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method of stochastic approximation

См. также в других словарях:

  • Stochastic approximation — methods are a family of iterative stochastic optimization algorithms that attempt to find zeroes or extrema of functions which cannot be computed directly, but only estimated via noisy observations. The first, and prototypical, algorithms of this …   Wikipedia

  • Stochastic optimization — (SO) methods are optimization algorithms which incorporate probabilistic (random) elements, either in the problem data (the objective function, the constraints, etc.), or in the algorithm itself (through random parameter values, random choices,… …   Wikipedia

  • Monte Carlo method — Not to be confused with Monte Carlo algorithm. Computational physics …   Wikipedia

  • Stein's method — is a general method in probability theory to obtain bounds on the distance between two probability distributions with respect to a probability metric. It was introduced by Charles Stein, who first published it 1972,[1] to obtain a bound between… …   Wikipedia

  • Runge–Kutta method (SDE) — In mathematics, the Runge Kutta method is a technique for the approximate numerical solution of a stochastic differential equation. It is a generalization of the Runge Kutta method for ordinary differential equations to stochastic differential… …   Wikipedia

  • Milstein method — In mathematics, the Milstein method, named after Grigori N. Milstein, is a technique for the approximate numerical solution of a stochastic differential equation. Consider the Itō stochastic differential equation with initial condition… …   Wikipedia

  • Immersed boundary method — The immersed boundary method is an approach to model and simulate mechanical systems in which elastic structures (or membranes) interact with fluid flows. Treating the coupling of the structure deformations and the fluid flow poses a number of… …   Wikipedia

  • Euler-Maruyama method — In mathematics, the Euler Maruyama method is a technique for the approximate numerical solution of a stochastic differential equation. It is a simple generalization of the Euler method for ordinary differential equations to stochastic… …   Wikipedia

  • Local-density approximation — The local density approximation (LDA) is an approximation of the exchange correlation (XC) energy functional in density functional theory (DFT) by taking the XC energy of an electron in a homogeneous electron gas of a density equal to the density …   Wikipedia

  • List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …   Wikipedia

  • List of mathematics articles (S) — NOTOC S S duality S matrix S plane S transform S unit S.O.S. Mathematics SA subgroup Saccheri quadrilateral Sacks spiral Sacred geometry Saddle node bifurcation Saddle point Saddle surface Sadleirian Professor of Pure Mathematics Safe prime Safe… …   Wikipedia

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