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MOC
2010
13 years 2 months ago
H(div) preconditioning for a mixed finite element formulation of the diffusion problem with random data
We study H(div) preconditioning for the saddle-point systems that arise in a stochastic Galerkin mixed formulation of the steady-state diffusion problem with random data. The key i...
Howard C. Elman, Darran G. Furnival, Catherine E. ...
COLT
2004
Springer
14 years 27 days ago
Learning Classes of Probabilistic Automata
Abstract. Probabilistic finite automata (PFA) model stochastic languages, i.e. probability distributions over strings. Inferring PFA from stochastic data is an open field of rese...
François Denis, Yann Esposito
MP
2008
103views more  MP 2008»
13 years 7 months ago
Aggregation and discretization in multistage stochastic programming
Multistage stochastic programs have applications in many areas and support policy makers in finding rational decisions that hedge against unforeseen negative events. In order to en...
Daniel Kuhn
COLT
2010
Springer
13 years 5 months ago
An Asymptotically Optimal Bandit Algorithm for Bounded Support Models
Multiarmed bandit problem is a typical example of a dilemma between exploration and exploitation in reinforcement learning. This problem is expressed as a model of a gambler playi...
Junya Honda, Akimichi Takemura
SIAMCO
2000
104views more  SIAMCO 2000»
13 years 7 months ago
Law of the Iterated Logarithm for a Constant-Gain Linear Stochastic Gradient Algorithm
We study almost-sure limiting properties, taken as 0, of the finite horizon sequence of random estimates { 0, 1, 2, . . . , T/ } for the linear stochastic gradient algorithm n+1 ...
J. A. Joslin, A. J. Heunis