Search results for "Martingale"

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
100	Philippe Moser	Martingale Families and Dimension in P.	CiE	2006	DBLP DOI BibTeX RDF
100	Shen-Shyang Ho	A martingale framework for concept change detection in time-varying data streams.	ICML	2005	DBLP DOI BibTeX RDF
80	John M. Hitchcock, Jack H. Lutz	Why Computational Complexity Requires Stricter Martingales.	Theory Comput. Syst.	2006	DBLP DOI BibTeX RDF
80	John M. Hitchcock, Jack H. Lutz	Why Computational Complexity Requires Stricter Martingales.	ICALP	2002	DBLP DOI BibTeX RDF
76	Søren Asmussen, Mats Pihlsgård	Transient Properties of Many-Server Queues and Related QBDs.	Queueing Syst. Theory Appl.	2004	DBLP DOI BibTeX RDF	exponential martingale, first passage problem, heterogeneous servers, Kella-Whitt martingale, Lévy process, MMM/MMM/c queue, optional stopping, buffer overflow, Laplace transform, Markov additive process, birth-death process
74	Jinping Zhang	Set-Valued Stochastic Integrals with Respect to a Real Valued Martingale.	SMPS	2008	DBLP DOI BibTeX RDF	Martingale type 2 Banach space, Set-valued stochastic integral
51	David Lowe, Louise Martingale, Mike Yearworth	Guiding interventions in a multi-organisational context: combining the Viable System Model and Hierarchical Process Modelling for use as a Problem Structuring Method.	J. Oper. Res. Soc.	2016	DBLP DOI BibTeX RDF
42	Ruijuan Zheng, Meiyu Xu, Jiexin Pu, Qingtao Wu	A System Service Optimization Model Based on Martingale Difference Approximation.	NCM	2009	DBLP DOI BibTeX RDF	self optimization mode, martingale difference approximatio, inner environment, service performance, autonomic computing
39	Kwok-Pun Ho	Martingale transforms and fractional integrals on rearrangement-invariant martingale Hardy spaces.	Period. Math. Hung.	2020	DBLP DOI BibTeX RDF
39	Yuri Kabanov	In discrete time a local martingale is a martingale under an equivalent probability measure.	Finance Stochastics	2008	DBLP DOI BibTeX RDF
38	Veronika Valencáková	A Note on the Conditional Expectation of IF-Observables.	WILF	2009	DBLP DOI BibTeX RDF	IF-event, martingale convergence theorem, conditional expectation
38	Feng Ding 0001, Huizhong Yang, Fei Liu	Performance analysis of stochastic gradient algorithms under weak conditions.	Sci. China Ser. F Inf. Sci.	2008	DBLP DOI BibTeX RDF	martingale convergence theorem, parameter estimation, least squares, stochastic gradient, multivariable systems, convergence properties, recursive identification
38	Lei Zhang 0033, Zhiping Yu, Xiangqing He	A Statistical Characterization of CMOS Process Fluctuations in Subthreshold Current Mirrors.	ISQED	2008	DBLP DOI BibTeX RDF	CMOS Process Fluctuations, Subthreshold Current Mirror, Discrete Martingale, Probability, Random Variable
38	David Doty	Every Sequence Is Decompressible from a Random One.	CiE	2006	DBLP DOI BibTeX RDF	compression, Kolmogorov complexity, martingale, Turing reduction, random sequence, Constructive dimension
38	Walter A. Rosenkrantz	Little's theorem: A stochastic integral approach.	Queueing Syst. Theory Appl.	1992	DBLP DOI BibTeX RDF	Little's theorem, stochastic integral, martingale, PASTA
