Matrix-analytic methods for solving Poisson’s equation with applications to Markov chains of GI/G/1-type. (English) Zbl 1523.60126
Reviewer: Ze-Chun Hu (Chengdu)
Found 46 Documents (Results 1–46)
Community structure recovery and interaction probability estimation for gossip opinion dynamics. (English) Zbl 1520.91289
MSC:
91D30
Concentration inequalities for output statistics of quantum Markov processes. (English) Zbl 1527.81004
Dynamics of the box-ball system with random initial conditions via Pitman’s transformation. (English) Zbl 1510.37002
Memoirs of the American Mathematical Society 1398. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5633-7/pbk; 978-1-4704-7399-0/ebook). vii, 99 p. (2023).
Augmented truncation approximations to the solution of Poisson’s equation for Markov chains. (English) Zbl 1510.60069
Fundamental design principles for reinforcement learning algorithms. (English) Zbl 07608704
Vamvoudakis, Kyriakos G. (ed.) et al., Handbook of reinforcement learning and control. Cham: Springer. Stud. Syst. Decis. Control 325, 75-137 (2021).
MSC:
68Txx
Hoeffding’s inequality for general Markov chains and its applications to statistical learning. (English) Zbl 07415082
MSC:
68T05
Hoeffding’s inequality for Markov processes via solution of Poisson’s equation. (English) Zbl 1482.60094
Reviewer: Sourav Sarkar (Toronto)
New Bernstein and Hoeffding type inequalities for regenerative Markov chains. (English) Zbl 1411.62112
Meet your expectations with guarantees: beyond worst-case synthesis in quantitative games. (English) Zbl 1371.91022
On Hoeffding and Bernstein type inequalities for sums of random variables in non-additive measure spaces and complete convergence. (English) Zbl 1342.60021
Online change detection of Markov chains with unknown post-change transition probabilities. (English) Zbl 1343.62046
Nonanticipative duality of sources and channels with memory and feedback. (English) Zbl 1404.94030
van Schuppen, Jan H. (ed.) et al., Coordination control of distributed systems. Cham: Springer (ISBN 978-3-319-10406-5/pbk; 978-3-319-10407-2/ebook). Lecture Notes in Control and Information Sciences 456, 325-335 (2015).
Hoeffding’s inequalities for geometrically ergodic Markov chains on general state space. (English) Zbl 1297.60047
On the foundations and the applications of evolutionary computing. (English) Zbl 1251.68199
Tantar, Emilia (ed.) et al., EVOLVE – a bridge between probability, set oriented numerics and evolutionary computation. Selected papers based on the presentations at the workshop 2011, Bourglinster Castle, Luxembourg, May 25–27, 2011. Berlin: Springer (ISBN 978-3-642-32725-4/hbk; 978-3-642-32726-1/ebook). Studies in Computational Intelligence 447, 3-89 (2013).
Nonasymptotic bounds on the mean square error for MCMC estimates via renewal techniques. (English) Zbl 1271.65007
Plaskota, Leszek (ed.) et al., Monte Carlo and quasi-Monte Carlo methods 2010. Selected papers based on the presentations at the 9th international conference on Monte Carlo and quasi Monte Carlo in scientific computing (MCQMC 2010), Warsaw, Poland, August 15–20, 2010. Berlin: Springer (ISBN 978-3-642-27439-8/hbk; 978-3-642-27440-4/ebook). Springer Proceedings in Mathematics & Statistics 23, 539-555 (2012).
Robustness and generalization. (English) Zbl 1242.68259
Generalization performance of least-square regularized regression algorithm with Markov chain samples. (English) Zbl 1231.62167
Asymptotic synchronization for finite-state sources. (English) Zbl 1238.68059
Reviewer: Claudia Simionescu-Badea (Wien)
MSC:
68Q05
62M05
Consistency of the maximum likelihood estimator for general hidden Markov models. (English) Zbl 1209.62194
Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences. (English) Zbl 1207.62201
Rigorous confidence bounds for MCMC under a geometric drift condition. (English) Zbl 1210.65004
Reviewer: R. E. Maiboroda (Kyïv)
A Hoeffding inequality for Markov chains using a generalized inverse. (English) Zbl 1170.60025
Reviewer: Marius Iosifescu (Bucureşti)
On convergence rate of the Shannon entropy rate of ergodic Markov chains via sample-path simulation. (English) Zbl 1108.60065
Large deviation asymptotics and control variates for simulating large functions. (English) Zbl 1094.60017
Reviewer: Zdzisław Rychlik (Lublin)
Sample path optimality for a Markov optimization problem. (English) Zbl 1088.60080
Reviewer: Henrikas Pragarauskas (Vilnius)
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