Approximation of Markov semigroups in total variation distance under an irregular setting: An application to the CIR process
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DOI: 10.1016/j.spa.2018.03.008
Abstract: Abstract In this paper, we propose a method to prove the total variation convergence of approximation of Markov semigroups with singularities. In particular our approach is adapted to the study of numerical schemes for Stochastic… read more here.
Keywords: total variation; variation; cir process; approximation markov ... See more keywords
Convergence of Markovian stochastic approximation for Markov random fields with hidden variables
Sign Up to like & getrecommendations! Published in 2019 at "Stochastics and Dynamics"
DOI: 10.1142/s021949372050029x
Abstract: This paper studies the convergence of the stochastic algorithm of the modified Robbins–Monro form for a Markov random field (MRF), in which some of the nodes are clamped to be observed variables wh... read more here.
Keywords: markov; markov random; convergence markovian; stochastic approximation ... See more keywords