Image de couverture de livre

Variance Decay Property for Filter Stability

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteurs principaux:	Kim, Jin Won, Mehta, Prashant G.
Format:	Preprint
Publié:	2023
Sujets:	Optimization and Control Probability
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Backward Map for Filter Stability Analysis
par: Kim, Jin Won, et autres
Publié: (2024)

A Unified Control Theory Derivation of Discrete-Time Linear Ensemble Kalman Filters
par: Kim, Jin Won
Publié: (2026)

Arrow of Time in Estimation and Control: Duality Theory Beyond the Linear Gaussian Model
par: Kim, Jin Won, et autres
Publié: (2024)

Stability of Wasserstein projections in convex order via metric extrapolation
par: Kim, Jakwang, et autres
Publié: (2025)

Controlling the Flow: Stability and Convergence for Stochastic Gradient Descent with Decaying Regularization
par: Kassing, Sebastian, et autres
Publié: (2025)

Random Walks with Traversal Costs: Variance-Aware Performance Analysis and Network Optimization
par: Le, Thao, et autres
Publié: (2026)

Optimal Filtering for Interacting Particle Systems
par: Dorogovtsev, Andrey, et autres
Publié: (2024)

Adapted Optimal Transport between Filtered Gaussian Processes
par: Gunasingam, Madhu, et autres
Publié: (2026)

The Variational Approach in Filtering and Correlated Noise
par: Srinivasan, Sharan, et autres
Publié: (2026)

Particle Filter Optimization: A Bayesian Approach for Global Stochastic Optimization
par: Eslami, Mostafa, et autres
Publié: (2024)

A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks
par: Zhao, Feiyang, et autres
Publié: (2023)

Stability of Polling Systems for a Large Class of Markovian Switching Policies
par: Avrachenkov, Konstantin, et autres
Publié: (2025)

The Number of Overlapping Customers in Erlang-A Queues: An Asymptotic Approach
par: Ko, Young Myoung, et autres
Publié: (2023)

A New Look at the Ensemble Kalman Filter for Inverse Problems: Duality, Non-Asymptotic Analysis and Convergence Acceleration
par: Krishnanunni, C G, et autres
Publié: (2026)

Stability of Partitions Induced by Nearest-Center Assignment Under Perturbations
par: Sabit, MD Nahidul Hasan, et autres
Publié: (2026)

Variance strikes back: sub-game--perfect Nash equilibria in time-inconsistent $N$-player games, and their mean-field sequel
par: Possamaï, Dylan, et autres
Publié: (2025)

Structure of average distance minimizers in general dimensions
par: O'Brien, Lucas, et autres
Publié: (2025)

Dual Filter: A Transformer-like Inference Architecture for Hidden Markov Models
par: Chang, Heng-Sheng, et autres
Publié: (2025)

Product-Form Distribution and Reversibility of Inhomogeneous Symmetric Simple Exclusion Process with Open Boundaries
par: Yashina, Marina V., et autres
Publié: (2025)

Approximate Computation of Loss Probability for Queueing System with Capacity Sharing Discipline
par: Yashina, M. V., et autres
Publié: (2024)

Synchronous Heterogeneous Exclusion Processes on Open Lattice
par: Yashina, Marina V., et autres
Publié: (2024)

An Information-Theoretic Analysis of Continuous-Time Control and Filtering Limitations by the I-MMSE Relationships
par: Wan, Neng, et autres
Publié: (2022)

Asymptotically Optimal Appointment Scheduling in the Presence of Patient Unpunctuality
par: Lipscomb, Nikolai, et autres
Publié: (2024)

Stable optimisation-based scenario generation via game theoretic approach
par: Bounitsis, Georgios L., et autres
Publié: (2023)

Distributionally robust monopoly pricing: Switching from low to high prices in volatile markets
par: van Eck, Tim S. G., et autres
Publié: (2024)

Properties of Discrete Sliced Wasserstein Losses
par: Tanguy, Eloi, et autres
Publié: (2023)

Differentiable Filtering for Learning Hidden Markov Models
par: Chen, Reginald Zhiyan, et autres
Publié: (2025)

Algorithmic Stability of Stochastic Gradient Descent with Momentum under Heavy-Tailed Noise
par: Dang, Thanh, et autres
Publié: (2025)

How to implement the Bayes' formula in the age of ML?
par: Taghvaei, Amirhossein, et autres
Publié: (2024)

Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin
par: Locas, Félix, et autres
Publié: (2023)

Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
par: Amini, Hamed, et autres
Publié: (2023)

Time-inconsistent mean-field stopping problems: A regularized equilibrium approach
par: Yu, Xiang, et autres
Publié: (2023)

Langevin dynamics for the probability of finite state Markov processes
par: Li, Wuchen
Publié: (2023)

A generalized moment approach to sharp bounds for conditional expectations
par: van Eekelen, Wouter J. E. C.
Publié: (2023)

On optimal control of reflected diffusions
par: Jonsson, Adam
Publié: (2023)

The Principle of Optimality in Dynamic Programming: A Pedagogical Note
par: Light, Bar
Publié: (2023)

Entropic mean-field min-max problems via Best Response flow
par: Lascu, Razvan-Andrei, et autres
Publié: (2023)

Maximum Principle for Control System driven by Mixed Fractional Brownian Motion
par: Li, Yuhang, et autres
Publié: (2023)

Risk-averse mean field games: exploitability and non-asymptotic analysis
par: Cheng, Ziteng, et autres
Publié: (2023)

On the interplay between pricing, competition and QoS in ride-hailing
par: Walunj, Tushar Shankar, et autres
Publié: (2023)