Search
Results: 2
Multiple drawing multi-colour urns by stochastic approximation
A classical Pólya urn scheme is a Markov process where the evolution is encoded by a replacement matrix (Ri, j)1 ≤ i, j ≤ d. At every discrete time-step, we draw a ball uniformly at random, denote its colour c, and replace it...
Multiple drawing Pólya urn discrete-time martingale limit theorem reinforced process stochastic approximation /dk/atira/pure/subjectarea/asjc/2600/2613 name=Statistics and Probability /dk/atira/pure/subjectarea/asjc/2600/2600 name=General Mathematics /dk/atira/pure/subjectarea/asjc/1800/1804 name=Statistics, Probability and Uncertainty
Multiple drawing multi-colour urns by stochastic approximation
A classical Pólya urn scheme is a Markov process where the evolution is encoded by a replacement matrix (Ri, j)1 ≤ i, j ≤ d. At every discrete time-step, we draw a ball uniformly at random, denote its colour c, and replace it...
Multiple drawing Pólya urn discrete-time martingale limit theorem reinforced process stochastic approximation /dk/atira/pure/subjectarea/asjc/2600/2613 name=Statistics and Probability /dk/atira/pure/subjectarea/asjc/2600/2600 name=General Mathematics /dk/atira/pure/subjectarea/asjc/1800/1804 name=Statistics, Probability and Uncertainty