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Searching for Asymptotic Error Repair
, 2003
"... We work in the domain of a regional leastcost strategy with dynamic validation in order to avoid cascaded errors [3], extending the theoretical model to illustrate its asymptotic equivalence with global repair algorithms. This is an objective criterion to measure the quality of an error repair ..."
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Cited by 1 (1 self)
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We work in the domain of a regional leastcost strategy with dynamic validation in order to avoid cascaded errors [3], extending the theoretical model to illustrate its asymptotic equivalence with global repair algorithms. This is an objective criterion to measure the quality of an error repair
Searching for Asymptotic Error Repair
, 2002
"... We work in the domain of a regional leastcost strategy with dynamic validation in order to avoid cascaded errors [3], extending the theoretical model to illustrate its asymptotic equivalence with global repair algorithms. This is an objective criterion to measure the quality of an error repair ..."
Abstract
 Add to MetaCart
We work in the domain of a regional leastcost strategy with dynamic validation in order to avoid cascaded errors [3], extending the theoretical model to illustrate its asymptotic equivalence with global repair algorithms. This is an objective criterion to measure the quality of an error repair
Searching for asymptotic error repair?
"... All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately. ..."
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All intext references underlined in blue are linked to publications on ResearchGate, letting you access and read them immediately.
Asymptotic error distributions for the Euler method for stochastic differential equations
 THE ANNALS OF PROBABILITY
, 1998
"... We are interested in the rate of convergence of the Euler scheme approximation of the solution to a stochastic differential equation driven by a general (possibly discontinuous) semimartingale, and by the asymptotic behavior of the associated normalized error. It is well known that for Itô’s equatio ..."
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Cited by 176 (13 self)
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We are interested in the rate of convergence of the Euler scheme approximation of the solution to a stochastic differential equation driven by a general (possibly discontinuous) semimartingale, and by the asymptotic behavior of the associated normalized error. It is well known that for Itô’s
Asymptotic error rates in quantum hypothesis testing
 COMMUN. MATH. PHYS
, 2008
"... We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error probability tends to zero. This leads to the identification ..."
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Cited by 31 (7 self)
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We consider the problem of discriminating between two different states of a finite quantum system in the setting of large numbers of copies, and find a closed form expression for the asymptotic exponential rate at which the specified error probability tends to zero. This leads to the identification
On Discriminative vs. Generative classifiers: A comparison of logistic regression and naive Bayes
, 2001
"... We compare discriminative and generative learning as typified by logistic regression and naive Bayes. We show, contrary to a widely held belief that discriminative classifiers are almost always to be preferred, that there can often be two distinct regimes of performance as the training set size is i ..."
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Cited by 520 (8 self)
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is increased, one in which each algorithm does better. This stems from the observation  which is borne out in repeated experiments  that while discriminative learning has lower asymptotic error, a generative classifier may also approach its (higher) asymptotic error much faster.
Asymptotic Error Analysis of the Adaptive Verlet Method
 BIT
, 1998
"... The Adaptive Verlet method [7] and variants [1] are timereversible schemes for treating Hamiltonian systems subject to a Sundman time transformation. These methods have been observed in computer experiments to exhibit superior numerical stability when implemented in a counterintuitive "recipro ..."
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Cited by 7 (5 self)
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;reciprocal" formulation. Here we give a theoretical explanation of this behavior by examining the leading terms of the modified equation (backward error analysis) and those of the asymptotic error expansion. With this insight we are able to improve the algorithm by simply correcting the starting stepsize. keywords
Quadrature Formulae And Asymptotic Error Expansions For Wavelet Approximations Of Smooth Functions
 SIAM J. Numer. Anal
, 1994
"... . This paper deals with typical problems that arise when using wavelets in numerical analysis applications. The first part involves the construction of quadrature formulae for the calculation of inner products of smooth functions and scaling functions. Several types of quadratures are discussed and ..."
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Cited by 51 (6 self)
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and compared for different classes of wavelets. Since their construction using monomials is illconditioned, also a modified, wellconditioned construction using Chebyshev polynomials is presented. The second part of the paper deals with pointwise asymptotic error expansions of wavelet approximations of smooth
On the sharpness of an asymptotic error estimate for Conjugate Gradients
 BIT
, 2000
"... Recently, the authors obtained an upper bound on the error for the conjugate gradient method, which is valid in an asymptotic setting as the size of the linear systems tends to infinity. The estimate depends on the asymptotic distribution of eigenvalues, and the ratio between the size and the number ..."
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Cited by 6 (4 self)
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Recently, the authors obtained an upper bound on the error for the conjugate gradient method, which is valid in an asymptotic setting as the size of the linear systems tends to infinity. The estimate depends on the asymptotic distribution of eigenvalues, and the ratio between the size
Nonasymptotic Error Bounds for Sequential MCMC
 Methods in Multimodal Settings., in preparation
"... ar ..."
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