36	Vyacheslav M. Abramov	Analysis of multiserver retrial queueing system: A martingale approach and an algorithm of solution.	Ann. Oper. Res.	2006	DBLP DOI BibTeX RDF	Multiserver retrial queues, Stochastic calculus, Martingales and semimartingales, Queue-length distribution
36	Manuel L. Esquível	A Conditional Gaussian Martingale Algorithm for Global Optimization.	ICCSA (3)	2006	DBLP DOI BibTeX RDF
36	Philip M. Long, Rocco A. Servedio	Martingale Boosting.	COLT	2005	DBLP DOI BibTeX RDF
32	Francisco J. Piera, Ravi R. Mazumdar, Fabrice Guillemin	Existence and characterization of product-form invariant distributions for state-dependent stochastic networks in the heavy-traffic diffusion limit.	Queueing Syst. Theory Appl.	2008	DBLP DOI BibTeX RDF	Mathematics Subject Classification (2000) 60J60, 60J75, 34D20, 60J50, 60J55, 60K25
32	Seth Pettie, Vijaya Ramachandran	An optimal minimum spanning tree algorithm.	J. ACM	2002	DBLP DOI BibTeX RDF	optimal complexity, Graph algorithms, minimum spanning tree
32	Seth Pettie, Vijaya Ramachandran	An Optimal Minimum Spanning Tree Algorithm.	ICALP	2000	DBLP DOI BibTeX RDF	optimal complexity, Graph algorithms, minimum spanning tree
32	Jack H. Lutz, Martin Strauss 0001	Bias Invariance of Small Upper Spans.	STACS	2000	DBLP DOI BibTeX RDF
22	Shaohua Jin, Chongguang Ding, Yongxue Wang, Yanmin Zhang, Jie Lv	A Strong Deviation Theorem Based on Laplace Transform on a Non-homogeneous Tree.	IITSI	2010	DBLP DOI BibTeX RDF	non-homogeneous tree, strong deviation theorem, Laplace transform, martingale
22	Shaohua Jin, Yongxue Wang, Huitao Liu, Ying Tian, Hui Li	Some Strong Limit Theorems for Hidden Markov Models Indexed by a Non-homogeneous Tree.	IITSI	2010	DBLP DOI BibTeX RDF	non-homogeneous tree, strong limit theorem, Markov models, martingale
22	Jack Jie Dai	An Outer-Measure Approach for Resource-Bounded Measure.	Theory Comput. Syst.	2009	DBLP DOI BibTeX RDF	Carathéodory definition, Computational complexity, Martingale, Resource-bounded measure
22		Pricing of Bi-direction European Option Under a Kind of Jump Diffusion Model.	IFITA (3)	2009	DBLP DOI BibTeX RDF	jump diffusion model, European bi-direction option, martingale, renewal process
22	Yasushi Endow	On Stochastic Variation in Discrete Time Systems.	EUROCAST	2009	DBLP DOI BibTeX RDF	Stochastic variation, Martingale representation, Random walk, Walsh functions
22	David Doty	Dimension Extractors and Optimal Decompression.	Theory Comput. Syst.	2008	DBLP DOI BibTeX RDF	Compression, Kolmogorov complexity, Dimension, Extractor, Martingale, Algorithmic randomness
22	Ben Morris	The mixing time of the Thorp shuffle.	STOC	2005	DBLP DOI BibTeX RDF	Markov chain, MCMC, mixing time, martingale
22	Ben Morris, Yuval Peres	Evolving sets and mixin.	STOC	2003	DBLP DOI BibTeX RDF	Markov chain, MCMC, conductance, mixing time, martingale
22	Tsachy Weissman, Neri Merhav	On Prediction of Individual Sequences Relative to a Set of Experts in the Presence of Noise.	COLT	1999	DBLP DOI BibTeX RDF	large deviations performance, martingale limit theory, prediction with experts, strongly sequential, universal predicition
