Scandinavian Journal of Statistics, Vol. 18, No. 1 (1991), pp. 39-50 (12 pages) An iterative stochastic approximation to the maximum likelihood estimate is developed for the Strauss point process. We ...

Inhalt: The lecture "Stochastic Approximation" is aimed at Master's students who have a sound basic knowledge of probability theory including martingale theory. The lecture is concerned with ...

Our main result is to prove almost-sure convergence of a stochastic-approximation algorithm defined on the space of measures on a noncompact space. Our motivation is to apply this result to ...

This paper offers a Bayesian framework for the calibration of financial models using neural stochastic differential equations ...

Field of expertise: Numerical analysis, machine learning and scientific computing Selected Projects • Mathematical Theory for Deep Learning It is the key goal of this project to provide a rigorous ...