The following pages link to (Q4165953):
Displaying 50 items.
- Hilbert \(A\)-modules (Q321854) (← links)
- On the equivalence of dynamically orthogonal and bi-orthogonal methods: theory and numerical simulations (Q349143) (← links)
- Oja's algorithm for graph clustering, Markov spectral decomposition, and risk sensitive control (Q361011) (← links)
- Queueing systems with hard delay constraints: a framework for real-time communication over unreliable wireless channels (Q383255) (← links)
- A smoothing stochastic algorithm for quantile estimation (Q395982) (← links)
- Optimal mean-square-error calibration of classifier error estimators under Bayesian models (Q408066) (← links)
- Certified reduced basis model validation: a frequentistic uncertainty framework (Q423502) (← links)
- A POD framework to determine robust controls in PDE optimization (Q434214) (← links)
- Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds (Q462307) (← links)
- Stochastic collocation with kernel density estimation (Q503927) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Generalized reinforcement learning in perfect-information games (Q524974) (← links)
- Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations (Q525276) (← links)
- Efficient shape optimization for certain and uncertain aerodynamic design (Q536665) (← links)
- Partially observable linear-quadratic stochastic pursuit-evasion games (Q581353) (← links)
- The decomposition of the Fisher information (Q584848) (← links)
- Multigrid and sparse-grid schemes for elliptic control problems with random coefficients (Q600955) (← links)
- Large deviation theory for a homogenized and ``corrected'' elliptic ODE (Q639504) (← links)
- Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base (Q639622) (← links)
- Dynamical criteria for the evolution of the stochastic dimensionality in flows with uncertainty (Q655563) (← links)
- A reduced basis approach for variational problems with stochastic parameters: application to heat conduction with variable Robin coefficient (Q660371) (← links)
- Numerical approximation of 2D Fredholm integral eigenvalue problems by orthogonal wavelets (Q669744) (← links)
- Martingale limit theorem and its application to an ergodic controlled Markov chain (Q673175) (← links)
- Sparse pseudospectral approximation method (Q695891) (← links)
- A Galerkin method with two-dimensional Haar basis functions for the computation of the Karhunen-Loève expansion (Q725812) (← links)
- Generalized runs tests for the IID hypothesis (Q737912) (← links)
- On the oscillation of solutions for a class of second-order nonlinear stochastic difference equations (Q738417) (← links)
- Conditional \(L_{p}\)-spaces and the duality of modules over \(f\)-algebras (Q739511) (← links)
- Regression based principal component analysis for sparse functional data with applications to screening growth paths (Q746647) (← links)
- Study of dependence for some stochastic processes: symbolic Markov copulae (Q765883) (← links)
- Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations (Q777514) (← links)
- Gaussian process regression and conditional polynomial chaos for parameter estimation (Q781985) (← links)
- On the rate of convergence in the invariance principle for real-valued functions of Doeblin processes (Q799299) (← links)
- Limiting distribution of sums of nonnegative stationary random variables (Q801366) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- Dynamically orthogonal field equations for continuous stochastic dynamical systems (Q845037) (← links)
- Limit theorems for Toeplitz quadratic functionals of continuous-time stationary processes (Q880943) (← links)
- Self-tuning control of diffusions without the identifiability condition (Q912052) (← links)
- Moderate deviations for finite population Student's statistic (Q924202) (← links)
- Kernel methods in machine learning (Q930651) (← links)
- A note on the properties of the reproductive dispersion model (Q988113) (← links)
- Sparse high order FEM for elliptic sPDEs (Q1008912) (← links)
- Consistency of the maximum likelihood estimator and Bayesian estimator based on sequential sensitivity experiments (Q1009704) (← links)
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems (Q1009939) (← links)
- Stochastic simulation of riser-sections with uncertain measured pressure loads and/or uncertain material properties (Q1033298) (← links)
- Polynomial chaos representation of spatio-temporal random fields from experimental measurements (Q1038039) (← links)
- Repeated insurance contracts and moral hazard (Q1054250) (← links)
- A generalization of the relative conditional expectation. Further properties of Pitman's \(T^*\) and their applications to statistics (Q1060787) (← links)
- On confidence intervals and tests for autocorrelations (Q1083819) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
