scholarly journals Adaptive optimal scaling of Metropolis–Hastings algorithms using the Robbins–Monro process

2016 ◽  
Vol 45 (17) ◽  
pp. 5098-5111 ◽  
Author(s):  
P. H. Garthwaite ◽  
Y. Fan ◽  
S. A. Sisson
Keyword(s):  
Optimal Scaling ◽  
Metropolis Hastings Algorithms

scholarly journals Optimal scaling for the transient phase of Metropolis Hastings algorithms: The longtime behavior

Bernoulli ◽  
2014 ◽  
Vol 20 (4) ◽  
pp. 1930-1978 ◽  
Author(s):  
Benjamin Jourdain ◽  
Tony Lelièvre ◽  
Błażej Miasojedow
Keyword(s):  
Optimal Scaling ◽  
Transient Phase ◽  
Longtime Behavior ◽  
Metropolis Hastings Algorithms

scholarly journals Optimal scaling for various Metropolis-Hastings algorithms

2001 ◽  
Vol 16 (4) ◽  
pp. 351-367 ◽  
Author(s):  
Gareth O. Roberts ◽  
Jeffrey S. Rosenthal
Keyword(s):  
Optimal Scaling ◽  
Metropolis Hastings Algorithms

scholarly journals On Recovery Guarantees for One-Bit Compressed Sensing on Manifolds

2021 ◽  
Vol 65 (4) ◽  
pp. 953-998
Author(s):  
Mark A. Iwen ◽  
Felix Krahmer ◽  
Sara Krause-Solberg ◽  
Johannes Maly
Keyword(s):  
Compressed Sensing ◽  
Numerical Experiments ◽  
Optimal Scaling ◽  
Intrinsic Dimension ◽  
Recovery Method ◽  
Multi Resolution Analysis ◽  
Resolution Analysis

AbstractThis paper studies the problem of recovering a signal from one-bit compressed sensing measurements under a manifold model; that is, assuming that the signal lies on or near a manifold of low intrinsic dimension. We provide a convex recovery method based on the Geometric Multi-Resolution Analysis and prove recovery guarantees with a near-optimal scaling in the intrinsic manifold dimension. Our method is the first tractable algorithm with such guarantees for this setting. The results are complemented by numerical experiments confirming the validity of our approach.

Optimal scaling of dynamic safety zones for collaborative robotics

2021 ◽  
Author(s):  
Lorenzo Scalera ◽  
Renato Vidoni ◽  
Andrea Giusti
Keyword(s):  
Optimal Scaling ◽  
Collaborative Robotics

On Heavy-Traffic Optimal Scaling of c-Weighted MaxWeight Scheduling in Input-Queued Switches

2021 ◽  
pp. 1-1
Author(s):  
Yingdong Lu ◽  
Siva Theja Maguluri ◽  
Mark S. Squillante ◽  
Tonghoon Suk
Keyword(s):  
Heavy Traffic ◽  
Optimal Scaling
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