Distributed Banach-Picard Iteration: Application to Distributed Parameter Estimation and PCA
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2023.3239806
Abstract: We recently proposed an algorithmic framework, distributed Banach-Picard iteration (DBPI), allowing a set of agents linked by a communication network to find a fixed point of a map that: (a) is the average of individual… read more here.
Keywords: distributed banach; picard iteration; banach picard;
Numerical Picard Iteration Methods for Simulation of Non-Lipschitz Stochastic Differential Equations
Sign Up to like & getrecommendations! Published in 2020 at "Symmetry"
DOI: 10.3390/sym12030383
Abstract: In this paper, we present splitting approaches for stochastic/deterministic coupled differential equations, which play an important role in many applications for modelling stochastic phenomena, e.g., finance, dynamics in physical applications, population dynamics, biology and mechanics.… read more here.
Keywords: numerical picard; stochastic differential; lipschitz stochastic; picard iteration ... See more keywords