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1.
The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations
Title:
The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations
Author:
François Coppens
;
Fernando Gonzáles
;
Gerhard Winkler
François Coppens
;
Fernando Gonzáles
;
Gerhard Winkler
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The aims of this paper are twofold: first, we attempt to express the threshold of a single “A” rating as issued by major international rating agencies in terms of annualised probabilities of default. We use data from Standard & Poor’s and Moody’s publicly available rating histories to construct confidence intervals for the level of probability o...
The aims of this paper are twofold: first, we attempt to express the threshold of a single “A” rating as issued by major international rating agencies in terms of annualised probabilities of default. We use data from Standard & Poor’s and Moody’s publicly available rating histories to construct confidence intervals for the level of probability of default to be associated with the single “A” rating. The focus on the single A rating level is not accidental, as this is the credit quality level at which the Eurosystem considers financial assets to be eligible collateral for its monetary policy operations. The second aim is to review various existing validation models for the probability of default which enable the analyst to check the ability of credit assessment systems to forecast future default events. Within this context the paper proposes a simple mechanism for the comparison of the performance of major rating agencies and that of other credit assessment systems, such as the internal ratingsbased systems of commercial banks under the Basel II regime. This is done to provide a simple validation yardstick to help in the monitoring of the performance of the different credit assessment systems participating in the assessment of eligible collateral underlying Eurosystem monetary policy operations. Contrary to the widely used confidence interval approach, our proposal, based on an interpretation of pvalues as frequencies, guarantees a convergence to an ex ante fixed probability of default (PD) value. Given the general characteristics of the problem considered, we consider this simple mechanism to also be applicable in other contexts. ; credit risk, rating, probability of default (PD), performance checking, backtesting
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Document Type:
preprint
URL:
http://www.nbb.be/doc/oc/repec/reswpp/wp118En.pdf
http://www.nbb.be/doc/oc/repec/reswpp/wp118En.pdf
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2.
The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations
Title:
The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations
Author:
François Coppens
;
Fernando González
;
Gerhard Winkler
François Coppens
;
Fernando González
;
Gerhard Winkler
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Description:
The aims of this paper are twofold: first, we attempt to express the threshold of a single “A” rating as issued by major international rating agencies in terms of annualised probabilities of default. We use data from Standard & Poor’s and Moody’s publicly available rating histories to construct confidence intervals for the level of probability o...
The aims of this paper are twofold: first, we attempt to express the threshold of a single “A” rating as issued by major international rating agencies in terms of annualised probabilities of default. We use data from Standard & Poor’s and Moody’s publicly available rating histories to construct confidence intervals for the level of probability of default to be associated with the single “A” rating. The focus on the single “A” rating level is not accidental, as this is the credit quality level at which the Eurosystem considers financial assets to be eligible collateral for its monetary policy operations. The second aim is to review various existing validation models for the probability of default which enable the analyst to check the ability of credit assessment systems to forecast future default events. Within this context the paper proposes a simple mechanism for the comparison of the performance of major rating agencies and that of other credit assessment systems, such as the internal ratingsbased systems of commercial banks under the Basel II regime. This is done to provide a simple validation yardstick to help in the monitoring of the performance of the different credit assessment systems participating in the assessment of eligible collateral underlying Eurosystem monetary policy operations. Contrary to the widely used confidence interval approach, our proposal, based on an interpretation of pvalues as frequencies, guarantees a convergence to an ex ante fixed probability of default (PD) value. Given the general characteristics of the problem considered, we consider this simple mechanism to also be applicable in other contexts.
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Document Type:
preprint
URL:
http://www.ecb.europa.eu/pub/pdf/scpops/ecbocp65.pdf
http://www.ecb.europa.eu/pub/pdf/scpops/ecbocp65.pdf
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RePEc: Research Papers in Economics
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3.
Managerial behavior and cost/profit efficiency in the banking sectors of Central and Eastern European countries
Title:
Managerial behavior and cost/profit efficiency in the banking sectors of Central and Eastern European countries
Author:
Stefania P.S. Rossi
;
Markus Schwaiger
;
Gerhard Winkler
Stefania P.S. Rossi
;
Markus Schwaiger
;
Gerhard Winkler
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This paper analyzes cost and profit efficiency level and the managerial behavior of banks in nine Central and Eastern European countries (the Czech Republic, Estonia, Hungary, Latvia, Lithuania Poland, Romania, Slovakia and Slovenia), providing crosscountry and time series evidence on the period 19952002. A stochastic frontier analysis based o...
