Výsledky vyhledávání - "C. C. Y. Dorea"

Convergence rates for Markov chain order estimates using EDC criterion

Autor: J. S. Lopes, C. C. Y. Dorea

Publikováno v: Bulletin of the Brazilian Mathematical Society, New Series. 37:561-570

The Efficient Determination Criterion (EDC) generalizes the AIC and BIC criteria and provides a class of consistent estimators for the order of a Markov chain with finite state space. In this note, we derive rates of convergence for the EDC estimates

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::ad3b43ecb989563b709f56e25592aaa5
https://doi.org/10.1007/s00574-006-0027-9

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Strong consistency of Kernel density estimates for Markov chains failure rates

Autor: C. C. Y. Dorea, G. S. Atuncar, C. R. Gonçalves

Publikováno v: Statistical Inference for Stochastic Processes. 11:1-10

For a homogeneous and uniformly ergodic Markov chain, with transition kernel \(P(x, A) = \int_{A} f(y|x)\hbox{d}y, x \in E \subset R^{d}\), we analyse some reliability measures and failure rates associated with the transition probabilities. Sufficien

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::27a78d7e61afd637e0a320075282c459
https://doi.org/10.1007/s11203-006-9003-7

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Sufficient Conditions for Ergodicity and Convergence of MH, SA, and EM Algorithms

Autor: D. S. B. Martins Neto, C. C. Y. Dorea, A. G. C. Pereira

Publikováno v: Stochastic Models. 20:193-204

A simple sufficient condition for ergodicity of Markov chains that possess transition kernel of the type P(x, A) = ∫ A p(x, y)ν(dy) + r(x)1 A (x) is presented. Applications includes the convergence of several MCMC algorithms: Metropolis-Hastings,

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::77426fc7a8aa48336764168d9beddb4b
https://doi.org/10.1081/stm-120034128

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Autor: L. C. Zhao, C. C. Y. Dorea

Publikováno v: Statistical Inference for Stochastic Processes. 5:55-64

Let { X n} be a Markov chain that is either f -mixing or satisfies the Poisson equation.In this note we obtain the convergence rate under L 1 -criterion for bounded functions of the X k 's. And in the hidden Markov model setup { (X n ,Y n ) }we study

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::463f548725f3e8caf5b62e2848ce1d3b
https://doi.org/10.1023/a:1013722215208

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Autor: C. R. Gonçalves, C. C. Y. Dorea, L. C. Zhao

Publikováno v: Statistical Inference for Stochastic Processes. 4:273-282

In this paper we propose a new and more general criterion (the efficient determination criterion, EDC) for estimating the order of a Markov chain. The consistency and the strong consistency of the estimates have been established under mild conditions

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::591435fc71da9f7a3465152f0deffd54
https://doi.org/10.1023/a:1012245821183

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Simple conditions for the convergence of simulated annealing type algorithms

Autor: J. R. Cruz, C. C. Y. Dorea

Publikováno v: Journal of Applied Probability. 35:885-892

We study a class of simulated annealing type algorithms for global minimization with general acceptance probabilities. This paper presents simple conditions, easy to verify in practice, which ensure the convergence of the algorithm to the global mini

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::161a92edc2e3389f77db09b95bf9bdad
https://doi.org/10.1017/s0021900200016582

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Alternative sampling strategy for a random optimization algorithm

Autor: C. C. Y. Dorea, C. R. Gonçalves

Publikováno v: Journal of Optimization Theory and Applications. 78:401-407

Alternative sampling procedures are compared to the pure random search method. It is shown that the efficiency of the algorithm can be improved with respect to the expected number of steps to reach an e-neighborhood of the optimal point.

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::4abe0e792418a72cba632424c7877d98
https://doi.org/10.1007/bf00939677

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Expected number of steps of a random optimization method

Autor: C. C. Y. Dorea

Publikováno v: Journal of Optimization Theory and Applications. 39:165-171

In this paper, we give an estimate of the expected number of steps of Matya's random optimization method applied to the constrained nonlinear minimization problem. It is also shown that, in a sense, this random optimization method can be optimized by

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b77e2a67b33ddf9925661b604cd4e10
https://doi.org/10.1007/bf00934526

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Limit theorems for Markov processes via a variant of the Trotter-Kato theorem

Autor: Walter A. Rosenkrantz, C. C. Y. Dorea

Publikováno v: Journal of Applied Probability. 17:704-715

A variant of the Trotter–Kato theorem due to Kurtz (1969) is used to give new and simpler proofs of functional central limit theorems for Markov processes. Applications include theorems of Bellman and Harris (1951), Stone (1961), Karlin and McGrego

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d5b1365fcb7f40371e4c325eba94d813
https://doi.org/10.1017/s0021900200033817

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