Convergence rate of EM scheme for SDDEs

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Asymptotic Convergence Rate of the EM Algorithm for Gaussian Mixtures

It is well known that the convergence rate of the expectation-maximization (EM) algorithm can be faster than those of convention first-order iterative algorithms when the overlap in the given mixture is small. But this argument has not been mathematically proved yet. This article studies this problem asymptotically in the setting of gaussian mixtures under the theoretical framework of Xu and Jo...

متن کامل

Convergence Rate of the Glimm Scheme

In this paper we prove that there exists a random sequence θi for the Glimm scheme such that the approximate solution u (t) converges to the exact semigroup solution Stū of the strictly hyperbolic system of conservation laws ut + f(u)x = 0, u(t = 0) = ū as follows: for all T ≥ 0 it holds lim ε→0 ‖uε(T )− ST ū √ ε| log ε| = 0. This result is the extension of the analysis of [9] to the general ca...

متن کامل

The rate of convergence of the binomial tree scheme

We study the detailed convergence of the binomial tree scheme. It is known that the scheme is first order. We find the exact constants, and show it is possible to modify Richardson extrapolation to get a method of order three-halves. We see that the delta, used in hedging, converges at the same rate. We analyze this by first embedding the tree scheme in the Black-Scholes diffusion model by mean...

متن کامل

Convergence Rate Analysis of the Forward-Douglas-Rachford Splitting Scheme

Operator splitting schemes are a class of powerful algorithms that solve complicated monotone inclusion and convex optimization problems that are built from many simpler pieces. They give rise to algorithms in which all simple pieces of the decomposition are processed individually. This leads to easily implementable and highly parallelizable or distributed algorithms, which often obtain nearly ...

متن کامل

A Rational Interpolation Scheme with Superpolynomial Rate of Convergence

The purpose of this study is to construct a high-order interpolation and scheme for arbitrary scattered datasets. The resulting function approximation is an interpolation function when the dataset is exact, or a regression if measurement errors are present. We represent each datapoint with a Taylor series, and the approximation error as a combination of the derivatives of the the target functio...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Proceedings of the American Mathematical Society

سال: 2013

ISSN: 0002-9939,1088-6826

DOI: 10.1090/s0002-9939-2013-11886-1