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    Wyświetlanie 1-12 z 12
    Tytuł:
    Stochastic approximation. I. Optimization methods without constraints
    Autorzy:
    Koronacki, Jacek
    Powiązania:
    https://bibliotekanauki.pl/articles/747471.pdf
    Data publikacji:
    1977
    Wydawca:
    Polskie Towarzystwo Matematyczne
    Tematy:
    Stochastic approximation,Sequential methods,Statistics
    Opis:
    .
    This is a critical review of recent results in stochastic approximation methods for optimization problems. Part I deals with unconstrained optimization, with special emphasis on the problem of choice of the direction and the length of iteration steps.
    Źródło:
    Mathematica Applicanda; 1977, 5, 11
    1730-2668
    2299-4009
    Pojawia się w:
    Mathematica Applicanda
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Stochastic approximation. II. Optimization methods with constraints
    Autorzy:
    Koronacki, Jacek
    Powiązania:
    https://bibliotekanauki.pl/articles/747475.pdf
    Data publikacji:
    1977
    Wydawca:
    Polskie Towarzystwo Matematyczne
    Tematy:
    Stochastic approximation,Sequential methods,Statistics
    Opis:
    .
    This is a critical review of recent results in stochastic approximation methods for optimization problems. Part II deals with constrained optimization; here, the stochastic variants of the penalty function method, the method of feasible directions and the method of Lagrange functions are discussed.
    Źródło:
    Mathematica Applicanda; 1977, 5, 11
    1730-2668
    2299-4009
    Pojawia się w:
    Mathematica Applicanda
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Large and moderate deviation principles for nonparametric recursive kernel distribution estimators defined by stochastic approximation method
    Autorzy:
    Slaoui, Yousri
    Powiązania:
    https://bibliotekanauki.pl/articles/254712.pdf
    Data publikacji:
    2019
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    distribution estimation
    stochastic approximation algorithm large and moderate deviations principles
    Opis:
    In this paper we prove large and moderate deviations principles for the recursive kernel estimators of a distribution function defined by the stochastic approximation algorithm. We show that the estimator constructed using the stepsize which minimize the Mean Integrated Squared Error (MISE) of the class of the recursive estimators defined by Mokkadem et al. gives the same pointwise large deviations principle (LDP) and moderate deviations principle (MDP) as the Nadaraya kernel distribution estimator.
    Źródło:
    Opuscula Mathematica; 2019, 39, 5; 733-746
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Decision-making under risk and “statistical thinking” in the 20th century (selected models and persons)
    Autorzy:
    Rybicki, Wojciech
    Powiązania:
    https://bibliotekanauki.pl/articles/584930.pdf
    Data publikacji:
    2018
    Wydawca:
    Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
    Tematy:
    statistics
    risk
    subjective probability
    objective probability
    frequentists
    sequential analysis
    stochastic approximation
    stochastic game
    empirical Bayes approach
    Opis:
    The paper is the second part of the series of articles surveying chosen models of decision-making under “risky circumstances”. The first segment concerned the earlier period of development of so-called “statistical thinking” (up to the times of J. Neyman and E. Pearson) and has been published elsewhere. These “twins” of papers as a whole, are intended as essays (consciously avoiding any formalization) to introduce the subsequent parts of the cycle – conducted in a more formal style. Several problems were discussed in the first part of the series. The leitmotifs, i.e. Bayesian vs. “orthodox” approaches, and the subjective vs. objective probability meaning are continued in this article, and developed towards the “modern needs and directions”. The role of some outstanding scientists is stressed. The possibility of the unification of the different philosophies on the grounds of statistical decision theory (thanks to A. Wald and L.J. Savage) is noted. “Dynamic” or multistage statistical decision procedures will be also indicated (in contrast to “static, “one-shot” problems). The primary role in developing these ideas played by mathematicians A. Wald, L. Shapley, R. Bellman, D. Blackwell and H. Robbins (plus many others) is stressed. The outline is conducted in a “historical perspective” beginning with F. Ramsey’s work and finishing at H. Robbins achievements – as being very influential in the further development of the stochastic methodology. The list of models, to be discussed in the subsequent (“formal-mode”) article/s, is added at the end of the paper. The central role in the notes is played by the “procession” of the prominent representatives of the field. The first “series” of them was presented in the previous part of the cycle. The subsequent (nine) are placed here. These scientists built the milestones of statistical science, “created its spirit,” exquisitely embedding the subject in the “general stochastic world”. The presentation is supplemented with their portraits. The author hopes that some keystones determining the line-up can be recognized in the course of reading. It is not possible to talk about mathematics without mathematics (formulas, calculations, formal reasoning). On the other hand − such beings as probability, uncertainty, risk can be, first of all, regarded as philosophic and logic in their heart of hearts (as well as being somewhat “mysterious”). So, it can turn out illuminating (sometimes) to reveal and to show merely the ideas and “their” heroes (even at the expense of losing the precision!). The role of the bibliography should also be stressed – it is purposely made so large, and significantly completes the presentation.
