IEEE

UNIFORM CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION WITH ADAPTIVE MULTIPLE IMPORTANCE SAMPLING

Abstract: We study sample average approximations under adaptive importance sampling in which the sample densities may depend on previous random samples. Based on a generic uniform law of large numbers ...
GitHub

Uniform Convergence of Lipschitz Functions with Dependent Gaussian Samples

This repository contains the research paper and code related to Uniform Convergence of Lipschitz Functions with Dependent Gaussian Samples. The work provides theoretical bounds for learning Lipschitz ...
JSTOR Daily

UNIFORM CONVERGENCE OVER TIME OF A NESTED PARTICLE FILTERING SCHEME FOR RECURSIVE PARAMETER ESTIMATION IN STATE-SPACE MARKOV MODELS

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete-time state-space Markov model. The algorithm employs two layers of ...
IEEE

Uniform Convergence of Deep Neural Networks With Lipschitz Continuous Activation Functions and Variable Widths

Abstract: We consider deep neural networks (DNNs) with a Lipschitz continuous activation function and with weight matrices of variable widths. We establish a uniform convergence analysis framework in ...
JSTOR Daily

ℐ₂–Uniform Convergence of Double Sequences of Functions

Abstract. In this work, we discuss various kinds of ℐ₂-uniform convergence for double sequences of functions and introduce the concepts of ℐ₂ and ℐ 2 ∗ -uniform convergence, ℐ₂-uniformly Cauchy ...