62 research outputs found
Prediction with Expert Advice under Discounted Loss
We study prediction with expert advice in the setting where the losses are
accumulated with some discounting---the impact of old losses may gradually
vanish. We generalize the Aggregating Algorithm and the Aggregating Algorithm
for Regression to this case, propose a suitable new variant of exponential
weights algorithm, and prove respective loss bounds.Comment: 26 pages; expanded (2 remarks -> theorems), some misprints correcte
Synchronization of coupled limit cycles
A unified approach for analyzing synchronization in coupled systems of
autonomous differential equations is presented in this work. Through a careful
analysis of the variational equation of the coupled system we establish a
sufficient condition for synchronization in terms of the geometric properties
of the local limit cycles and the coupling operator. This result applies to a
large class of differential equation models in physics and biology. The
stability analysis is complemented with a discussion of numerical simulations
of a compartmental model of a neuron.Comment: Journal of Nonlinear Science, accepte
A direct derivation of the REML likelihood function
REML likelihood, mixed models,
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