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
Logarithmic Sobolev Inequality and Exponential Convergence of a Markovian Semigroup in the Zygmund Space
Sign Up to like & getrecommendations! Published in 2018 at "Entropy"
DOI: 10.3390/e20040220
Abstract: We investigate the exponential convergence of a Markovian semigroup in the Zygmund space under the assumption of logarithmic Sobolev inequality. We show that the convergence rate is greater than the logarithmic Sobolev constant. To do… read more here.
Keywords: space; sobolev; convergence markovian; exponential convergence ... See more keywords