22	David Perry, Søren Asmussen	Rejection rules in theM/G/1 queue.	Queueing Syst. Theory Appl.	1995	DBLP DOI BibTeX RDF	martingale stopping theorem, storage process, virtual waiting time, Volterra equation, coupling, queue, busy period, Birth-death process, impatient customers
22	Søren Asmussen, Mogens Bladt	Poisson's equation for queues driven by a Markovian marked point process.	Queueing Syst. Theory Appl.	1994	DBLP DOI BibTeX RDF	martingale problem, time averages, variance constant, Busy period, phase-type distribution, regenerative process, central limit theorem, Markov-modulation
22	Masakiyo Miyazawa	Rate conservation laws: A survey.	Queueing Syst. Theory Appl.	1994	DBLP DOI BibTeX RDF	rate conservation law, equilibrium equation, Palm calculus, stationary process, random measure, stochastic integral, sample average, Little's formula, server vacation model, risk process, Queue, point process, martingale
22	James Aspnes, Orli Waarts	Randomized Consensus in Expected O(n log ^2 n) Operations Per Processor	FOCS	1992	DBLP DOI BibTeX RDF	martingale arguments, asynchronous processors, worst case expected bound, shared coin protocol, randomized algorithm, consensus, reading, writing, shared registers
20	Dominic Breit, Prince Romeo Mensah, Thamsanqa Castern Moyo	Martingale Solutions in Stochastic Fluid-Structure Interaction.	J. Nonlinear Sci.	2024	DBLP DOI BibTeX RDF
20	Baozhu Yu, Xuefen Chi, Shuai Li, Xuan Liu, Shoushou Ren	Martingale-Based URLLC Slice Customization for the Provisioning of Reliability With Regard to End-to-End Latency.	IEEE Internet Things J.	2024	DBLP DOI BibTeX RDF
20	Fengjiao Liu, Panagiotis Tsiotras	Optimal Covariance Steering for Continuous-Time Linear Stochastic Systems With Martingale Additive Noise.	IEEE Trans. Autom. Control.	2024	DBLP DOI BibTeX RDF
20	Tongseok Lim	Geometry of vectorial martingale optimal transportations and duality.	Math. Program.	2024	DBLP DOI BibTeX RDF
20	Ata Keskin	Doob's Upcrossing Inequality and Martingale Convergence Theorem.	Arch. Formal Proofs	2024	DBLP BibTeX RDF
20	Du Shang, Pengjian Shang	The dependence index based on martingale difference correlation: An efficient tool to distinguish different complex systems.	Expert Syst. Appl.	2023	DBLP DOI BibTeX RDF
20	Andrea Cinfrignini, Davide Petturiti, Barbara Vantaggi	Envelopes of equivalent martingale measures and a generalized no-arbitrage principle in a finite setting.	Ann. Oper. Res.	2023	DBLP DOI BibTeX RDF
20	M. Vidyasagar	Convergence of stochastic approximation via martingale and converse Lyapunov methods.	Math. Control. Signals Syst.	2023	DBLP DOI BibTeX RDF
20	Lu Li, Chenlu Ke, Xiangrong Yin, Zhou Yu	Generalized martingale difference divergence: Detecting conditional mean independence with applications in variable screening.	Comput. Stat. Data Anal.	2023	DBLP DOI BibTeX RDF
20	Baozhu Yu, Wei Liu, Xuefen Chi	Bandwidth abstraction with the end-to-end latency-bounded reliability provisioning based on martingale theory.	Comput. Commun.	2023	DBLP DOI BibTeX RDF
