Essays about: "stochastic convergence"

Showing result 1 - 5 of 44 essays containing the words stochastic convergence.

  1. 1. Geometry of high dimensional Gaussian data

    University essay from Linköpings universitet/Tillämpad matematik; Linköpings universitet/Tekniska fakulteten

    Author : Olof Samuel Mossberg; [2024]
    Keywords : HDLSS; high dimensional data; stochastic boundedness; asymptotic orthogonality; geometry; multivariate normal distribution; HDLSS; högdimensionell data; stokastisk begränsning; asymptotisk ortogonalitet; geometri; multivariat normalfördelning;

    Abstract : Collected data may simultaneously be of low sample size and high dimension. Such data exhibit some geometric regularities consisting of a single observation being a rotation on a sphere, and a pair of observations being orthogonal. This thesis investigates these geometric properties in some detail. READ MORE

  3. 2. Stochastic Frank-Wolfe Algorithm : Uniform Sampling Without Replacement

    University essay from Umeå universitet/Institutionen för matematik och matematisk statistik

    Author : Olof Håkman; [2023]
    Keywords : Stochastic Frank-Wolfe; Stochastic optimization; Sampling without replacement;

    Abstract : The Frank-Wolfe (FW) optimization algorithm, due to its projection free property, has gained popularity in recent years with typical application within the field of machine learning. In the stochastic setting, it is still relatively understudied in comparison to the more expensive projected method of Stochastic Gradient Descent (SGD). READ MORE

  4. 3. Random curves and their scaling limits

    University essay from KTH/Skolan för teknikvetenskap (SCI)

    Author : Jonatan Wächter; [2023]
    Keywords : Stochastic processes; Schramm-Loewner-Evolution; Random Walk; Brownian Motion; Harmonic Explorer;

    Abstract : We focus on planar Random Walks and some related stochastic processes. The discrete models are introduced and some of their core properties examined. We then turn to the question of continuous analogues, starting with the well-known convergence of the Random Walk to Brownian Motion. READ MORE

  5. 4. Moving in the dark : Mathematics of complex pedestrian flows

    University essay from Karlstads universitet/Fakulteten för hälsa, natur- och teknikvetenskap (from 2013)

    Author : Meghashyam Veluvali; [2023]
    Keywords : Mathematical modelling of pedestrian dynamics; stochastic systems; evacuation time; random walk method; parabolic equation; finite difference method;

    Abstract : The field of mathematical modelling for pedestrian dynamics has attracted significant scientific attention, with various models proposed from perspectives such as kinetic theory, statistical mechanics, game theory and partial differential equations. Often such investigations are seen as being a part of a new branch of study in the domain of applied physics, called sociophysics. READ MORE

  6. 5. Path Choice Estimation in Urban Rails : Asimulation based optimisation for frequency-based assignment model

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Alexander Adolfsson; [2022]
    Keywords : Black-Box Optimisation; Optimization; Simulation based optimisation; Transit Network; Automaton; Urban Transport; Public transportation; Black-Box optimering; Optimering; Simuleringsbaserad Optimering; Transportsystem; Automation; Local Transport; Kollektivtrafik;

    Abstract : Transit system have a large importance in modern urban cities, with urban rail often acting as the central system with it efficient travel time and great capacity. As cities grow in population, so to does the usage of urban rail resulting in increased crowding on the platform and in the trains. READ MORE