Algorithmes stochastiques / Marie Duflo

Auteur principal : Duflo, Marie, AuteurType de document : MonographieCollection : Mathématiques et applications, 23Langue : français.Pays: Allemagne.Éditeur : Berlin : Springer, 1996Description : 1 vol. (XIII-319 p.) : graph. ; 24 cmISBN: 3540606998.ISSN: 1154-483X.Bibliographie : Bibliogr. en fin de chapitres. Index.Sujet MSC : 60F05, Limit theorems in probability theory, Central limit and other weak theorems
62L20, Sequential statistical methods, Stochastic approximation
93-08, Computational methods for problems pertaining to systems and control theory
60F10, Limit theorems in probability theory, Large deviations
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
En-ligne : Zentralblatt | MathSciNet Item type: Monographie
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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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