20	Yang Gu, Yuhu Cheng, Kun Yu, Xuesong Wang 0001	Anti-Martingale Proximal Policy Optimization.	IEEE Trans. Cybern.	2023	DBLP DOI BibTeX RDF
20	Tudor Manole, Aaditya Ramdas	Martingale Methods for Sequential Estimation of Convex Functionals and Divergences.	IEEE Trans. Inf. Theory	2023	DBLP DOI BibTeX RDF
20	Ariel Neufeld, Julian Sester	A Deep Learning Approach to Data-Driven Model-Free Pricing and to Martingale Optimal Transport.	IEEE Trans. Inf. Theory	2023	DBLP DOI BibTeX RDF
20	Hamish Flynn, David Reeb, Melih Kandemir, Jan Peters 0001	Improved Algorithms for Stochastic Linear Bandits Using Tail Bounds for Martingale Mixtures.	CoRR	2023	DBLP DOI BibTeX RDF
20	Wei Cai	DeepMartNet - A Martingale based Deep Neural Network learning algorithm for Eigenvalue Problems in High Dimensions.	CoRR	2023	DBLP DOI BibTeX RDF
20	Hyungi Lee, Eunggu Yun, Giung Nam, Edwin Fong, Juho Lee 0001	Martingale Posterior Neural Processes.	CoRR	2023	DBLP DOI BibTeX RDF
20	Siva Athreya, Vivek S. Borkar, Nitya Gadhiwala	Controlled Martingale Problems And Their Markov Mimics.	CoRR	2023	DBLP DOI BibTeX RDF
20	Wei Cai, Andrew He, Daniel Margolis	DeepMartNet - A Martingale Based Deep Neural Network Learning Method for Dirichlet BVP and Eigenvalue Problems of Elliptic PDEs.	CoRR	2023	DBLP DOI BibTeX RDF
20	Yanyan Du, Ming Ye, Qimin Zhang	Global martingale solutions to stochastic population-toxicant model with cross-diffusion.	Appl. Math. Lett.	2023	DBLP DOI BibTeX RDF
20	Hyun-Gyoon Kim, So-Yoon Cho, Jeong-Hoon Kim	A martingale method for option pricing under a CEV-based fast-varying fractional stochastic volatility model.	Comput. Appl. Math.	2023	DBLP DOI BibTeX RDF
20	Sima Mehri, Florin Ciucu	On a Continuous-Time Martingale and Two Applications.	MobiHoc	2023	DBLP DOI BibTeX RDF
20	Floris Persiau, Gert de Cooman	Imprecision in martingale-theoretic prequential randomness.	ISIPTA	2023	DBLP BibTeX RDF
20	Kexing Ying, Rémy Degenne	A Formalization of Doob's Martingale Convergence Theorems in mathlib.	CPP	2023	DBLP DOI BibTeX RDF
20	Hamish Flynn, David Reeb, Melih Kandemir, Jan R. Peters	Improved Algorithms for Stochastic Linear Bandits Using Tail Bounds for Martingale Mixtures.	NeurIPS	2023	DBLP BibTeX RDF
20	Hyungi Lee, Eunggu Yun, Giung Nam, Edwin Fong, Juho Lee 0001	Martingale Posterior Neural Processes.	ICLR	2023	DBLP BibTeX RDF
20	Kyriakos Lotidis, Nicholas Bambos, Jose H. Blanchet, Jiajin Li	Wasserstein Distributionally Robust Linear-Quadratic Estimation under Martingale Constraints.	AISTATS	2023	DBLP BibTeX RDF
20	Xia Li, Chuntian Wang, Hao Li, Andrea L. Bertozzi	A martingale formulation for stochastic compartmental susceptible-infected-recovered (SIR) models to analyze finite size effects in COVID-19 case studies.	Networks Heterog. Media	2022	DBLP DOI BibTeX RDF
20	Mostafa Bendahmane, Kenneth H. Karlsen	Martingale solutions of stochastic nonlocal cross-diffusion systems.	Networks Heterog. Media	2022	DBLP DOI BibTeX RDF
20	Yanwei Jia, Xun Yu Zhou	Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach.	J. Mach. Learn. Res.	2022	DBLP BibTeX RDF
20	Denis Belomestny, Eric Moulines, Sergey Samsonov	Variance reduction for additive functionals of Markov chains via martingale representations.	Stat. Comput.	2022	DBLP DOI BibTeX RDF