This paper analyzes cost and profit efficiency level and the managerial behavior of banks in nine Central and Eastern European countries (the Czech Republic, Estonia, Hungary, Latvia, Lithuania Poland, Romania, Slovakia and Slovenia), providing crosscountry and time series evidence on the period 19952002. A stochastic frontier analysis based on a Fourier flexible form indicates a generally low level of cost efficiency and an even lower level of profit efficiency. However, we also find significant differences among countries and some evidence of an increasing tendency over time in profit efficiency and, to an even stronger extent, in cost efficiency. Cost and profit efficiency scores are negatively correlated both on a country wide as well as on a bank by bank basis. Furthermore, instead of just looking at the determinants of cost and profit efficiency (e.g. asset quality, problem loans and risk), we test several hypotheses of managerial behavior using the Granger causality approach based on the intertemporal relation between bank efficiency, capitalization and problem loans, as proposed by Berger and DeYoung (1997). Even though a static analysis shows a negative correlation between problem loan and efficiency, we find no evidence of bad management hypothesis. Results provide evidence for the bad luck hypothesis suggesting the exogeneity of bad loans triggering inefficiency. JEL classification: G21; G28; C14; D21 ; Cost and profit efficiency; CEECs; Stochastic frontier analysis; Managerial behavior
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Document Type:
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URL:
http://www.oenb.at/en/img/wp96_tcm1627319.pdf
http://www.oenb.at/en/img/wp96_tcm1627319.pdf
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4.
65 “The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations” by
Open Access
Title:
65 “The performance of credit rating systems in the assessment of collateral used in Eurosystem monetary policy operations” by
Author:
Fernando González
;
Gerhard Winkler
;
Fernando González
;
Gerhard Winkler
Fernando González
;
Gerhard Winkler
;
Fernando González
;
Gerhard Winkler
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In 2007 all ECB publications feature a motif taken from the €20 banknote. OCCASIONAL PAPER SERIES
In 2007 all ECB publications feature a motif taken from the €20 banknote. OCCASIONAL PAPER SERIES
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090407
Source:
http://www.ecb.int/pub/pdf/scpops/ecbocp65.pdf
http://www.ecb.int/pub/pdf/scpops/ecbocp65.pdf
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Document Type:
text
Language:
en
Rights:
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.206
http://www.ecb.int/pub/pdf/scpops/ecbocp65.pdf
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.139.206
http://www.ecb.int/pub/pdf/scpops/ecbocp65.pdf
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5.
Complexity L0Penalized MEstimation: Consistency in More Dimensions
Open Access
Title:
Complexity L0Penalized MEstimation: Consistency in More Dimensions
Author:
Gerhard Winkler
;
Volkmar Liebscher
;
Felix Friedrich
;
Laurent Demaret
Gerhard Winkler
;
Volkmar Liebscher
;
Felix Friedrich
;
Laurent Demaret
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Description:
We study the asymptotics in L2 for complexity penalized least squares regression for the discrete approximation of finitedimensional signals on continuous domainse.g., imagesby piecewise smooth functions. We introduce a fairly general setting, which comprises most of the presently popular partitions of signal or image domains, like interval, we...
We study the asymptotics in L2 for complexity penalized least squares regression for the discrete approximation of finitedimensional signals on continuous domainse.g., imagesby piecewise smooth functions. We introduce a fairly general setting, which comprises most of the presently popular partitions of signal or image domains, like interval, wedgelet or related partitions, as well as Delaunay triangulations. Then, we prove consistency and derive convergence rates. Finally, we illustrate by way of relevant examples that the abstract results are useful for many applications.
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Publisher:
Multidisciplinary Digital Publishing Institute
Year of Publication:
20130701T00:00:00Z
Document Type:
article
Language:
English
Subjects:
adaptive estimation ; penalized Mestimation ; Potts functional ; complexity penalized ; variational approach ; consistency ; convergence rates ; wedgelet partitions ; Delaunay triangulations ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q ; DOAJ:Mathematics ; DOAJ:Mathematics and Statistics ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; ...
adaptive estimation ; penalized Mestimation ; Potts functional ; complexity penalized ; variational approach ; consistency ; convergence rates ; wedgelet partitions ; Delaunay triangulations ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q ; DOAJ:Mathematics ; DOAJ:Mathematics and Statistics ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q ; DOAJ:Mathematics ; DOAJ:Mathematics and Statistics ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q
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DDC:
519 Probabilities & applied mathematics
(computed)
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CC by
CC by
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http://www.mdpi.com/20751680/2/3/311
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http://doaj.org/search?source=%7B%22query%22%3A%7B%22bool%22%3A%7B%22must%22%3A%5B%7B%22term%22%3...
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6.