    Źródło:
    Mathematical Economics; 2018, 14(21); 71-94
    1733-9707
    Pojawia się w:
    Mathematical Economics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Recursive self-tuning control of finite Markov chains
    Autorzy:
    Borkar, Vivek
    Powiązania:
    https://bibliotekanauki.pl/articles/1339274.pdf
    Data publikacji:
    1997
    Wydawca:
    Polska Akademia Nauk. Instytut Matematyczny PAN
    Tematy:
    controlled Markov chains
    stochastic approximation
    relative value iteration
    self-tuning control
    adaptive control
    Opis:
    A recursive self-tuning control scheme for finite Markov chains is proposed wherein the unknown parameter is estimated by a stochastic approximation scheme for maximizing the log-likelihood function and the control is obtained via a relative value iteration algorithm. The analysis uses the asymptotic o.d.e.s associated with these.
    Źródło:
    Applicationes Mathematicae; 1996-1997, 24, 2; 169-188
    1233-7234
    Pojawia się w:
    Applicationes Mathematicae
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Remarks on Statistical Design Centering
    Autorzy:
    Opalski, L. J.
    Powiązania:
    https://bibliotekanauki.pl/articles/226467.pdf
    Data publikacji:
    2011
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    statistical design centering
    design yield
    realistic worst-case design
    stochastic approximation
    propagation of variance
    Monte Carlo simulation
    Opis:
    The paper overviews optimization based statistical design centering techniques for analog circuits. Emphasis is placed on dependence between formulation of quality indices, problem formulation, and computational complexity of design centering algorithms, executed in single- or multiple-processor environments. For characterization of solution techniques a standard CMOS op-amp design case and a simplified computational complexity analysis are used.
    Źródło:
    International Journal of Electronics and Telecommunications; 2011, 57, 2; 159-167
    2300-1933
    Pojawia się w:
    International Journal of Electronics and Telecommunications
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    The limit properties diffusion process in a semi-Markov environment
    Autorzy:
    Chabanyuk, Y.
    Rosa, W.
    Powiązania:
    https://bibliotekanauki.pl/articles/122295.pdf
    Data publikacji:
    2018
    Wydawca:
    Politechnika Częstochowska. Wydawnictwo Politechniki Częstochowskiej
    Tematy:
    stochastic approximation procedure
    compensating operator
    asymptotic normality of the stochastic procedure
    small parameter
    martingale characterization
    Markov processes
    semi-Markov processes
    aproksymacja stochastyczna
    procedura stochastyczna
    proces Markova
    proces semi-Markova
    stochastyczny proces dyfuzji
    Opis:
    In this paper we consider the stochastic diffusion process with semi-Markov switchings in an averaging scheme. We present results and conditions on convergence to the classic diffusion process, in case with semi-Markov process perturbation is uniformly ergodic. We used small parameter scheme to get the main result.