20	Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni	Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions.	Stat. Comput.	2022	DBLP DOI BibTeX RDF
20	Mikhail Isaev, Angus Southwell, Maksim Zhukovskii	Distribution of tree parameters by martingale approach.	Comb. Probab. Comput.	2022	DBLP DOI BibTeX RDF
20	Jonathan Etumusei, Jorge Martínez Carracedo, Sally I. McClean	A Novel Martingale Based Model Using a Smartphone to Detect Gait Bout in Human Activity Recognition.	J. Sensors	2022	DBLP DOI BibTeX RDF
20	Grigorios A. Pavliotis, Andrea Zanoni	Eigenfunction Martingale Estimators for Interacting Particle Systems and Their Mean Field Limit.	SIAM J. Appl. Dyn. Syst.	2022	DBLP DOI BibTeX RDF
20	M. Vidyasagar	Convergence of Stochastic Approximation via Martingale and Converse Lyapunov Methods.	CoRR	2022	DBLP DOI BibTeX RDF
20	Kexing Ying, Rémy Degenne	A Formalization of Doob's Martingale Convergence Theorems in mathlib.	CoRR	2022	DBLP DOI BibTeX RDF
20	Johannes Ruf, Martin Larsson, Wouter M. Koolen, Aaditya Ramdas	A composite generalization of Ville's martingale theorem.	CoRR	2022	DBLP DOI BibTeX RDF
20	Jiajin Li, Sirui Lin, Jose H. Blanchet, Viet Anh Nguyen	Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints.	CoRR	2022	DBLP DOI BibTeX RDF
20	Charlie Ruan	Approximating Martingale Process for Variance Reduction in Deep Reinforcement Learning with Large State Space.	CoRR	2022	DBLP DOI BibTeX RDF
20	Linwei Xin, David Alan Goldberg	Distributionally Robust Inventory Control When Demand Is a Martingale.	Math. Oper. Res.	2022	DBLP DOI BibTeX RDF
20	Baozhu Yu, Xuefen Chi, Xuan Liu	Martingale-Based Bandwidth Abstraction and Slice Instantiation Under the End-to-End Latency-Bounded Reliability Constraint.	IEEE Commun. Lett.	2022	DBLP DOI BibTeX RDF
20	Jiajin Li, Sirui Lin, Jose H. Blanchet, Viet Anh Nguyen	Tikhonov Regularization is Optimal Transport Robust under Martingale Constraints.	NeurIPS	2022	DBLP BibTeX RDF
20	Ilias Gialampoukidis, Stelios Andreadis, Nick Pantelidis, Sameed Hayat, Li Zhong, Marios Bakratsas, Dennis Hoppe, Stefanos Vrochidis, Ioannis Kompatsiaris	Parallel DBSCAN-Martingale Estimation of the Number of Concepts for Automatic Satellite Image Clustering.	MMM (1)	2022	DBLP DOI BibTeX RDF
20	Zepu Xi	Distributions-free Martingale test Distributions-shift for Swarm Behavior Prediction.	IJCNN	2022	DBLP DOI BibTeX RDF
20	Shubham Anand Jain, Rohan Shah, Sanit Gupta, Denil Mehta, Inderjeet J. Nair, Jian Vora, Sushil Khyalia, Sourav Das, Vinay J. Ribeiro, Shivaram Kalyanakrishnan	PAC Mode Estimation using PPR Martingale Confidence Sequences.	AISTATS	2022	DBLP BibTeX RDF
20	Benedetta Picano, Romano Fantacci, Zhu Han 0001	Aging and Delay Analysis Based on Lyapunov Optimization and Martingale Theory.	IEEE Trans. Veh. Technol.	2021	DBLP DOI BibTeX RDF
20	Yunzhang Li, Shanjian Tang	BMO martingale method for backward stochastic differential equations driven by general càdlàg local martingales.	Commun. Inf. Syst.	2021	DBLP DOI BibTeX RDF
