In this article, we study the algorithm of KieferWolfowitz underquasi-associated random errors. We establish the complete convergence and obtain an exponential bound. Additionally, we build a confidence interval for the minimum. Numerical examples are sketched out to confirm the theoretical results and...
内容提示: One and two sample Dvoretzky-Kiefer-Wolfowitz-Massart type inequalities fordiffering underlying distributionsNicolas G. Underwood a,∗ , Fabien Paillusson aa School of Engineering and Physical Sciences, University of Lincoln, Brayford pool, Lincoln, LN6 7TS, United KingdomAbstract...
On the Kiefer-Wolfowitz Process and Some of Its Modifications. process is a stochastic approximation procedure used to estimate the value of a controlled variable that maximizes the expected response (M(x禄 of a corresponding dependent random variable. An extension of a theorem on the asymptotic ...
Kiebis Network and Data Systems KIEC KIEDF KIEE Kief Kief Kiefekil Kiefer Sutherland Kiefer, Anselm Kiefer-Wolfowitz algorithm Kiefer-Wolfowitz method Kiefer-Wolfowitz procedure Kiefer-Wolfowitz process Kiefergelenkorthopädie Kieff Kieff Kieffer lime Kieft, Willem KIEJ Kiekie kiekies Kiekko-Vantaa Kiel...
In this chapter, we review the Finite Difference Stochastic Approximation (FDSA) algorithm, also known as Kiefer-Wolfowitz (K-W) algorithm, and some of its variants for finding a local minimum of an objective function. The K-W scheme is a version of the Robbins-Monro stochastic approximation ...
(1988). A Stochastic Approximation Algorithm for Large- Dimensional Systems in the Kiefer-Wolfowitz Setting. In Proc. IEEE Conf. on Decision and Control, pp. 1544-1548.SPALL, J. C. A stochastic approximation algorithm for large-dimensional systems in the Kiefer-Wolfowitz setting. In Proc. of ...
D. Shen and H. Chen, "A Kiefer-Wolfowitz algorithm based iterative learning control for Hammerstein-WIEner systems," Asian Journal of Control, vol. 14, no. 4, pp. 1070-1083, 2012.Dong Shen,Han-Fu Chen. A KIEFER-WOLFOWITZ ALGORITHM BASED ITERATIVE LEARNING CONTROL FOR HAMMERSTEIN-WIENER ...
Comments on two papers on queueing theory by J. Kiefer and J. WolfowitzThe two papers referred to are: "On the theory of queues with many servers", Trans. Amer. Math. Soc. 78, 1-18 (1955; Zbl 0064.133) and "On the characteristics of the general queueing process with applications to ...
FarcomeniA.PacilloS.STATISTICS AND PROBABILITY LETTERSFarcomeni, A. and Pacillo, S. (2011). A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality. Statistics & Probability Letters, 81(12):1867-1870....
Farcomeni, A, Pacillo, S (2011) A conservative estimator for the proportion of false nulls based on Dvoretzky, Kiefer and Wolfowitz inequality. Stat Probab Lett 81: pp. 1867-1870Farcomeni, A. and Pacillo, S. (2011). A conservative estimator for the proportion of false nulls based on ...