomposition method for Wilson element. The process of the
preconditioning is composed of the resolution of a small scale global
prob...
Minimax Optimal Rates of Convergence for Multicategory Classifications
rate of convergence error probability modulus of continuity multicategory classification
2007/12/10
In the problem of
classification (or pattern recognition), given a set of $n$
samples, we attempt to construct a classifier $g_n$ with a small
misclassification error. It is important to study the ...
OPTIMAL COARSE GRID SIZE IN DOMAIN DECOMPOSITION
optimal coarse grid size in domain decomposition
2007/12/10
In most domain decomposition (DD) methods, a coarse grid solve is employed to provide the global coupling required to produce an optimal method. The total cost of a method can depend sensitively on th...