    Źródło:
    Journal of Applied Mathematics and Computational Mechanics; 2018, 17, 1; 5-14
    2299-9965
    Pojawia się w:
    Journal of Applied Mathematics and Computational Mechanics
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Ryszard Zieliński’s contribution to statistical optimization and fixed-precision estimation
    Autorzy:
    Męczarski, Marek
    Powiązania:
    https://bibliotekanauki.pl/articles/747417.pdf
    Data publikacji:
    2012
    Wydawca:
    Polskie Towarzystwo Matematyczne
    Tematy:
    stochastic approximation, Kiefer-Wolfowitz procedure, gradient estimation, response surface analysis, simplex design, confidence set, stopping rule, fixed-precision estimation
    aproksymacja stochastyczna, procedura Kiefera\--Wol\-fowitza, estymacja gradientu, analiza powierzchni odpowiedzi, plan sympleksowy, zbiór ufności, reguła zatrzymania, estymacja stałoprecyzyjna
    Opis:
    W tej części opisane będą wyniki Profesora Ryszarda Zielińskiego w dziedzinie klasycznej aproksymacji stochastycznej, analizy powierzchni odpowiedzi oraz konstrukcji zbiorów ufności o zadanej precyzji.
    Professor Ryszard Zieliński's results in stochastic approximation, extremal experimental design in the framework of response surface analysis and fixed-precision set estimation are outlined. First, he proposed a randomized version of Fabian's (1967) gradient estimate in the Kiefer-Wolfowitz procedure, which reduced the number of required observations and improved the rate of convergence. Second, when considering response surface analysis and experimental designs for the gradient estimation, he constructed a randomized simplex design which resulted in the unbiased estimator. Third, he gave a method to construct confidence sets with prescribed accuracy (i. e. the width and the confidence level) by sampling independent copies of a process of interest. Professor Ryszard Zieliński's results in stochastic approximation, extremal experimental design in the framework of response surface analysis and fixed precision set estimation are outlined. First, he proposed a randomized version of Fabian's (1967) gradient estimate in the Kiefer-Wolfowitz procedure, which reduced the number of required observations and improved the rate of convergence. Second, when considering response surface analysis and experimental designs for the gradient estimation, he constructed a randomized simplex design which resulted in the unbiased estimator. Third, he gave a method to construct confidence sets with prescribedaccuracy (i. e. the width and the confidence level) by sampling independent copiesof a process of interest.
    Źródło:
    Mathematica Applicanda; 2012, 40, 2
    1730-2668
    2299-4009
    Pojawia się w:
    Mathematica Applicanda
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    New characterizations of reproducing kernel Hilbert spaces and applications to metric geometry
    Autorzy:
    Alpay, Daniel
    Jorgensen, Palle E.T.
    Powiązania:
    https://bibliotekanauki.pl/articles/2051893.pdf
    Data publikacji:
    2021
    Wydawca:
    Akademia Górniczo-Hutnicza im. Stanisława Staszica w Krakowie. Wydawnictwo AGH
    Tematy:
    reproducing kernel
    positive definite functions
    approximation
    algorithms
    measures
    stochastic processes
    Opis:
    We give two new global and algorithmic constructions of the reproducing kernel Hilbert space associated to a positive definite kernel. We further present a general positive definite kernel setting using bilinear forms, and we provide new examples. Our results cover the case of measurable positive definite kernels, and we give applications to both stochastic analysis and metric geometry and provide a number of examples.
    Źródło:
    Opuscula Mathematica; 2021, 41, 3; 283-300
    1232-9274
    2300-6919
    Pojawia się w:
    Opuscula Mathematica
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    A two-stage stochastic programming approach for production planning system with seasonal demand
    Autorzy:
    Mahmoud, Asmaa A.
    Aly, Mohamed F.
    Mohib, Ahmed M.
    Afefy, Islam H.
