Zobrazeno 1 - 10
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pro vyhledávání: '"Gaussian probabilities"'
Publikováno v:
In Applied Soft Computing February 2024 152
Autor:
Baldi, Paolo
Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding. This extends
Externí odkaz:
http://arxiv.org/abs/2103.10758
Autor:
Baldi, Paolo
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.'s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations.
Externí odkaz:
http://arxiv.org/abs/2001.02516
Autor:
Jones, Morgan, Peet, Matthew M.
We propose a method of approximating multivariate Gaussian probabilities using dynamic programming. We show that solving the optimization problem associated with a class of discrete-time finite horizon Markov decision processes with non-Lipschitz cos
Externí odkaz:
http://arxiv.org/abs/1802.02544
Akademický článek
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Akademický článek
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While Gaussian probability densities are omnipresent in applied mathematics, Gaussian cumulative probabilities are hard to calculate in any but the univariate case. We study the utility of Expectation Propagation (EP) as an approximate integration me
Externí odkaz:
http://arxiv.org/abs/1111.6832
Autor:
J. C. W. Denholm-Price
Publikováno v:
Nonlinear Processes in Geophysics, Vol 10, Iss 6, Pp 469-475 (2003)
Can a relatively small numerical weather prediction ensemble produce any more forecast information than can be reproduced by a Gaussian probability density function (PDF)? This question is examined using site-specific probability forecasts from the U
Externí odkaz:
https://doaj.org/article/dd15b917895b488a9655984679d139a3
Autor:
Paolo Baldi
Let us consider a Gaussian probability on a Banach space. We prove the existence of an intermediate Banach space between the space where the Gaussian measure lives and its RKHS. Such a space has full probability and a compact embedding. This extends
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5b4d67559f9ae0de0c07a73dd0600c09
http://arxiv.org/abs/2103.10758
http://arxiv.org/abs/2103.10758
Autor:
Paolo Baldi
We prove a simple criterion of exponential tightness for sequences of Gaussian r.v.’s with values in a separable Banach space from which we deduce a general result of Large Deviations which allows easily to obtain LD estimates in various situations
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6cd9930c551e772c55d6787e1c2f4ef1