Pages that link to "Item:Q689061"

The following pages link to Markov chains and stochastic stability (Q689061):

Displaying 50 items.

• Tail index of asymptotically homogeneous Markov chains (Q392704) (← links)
• Generalization bounds of ERM algorithm with Markov chain samples (Q403479) (← links)
• Geometric ergodicity for classes of homogeneous Markov chains (Q404128) (← links)
• A quenched weak invariance principle (Q405496) (← links)
• Evaluating default priors with a generalization of Eaton's Markov chain (Q405509) (← links)
• On mean square boundedness of stochastic linear systems with bounded controls (Q414586) (← links)
• A uniform Berry-Esseen theorem on \(M\)-estimators for geometrically ergodic Markov chains (Q418248) (← links)
• An order-theoretic mixing condition for monotone Markov chains (Q419217) (← links)
• Robustness and generalization (Q420915) (← links)
• Central limit theorem for Markov processes with spectral gap in the Wasserstein metric (Q424528) (← links)
• Limit theorems for stationary Markov processes with \(L^{2}\)-spectral gap (Q424699) (← links)
• A simple variance inequality for \(U\)-statistics of a Markov chain with applications (Q426715) (← links)
• On parameter estimation of partly observed bilinear discrete-time stochastic systems (Q427490) (← links)
• Erratum to ``Nonparametric estimation of the stationary density and the transition density of a Markov chain'' (Q429299) (← links)
• Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains (Q429786) (← links)
• Portraits of self-organization in fish schools interacting with robots (Q433797) (← links)
• V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model (Q434725) (← links)
• Efficient simulation and conditional functional limit theorems for ruinous heavy-tailed random walks (Q436303) (← links)
• Non-extinction of a Fleming-Viot particle model (Q438971) (← links)
• Sparse regression learning by aggregation and Langevin Monte-Carlo (Q439987) (← links)
• A class of measure-valued Markov chains and Bayesian nonparametrics (Q442087) (← links)
• Some aspects of modeling dependence in copula-based Markov chains (Q444977) (← links)
• Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling (Q449838) (← links)
• Efficient likelihood estimation in state space models (Q449965) (← links)
• Geometric ergodicity of the Gibbs sampler for Bayesian quantile regression (Q450861) (← links)
• Practical simulation and estimation for Gibbs Delaunay-Voronoi tessellations with geometric hardcore interaction (Q452621) (← links)
• Gibbs/Metropolis algorithms on a convex polytope (Q455635) (← links)
• A bi-level approach for the design of event-triggered control systems over a shared network (Q461467) (← links)
• Self-triggered linear quadratic control (Q463924) (← links)
• A review of empirical likelihood methods for time series (Q466523) (← links)
• Temporal difference-based policy iteration for optimal control of stochastic systems (Q467477) (← links)
• Nonparametric approach to identifying NARX systems (Q469615) (← links)
• Convergence rate and concentration inequalities for Gibbs sampling in high dimension (Q470046) (← links)
• Recurrence and transience criteria for two cases of stable-like Markov chains (Q471514) (← links)
• Stability analysis for stochastic hybrid systems: a survey (Q472550) (← links)
• Optimal queue-size scaling in switched networks (Q473153) (← links)
• Spectral gaps for a Metropolis-Hastings algorithm in infinite dimensions (Q473164) (← links)
• Coupling method for asymptotic analysis of queues with regenerative input and unreliable server (Q475086) (← links)
• Throughput optimal scheduling policies in networks of constrained queues (Q475136) (← links)
• From a kinetic equation to a diffusion under an anomalous scaling (Q479714) (← links)
• Monte Carlo methods for improper target distributions (Q485919) (← links)
• \(\Phi\)-entropy inequality and application for SDEs with jumps (Q488530) (← links)
• Learning, convergence and economic constraints (Q491299) (← links)
• Geometric ergodicity of random scan Gibbs samplers for hierarchical one-way random effects models (Q495387) (← links)
• Approximating the distributions of runs and patterns (Q499758) (← links)
• Estimation of integrated quadratic covariation with endogenous sampling times (Q506040) (← links)
• Hitting times, functional inequalities, Lyapunov conditions and uniform ergodicity (Q507414) (← links)
• A simple nonparametric method to estimate the expected time to cross a threshold (Q511571) (← links)
• Self-weighted LAD-based inference for heavy-tailed threshold autoregressive models (Q515145) (← links)
• MCMC design-based non-parametric regression for rare event. application to nested risk computations (Q515537) (← links)