Stochastic approximation EM for large-scale exploratory IRT factor analysis.
Sign Up to like & getrecommendations! Published in 2019 at "Statistics in medicine"
DOI: 10.1002/sim.8217
Abstract: A stochastic approximation EM algorithm (SAEM) is described for exploratory factor analysis of dichotomous or ordinal variables. The factor structure is obtained from sufficient statistics that are updated during iterations with the Robbins-Monro procedure. Two… read more here.
Keywords: large scale; stochastic approximation; analysis; factor analysis ... See more keywords
A stochastic approximation resource allocation approach for HD live streaming
Sign Up to like & getrecommendations! Published in 2017 at "Telecommunication Systems"
DOI: 10.1007/s11235-016-0161-7
Abstract: One of the current issues in the peer-to-peer streaming systems is to supply sufficient upload bandwidth for continuous streaming of high-quality video channels. The helpers as upload bandwidth boosters can improve the streaming capacity of… read more here.
Keywords: video; resource allocation; approximation resource; stochastic approximation ... See more keywords
General multilevel adaptations for stochastic approximation algorithms II: CLTs
Sign Up to like & getrecommendations! Published in 2021 at "Stochastic Processes and their Applications"
DOI: 10.1016/j.spa.2020.11.001
Abstract: Abstract In this article we establish central limit theorems for multilevel Polyak–Ruppert averaged stochastic approximation schemes. We work under very mild technical assumptions and consider the slow regime in which typical errors decay like N… read more here.
Keywords: general multilevel; approximation; stochastic approximation; adaptations stochastic ... See more keywords
Multiple drawing multi-colour urns by stochastic approximation
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Applied Probability"
DOI: 10.1017/jpr.2018.16
Abstract: Abstract A classical Pólya urn scheme is a Markov process where the evolution is encoded by a replacement matrix (Ri, j)1 ≤ i, j ≤ d. At every discrete time-step, we draw a ball uniformly… read more here.
Keywords: multiple drawing; stochastic approximation; colour; case ... See more keywords
Stochastic Approximation to MBAR and TRAM: Batchwise Free Energy Estimation.
Sign Up to like & getrecommendations! Published in 2022 at "Journal of chemical theory and computation"
DOI: 10.1021/acs.jctc.2c00976
Abstract: The dynamics of molecules are governed by rare event transitions between long-lived (metastable) states. To explore these transitions efficiently, many enhanced sampling protocols have been introduced that involve using simulations with biases or changed temperatures.… read more here.
Keywords: tram; mbar tram; stochastic approximation; mbar ... See more keywords
Distributed Stochastic Approximation Algorithm With Expanding Truncations
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2019.2912713
Abstract: In this paper, a novel distributed stochastic approximation algorithm (DSAA) is proposed to seek roots of the sum of local functions, each of which is associated with an agent from multiple agents connected over a… read more here.
Keywords: expanding truncations; local functions; stochastic approximation; approximation algorithm ... See more keywords
High Dimensional Origin Destination Calibration Using Metamodel Assisted Simultaneous Perturbation Stochastic Approximation
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Intelligent Transportation Systems"
DOI: 10.1109/tits.2023.3234615
Abstract: The huge traffic data generated by intelligent transportation system (ITS) leads to the development of many advanced traffic models. These traffic models consist of many adjustable parameters which need to be calibrated before they are… read more here.
Keywords: stochastic approximation; calibration; simultaneous perturbation; perturbation stochastic ... See more keywords
Stochastic Approximation and Memory-Limited Subspace Tracking for Poisson Streaming Data
Sign Up to like & getrecommendations! Published in 2018 at "IEEE Transactions on Signal Processing"
DOI: 10.1109/tsp.2017.2780041
Abstract: Poisson count data is ubiquitously encountered in applications such as optical imaging, social networks, and traffic monitoring, where the data is typically modeled after a Poisson distribution and presented in a streaming fashion. Therefore, it… read more here.
Keywords: memory limited; stochastic approximation; poisson; subspace ... 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
An efficient tomographic inversion method based on the Stochastic Approximation
Sign Up to like & getrecommendations! Published in 2018 at "Geophysics"
DOI: 10.1190/geo2017-0275.1
Abstract: Near-surface solutions often play a significant role in imaging the subsurface structures for land or shallow marine environments. Unfortunately, the standard approach to first-arrival traveltime tomography may involve the inversion of a large number of… read more here.
Keywords: traveltime tomography; inversion; approximation; stochastic approximation ... See more keywords
Optimization of ultraviolet communication links based on finite difference stochastic approximation.
Sign Up to like & getrecommendations! Published in 2022 at "Optics express"
DOI: 10.1364/oe.468250
Abstract: The ultraviolet communication (UV) channel has been shown to have unique features that could be exploited for covert ground-to-ground communications in complex non-line-of-sight (NLOS) scenarios. A key challenge is the determination of optimal configuration of… read more here.
Keywords: ultraviolet communication; based finite; stochastic approximation; difference stochastic ... See more keywords