MATH
Login Or Sign up

List Question

15
79
Views

Comparison of variance of stochastic and non-stochastic integrals of the Brownian motion

Published on
#stochastic-processes #stochastic-calculus #brownian-motion #stochastic-integrals #stochastic-approximation
38
Views

Application of Gram-Charlier expansion for Swaption pricing with drift extension

Published on
#finance #stochastic-integrals #stochastic-approximation
368
Views

Convergence of a Stochastic Process - Am I missing something obvious?

Published on
#real-analysis #stochastic-processes #stochastic-analysis #stochastic-approximation
81
Views

GMM estimator for Ornstein Uhlenbeck process

Published on
#stochastic-processes #stochastic-calculus #stochastic-approximation
897
Views

Proof for convergence of stochastic gradient descent to a local optimum for non convex functions

Published on
#optimization #numerical-methods #stochastic-approximation
97
Views

The concept of "convergence in distribution"

Published on
#statistics #convergence-divergence #stochastic-processes #random-variables #stochastic-approximation
92
Views

Robbins–Monro algorithm

Published on
#density-function #stochastic-approximation
343
Views

Upper bound or approximate form for the CDF of Hypo exponential random variable

Published on
#probability #probability-theory #probability-distributions #approximation-theory #stochastic-approximation
291
Views

Area covered by multiple (possibly intersecting) circles on surface of sphere

Published on
#circles #spherical-geometry #geodesic #stochastic-approximation
173
Views

A basic question on stochastic gradient descent

Published on
#optimization #stochastic-approximation
147
Views

Maximize or find an upper bound of the function $kx^{k-1}\exp(-\mu(x^k-x))$

Published on
#calculus #probability-theory #simulation #stochastic-approximation
39
Views

Metropolis sampling for Bayesian networks

Published on
#markov-process #sampling #bayesian-network #stochastic-approximation
59
Views

Low variance gradient for entropy of gaussian mixture cross entropy

Published on
#optimization #statistical-inference #monte-carlo #stochastic-approximation
39
Views

Numerically integrating the same SPDE on different dimensions results in different outcomes

Published on
#partial-differential-equations #numerical-methods #numerical-calculus #stochastic-pde #stochastic-approximation
62
Views

Meaning of a term in stochastic gradient descent

Published on
#probability #statistics #measure-theory #stochastic-processes #stochastic-approximation

Trending Questions

Popular # Hahtags

second-order-logic numerical-methods puzzle logic probability number-theory winding-number real-analysis integration calculus complex-analysis sequences-and-series proof-writing set-theory functions homotopy-theory elementary-number-theory ordinary-differential-equations circles derivatives game-theory definite-integrals elementary-set-theory limits multivariable-calculus geometry algebraic-number-theory proof-verification partial-derivative algebra-precalculus

Popular Questions

Copyright © 2021 JogjaFile Inc.