    Powiązania:
    https://bibliotekanauki.pl/articles/952860.pdf
    Data publikacji:
    2020
    Wydawca:
    Polska Akademia Nauk. Czytelnia Czasopism PAN
    Tematy:
    process manufacturing system
    two-stage stochastic programming
    sampling average approximation
    Opis:
    Seasonality is a function of a time series in which the data experiences regular and predictable changes that repeat each calendar year. Two-stage stochastic programming model for real industrial systems at the case of a seasonal demand is presented. Sampling average approximation (SAA) method was applied to solve a stochastic model which gave a productive structure for distinguishing and statistically testing a different production plan. Lingo tool is developed to obtain the optimal solution for the proposed model which is validated by Math works Matlab. The actual data of the industrial system; from the General Manufacturing Company, was applied to examine the proposed model. Seasonal future demand is then estimated using the multiplicative seasonal method, the effect of seasonality was presented and discussed. One might say that the proposed model is viewed as a moderately accurate tool for industrial systems in case of seasonal demand. The current research may be considered a significant tool in case of seasonal demand. To illustrate the applicability of the proposed model a numerical example is solved using the proposed technique. ANOVA analysis is applied using MINITAB 17 statistical software to validate the obtained results.
    Źródło:
    Management and Production Engineering Review; 2020, 11, 1; 31--42
    2080-8208
    2082-1344
    Pojawia się w:
    Management and Production Engineering Review
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Coloured-noise-induced transitions in nonlinear structures
    Autorzy:
    Mankin, R.
    Laas, T.
    Soika, E.
    Sauga, A.
    Rekker, A.
    Ainsaar, A.
    Ugaste, U.
    Powiązania:
    https://bibliotekanauki.pl/articles/147752.pdf
    Data publikacji:
    2008
    Wydawca:
    Instytut Chemii i Techniki Jądrowej
    Tematy:
    non-equilibrium fluctuations
    coloured-noise-induced transitions
    mean-field approximation
    Hopf bifurcation
    stochastic Lotka-Volterra system
    Opis:
    In a stochastic framework, macroscopic approaches are sought to describe microscopic interaction between different species. Coloured-noise-induced transitions in stochastic N-species Lotka-Volterra systems are considered analytically as an appropriate model extendable to many natural and nano-technological processes. All the results discussed are computed by means of a dynamical mean-field approximation. It is demonstrated that interplay of coloured noise and interaction intensities of species can generate a variety of cooperation effects, such as discontinuous transitions of the mean population density, noise-induced Hopf bifurcations and relaxation oscillation. The necessary conditions for the cooperation effects are also discussed. Particularly, it is established that, in the case of the Beddington functional response, in certain parameter regions of the model an increase in noise correlation time can cause multiple transitions (more than two) between relaxation oscillatory regimes and equilibrium states.
    Źródło:
    Nukleonika; 2008, 53, 3; 127-134
    0029-5922
    1508-5791
    Pojawia się w:
    Nukleonika
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
    Tytuł:
    Selected multicriteria shortest path problems: An analysis of complexity, models and adaptation of standard algorithms
    Autorzy:
    Tarapata, Z.
    Powiązania:
    https://bibliotekanauki.pl/articles/929638.pdf
    Data publikacji:
    2007
    Wydawca:
    Uniwersytet Zielonogórski. Oficyna Wydawnicza
    Tematy:
    problem najkrótszej ścieżki
    złożoność algorytmu
    algorytm aproksymacji
    multiobjective shortest path
    stochastic shortest path
    algorithm complexity
    routing problem
    terrain-based modeling
    approximation algorithm
    Opis:
    The paper presents selected multicriteria (multiobjective) approaches to shortest path problems. A classification of multiobjective shortest path (MOSP) problems is given. Different models of MOSP problems are discussed in detail. Methods of solving the formulated optimization problems are presented. An analysis of the complexity of the presented methods and ways of adapting of classical algorithms for solving multiobjective shortest path problems are described. A comparison of the effectiveness of solving selected MOSP problems defined as mathematical programming problems (using the CPLEX 7.0 solver) and multi-weighted graph problems (using modified Dijkstra’s algorithm) is given. Experimental results of using the presented methods for multicriteria path selection in a terrain-based grid network are given.
    Źródło:
    International Journal of Applied Mathematics and Computer Science; 2007, 17, 2; 269-287
    1641-876X
    2083-8492
    Pojawia się w:
    International Journal of Applied Mathematics and Computer Science
    Dostawca treści:
    Biblioteka Nauki
    Artykuł
      Wyświetlanie 1-12 z 12

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