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COLT
2004
Springer
14 years 24 days ago
Convergence of Discrete MDL for Sequential Prediction
We study the properties of the Minimum Description Length principle for sequence prediction, considering a two-part MDL estimator which is chosen from a countable class of models....
Jan Poland, Marcus Hutter
JMLR
2002
100views more  JMLR 2002»
13 years 7 months ago
On the Convergence of Optimistic Policy Iteration
We consider a finite-state Markov decision problem and establish the convergence of a special case of optimistic policy iteration that involves Monte Carlo estimation of Q-values,...
John N. Tsitsiklis
MOC
1998
144views more  MOC 1998»
13 years 7 months ago
Convergence of a random walk method for a partial differential equation
Abstract. A Cauchy problem for a one–dimensional diffusion–reaction equation is solved on a grid by a random walk method, in which the diffusion part is solved by random walk...
Weidong Lu
ICASSP
2011
IEEE
12 years 11 months ago
An efficient variable step-size proportionate affine projection algorithm
Proportionate-type affine projection algorithms (PAPAs) are very attractive choices for echo cancellation. These algorithms combine the good features (convergence and tracking) o...
Constantin Paleologu, Jacob Benesty, Felix Albu, S...
STOC
2007
ACM
132views Algorithms» more  STOC 2007»
14 years 7 months ago
On the convergence of Newton's method for monotone systems of polynomial equations
Monotone systems of polynomial equations (MSPEs) are systems of fixed-point equations X1 = f1(X1, . . . , Xn), . . . , Xn = fn(X1, . . . , Xn) where each fi is a polynomial with p...
Stefan Kiefer, Michael Luttenberger, Javier Esparz...