相关论文: Correction. Error estimates for binomial approxima…

In this paper we consider Dynkin's games with payoffs which are functions of an underlying process. Assuming extended weak convergence of underlying processes $\{S^{(n)}\}_{n=0}^{\infty}$ to a limit process $S$ we prove convergence Dynkin's…

We investigate a two-player zero-sum stochastic differential game in which one of the players has more information on the game than his opponent. We show how to construct numerical schemes for the value function of this game, which is given…

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…

For the pure biharmonic equation and a biharmonic singular perturbation problem, a residual-based error estimator is introduced which applies to many existing nonconforming finite elements. The error estimator involves the local…

The vertex cover problem is a famous combinatorial problem, and its complexity has been heavily studied. While a 2-approximation can be trivially obtained for it, researchers have not been able to approximate it better than 2-\textit{o}(1).…

In this paper we present a short and elementary proof for the error in Simpson's rule.

In certain applications involving the solution of a Bayesian inverse problem, it may not be possible or desirable to evaluate the full posterior, e.g. due to the high computational cost of doing so. This problem motivates the use of…

The utility of capture-recapture methods is offset by strong underlying assumptions. In this paper we discuss a failure in the perfect linkage assumption in a special case of capture-recapture known as the dual system estimation. We propose…

We investigate an algorithm that assigns to any game in normal form an approximating game that admits an ordinal potential function. Due to the properties of potential games, the algorithm equips every game with a surrogate reward structure…

The paper is concerned with the Barenblatt-Biott model in the theory of poroelasticity. We derive a guaranteed estimate of the difference between exact and approximate solutions expressed in a combined norm that encompasses errors for the…

We obtain simple proofs of certain inequalites for bivariate means.

This paper is devoted to present two counterexamples to the theorem from \cite{MK} Maria R., Katherine T. M., Bernardo S. M., Extremal graphs with bounded vertex bipartiteness number, Linear Algebra Appl. 493 (2016) 28-36. Moreover, the…

This note corrects a technical error in the ACM Computing Surveys paper mentioned in the title. The flaw involved constructions for showing that timed automata with urgent locations have the same expressiveness as timed automata that allow…

In the paper, some lower bounds for polygamma functions are refined.

In this paper we use Bernstein and Chebyshev polynomials to approximate the price of some basket options under a bivariate Black-Scholes model. The method consists in expanding the price of a univariate related contract after conditioning…

A gap in the proof of Theorem 3.5 in the paper ``A new iteration process for approximation of common fixed points for finite families of total asymtotically nonexpansive mappings". Int. J. Math. Math. Sci. vol. 2009,…

In this paper, we study games with continuous action spaces and non-linear payoff functions. Our key insight is that Lipschitz continuity of the payoff function allows us to provide algorithms for finding approximate equilibria in these…

This paper deals with the application of Approximation Theory type techniques to study a classical problem in Probability: estimating the parameter of a biased coin. For this purpose, a Minimax Estimation problem is considered and the…

In the empirical study of evolutionary algorithms, the solution quality is evaluated by either the fitness value or approximation error. The latter measures the fitness difference between an approximation solution and the optimal solution.…

Discussion of ``One-step sparse estimates in nonconcave penalized likelihood models'' [arXiv:0808.1012]