搜索结果: 1-8 共查到“统计学其他学科 Convergence”相关记录8条 . 查询时间(0.232 秒)
Convergence and asymptotic normality of variational Bayesian approximations for exponential family models with missing values
Convergence asymptotic normality variational Bayesian approximations exponential family models missing values
2012/9/19
We study the properties of variational Bayes approximations for exponential family mod-els with missing values. It is shown that the iterative algorithm for obtaining the varia-tional Bayesian estimat...
On the Linear Convergence of the Alternating Direction Method of Multipliers
Linear convergence alternating directions of multipliers error bound relaxation dual ascent.
2012/9/18
We analyze the convergence of the alternating direction method ofmultipliers (ADMM) for solving the problem of minimizing a nonsmooth convex separable function subject to linear constraints. Previous ...
An Upper Bound on the Convergence Time for Quantized Consensus
Distributed quantized consensus gossip conver-gence time
2012/9/17
We analyze a class of distributed quantized consen-sus algorithms for arbitrary networks. In the initial setting, each node in the network has an integer value. Nodes exchange their current estimate o...
Adaptive Equi-Energy Sampler : Convergence and Illustration
interacting Markov chain Monte Carlo adaptive sampler equi-energy sampler ergod-icity law of large numbers motif sampling.
2012/9/18
La-TeX Er-ror:Miss-ing doc-u-mentSee the La-TeX man-ual or La-TeX Com-pan-ion for ex-pla-na-tion.You抮e in trou-ble here.Try typ-ing e-turn?to pro-ceed.If
that doesn抰 work, type X e-turn?to quit.
One more approach to the convergence of the empirical process to the Brownian bridge
Empirical process Donsker Theorem Brownian bridge
2009/9/16
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
Sup-norm convergence rate and sign concentration property of Lasso and Dantzig estimators
Linear model Lasso Dantzig Sparsity Model selection Sign consistency
2009/9/16
We derive the l∞ convergence rate simultaneously for Lasso and Dantzig estimators in a high-dimensional linear regression model under a mutual coherence assumption on the Gram matrix of the design and...
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...