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62L20 Statistics -- Sequential methods -- Stochastic approximation

93E25 Systems theory; control -- Stochastic systems and control -- Other computational methods

60F10 Probability theory and stochastic processes -- Limit theorems -- Large deviations

60H10 Probability theory and stochastic processes -- Stochastic analysis -- Stochastic ordinary differential equations En-ligne: Zentralblatt | MathSciNet

Location | Call Number | Status | Date Due |
---|---|---|---|

Couloir | 11550-01 / Séries SMA (Browse Shelf) | Checked out | 17/04/2017 |

Couloir | 11550-02 / Séries SMA (Browse Shelf) | Available |

Bibliogr. en fin de chapitres. Index

This book is concerned with both classical and actual developments in stochastic algorithms, starting from general Markov processes theory, considering numerical and probabilistic aspects of Robbins-Monro like dynamics, including the associated large deviations estimates. The great novelty of the book is the inclusion of modern algorithms from artificial intelligence, image analysis, optimization and statistical mechanics like Kohonen’s learning algorithm, the Gibbs sampler, simulated annealing and genetic processes, and the presentation of the most recent mathematical results of these very active research areas. This book is intended to engineers, mathematicians and scientists interested in the mathematical aspects of these widely applied stochastic processes. (Zentralblatt)

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