20	Romano Fantacci, Tommaso Pecorella, Benedetta Picano, Laura Pierucci	Martingale Theory Application to the Delay Analysis of a Multi-Hop Aloha NOMA Scheme in Edge Computing Systems.	IEEE/ACM Trans. Netw.	2021	DBLP DOI BibTeX RDF
20	Kexuan Li, Aleksey S. Polunchenko, Andrey Pepelyshev	Analytic evaluation of the fractional moments for the quasi-stationary distribution of the Shiryaev martingale on an interval.	Commun. Stat. Simul. Comput.	2021	DBLP DOI BibTeX RDF
20	Benedikt Köpfer, Ludger Rüschendorf	The martingale comparison method for Markov processes.	J. Appl. Probab.	2021	DBLP DOI BibTeX RDF
20	Ariel Neufeld, Julian Sester	A deep learning approach to data-driven model-free pricing and to martingale optimal transport.	CoRR	2021	DBLP BibTeX RDF
20	Grigorios A. Pavliotis, Andrea Zanoni	Eigenfunction martingale estimators for interacting particle systems and their mean field limit.	CoRR	2021	DBLP BibTeX RDF
20	Yanwei Jia, Xun Yu Zhou	Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach.	CoRR	2021	DBLP BibTeX RDF
20	Petr Plechác, Gabriel Stoltz, Ting Wang	Martingale product estimators for sensitivity analysis in computational statistical physics.	CoRR	2021	DBLP BibTeX RDF
20	Assyr Abdulle, Grigorios A. Pavliotis, Andrea Zanoni	Eigenfunction martingale estimating functions and filtered data for drift estimation of discretely observed multiscale diffusions.	CoRR	2021	DBLP BibTeX RDF
20	Liang Dai, Mohamed-Rafik Bouguelia	Testing Exchangeability With Martingale for Change-Point Detection.	Int. J. Ambient Comput. Intell.	2021	DBLP DOI BibTeX RDF
20	Lijun Sun, Xiaodong Liu, Tianfei Chen, Ming Yan, Shaokui Ma	Convergence analysis of cuckoo search algorithm based on martingale theory.	Int. J. Model. Identif. Control.	2021	DBLP DOI BibTeX RDF
20	Baihua He, Yanyan Liu, Yuanshan Wu, Guosheng Yin, Xingqiu Zhao	Functional Martingale Residual Process for High-Dimensional Cox Regression with Model Averaging.	J. Mach. Learn. Res.	2020	DBLP BibTeX RDF
20	Baozhu Yu, Xuefen Chi, Hongliang Sun	Bandwidth abstraction and instantiation under closed-loop latency constraint for tactile slice based on martingale theory.	Comput. Commun.	2020	DBLP DOI BibTeX RDF
20	Seung-Hwan Lee	Assessing the censored linear regression model using martingale approximation.	Commun. Stat. Simul. Comput.	2020	DBLP DOI BibTeX RDF
20	Jiaqiang Wen, Yufeng Shi	Symmetrical martingale solutions of backward doubly stochastic Volterra integral equations.	Comput. Math. Appl.	2020	DBLP DOI BibTeX RDF
20	Qizhi Fang, Xin Chen, Qingqin Nong, Zongchao Zhang, Yongchang Cao, Yan Feng, Tao Sun, Suning Gong, Ding-Zhu Du	General Rumor Blocking: An efficient random algorithm with martingale approach.	Theor. Comput. Sci.	2020	DBLP DOI BibTeX RDF
20	Jiwoong Kim	Implementation of a goodness-of-fit test through Khmaladze martingale transformation.	Comput. Stat.	2020	DBLP DOI BibTeX RDF
20	Nelson Vadori, Sumitra Ganesh, Prashant P. Reddy, Manuela Veloso	Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty.	CoRR	2020	DBLP BibTeX RDF
20	Marie-Liesse Cauwet, Olivier Teytaud	Population Control meets Doob's Martingale Theorems: the Noise-free Multimodal Case.	CoRR	2020	DBLP BibTeX RDF