SPATIOTEMPORAL DATA ANALYSIS WITH NONLINEAR FILTERS: BRAIN MAPPING WITH fMRI DATA
Open Access
Title:
SPATIOTEMPORAL DATA ANALYSIS WITH NONLINEAR FILTERS: BRAIN MAPPING WITH fMRI DATA
Author:
Karsten Rodenacker
;
Klaus Hahn
;
Gerhard Winkler
;
Dorothea P Auer
Karsten Rodenacker
;
Klaus Hahn
;
Gerhard Winkler
;
Dorothea P Auer
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Description:
Spatiotemporal digital data from fMRI (functional Magnetic Resonance Imaging) are used to analyse and to model brain activation. To map brain functions, a welldefined sensory activation is offered to a test person and the hemodynamic response to neuronal activity is studied. This socalled BOLD effect in fMRI is typically small and characteris...
Spatiotemporal digital data from fMRI (functional Magnetic Resonance Imaging) are used to analyse and to model brain activation. To map brain functions, a welldefined sensory activation is offered to a test person and the hemodynamic response to neuronal activity is studied. This socalled BOLD effect in fMRI is typically small and characterised by a very low signal to noise ratio. Hence the activation is repeated and the three dimensional signal (multislice 2D) is gathered during relatively long time ranges (35 min). From the noisy and distorted spatiotemporal signal the expected response has to be filtered out. Presented methods of spatiotemporal signal processing base on nonlinear concepts of data reconstruction and filters of mathematical morphology (e.g. alternating sequential morphological filters). Filters applied are compared by classifications of activations.
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Publisher:
Slovenian Society for Stereology and Quantitative Image Analysis
Year of Publication:
20110501T00:00:00Z
Source:
Image Analysis and Stereology, Vol 19, Iss 3, Pp 189194 (2011)
Image Analysis and Stereology, Vol 19, Iss 3, Pp 189194 (2011)
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Document Type:
article
Language:
English
Subjects:
brain mapping ; functional magnetic resonance imaging ; nonlinear filtering ; mathematical morphology ; spatiotemporal image analysis ; LCC:Medicine (General) ; LCC:R5920 ; LCC:Medicine ; LCC:R ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q
brain mapping ; functional magnetic resonance imaging ; nonlinear filtering ; mathematical morphology ; spatiotemporal image analysis ; LCC:Medicine (General) ; LCC:R5920 ; LCC:Medicine ; LCC:R ; LCC:Mathematics ; LCC:QA1939 ; LCC:Science ; LCC:Q
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DDC:
621 Applied physics
(computed)
Rights:
CC BYNC
CC BYNC
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http://www.iasiss.org/ojs/IAS/article/view/645
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http://doaj.org/search?source=%7B%22query%22%3A%7B%22bool%22%3A%7B%22must%22%3A%5B%7B%22term%22%3...
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7.
A Stochastic Algorithm For Maximum Likelihood Estimation In Imaging
Open Access
Title:
A Stochastic Algorithm For Maximum Likelihood Estimation In Imaging
Author:
Gerhard Winkler
Gerhard Winkler
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Description:
Random elds serve as natural models for patterns with random uctuations. Given a parametric family of such elds each type of pattern corresponds to a specic vector of model parameters which critically determine the ability of algorithms to segment or classify. Inference on parameters is based on dependent data in some observation window. Maximum...
Random elds serve as natural models for patterns with random uctuations. Given a parametric family of such elds each type of pattern corresponds to a specic vector of model parameters which critically determine the ability of algorithms to segment or classify. Inference on parameters is based on dependent data in some observation window. Maximum likelihood estimators presently are not tractable by classical numerical methods. In recent years, stochastic gradient algorithms based on computationally feasible Markov chains were proposed. We derive approximation theorems following the lines of M. M etivier and P. Priouret (1987). This allows a fairly transparent treatment. We keep track of the relation between paths of the Markov chain algorithm and solutions of the underlying gradient system. 1 Introduction Random elds serve as exible models in image analysis and spatial statistics. In particular, any full probabilistic model of textures with random uctuations necessarily is a ra.
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Contributors:
The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090414
Source:
http://www.gsf.de/ibb/preprints/1998/pp9807.ps
http://www.gsf.de/ibb/preprints/1998/pp9807.ps
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Document Type:
text
Language:
en
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Metadata may be used without restrictions as long as the oai identifier remains attached to it.
Metadata may be used without restrictions as long as the oai identifier remains attached to it.
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.36.3014
http://www.gsf.de/ibb/preprints/1998/pp9807.ps
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.36.3014
http://www.gsf.de/ibb/preprints/1998/pp9807.ps
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8.
An Adaptive Gradient Algorithm for Maximum Likelihood Estimation in Imaging: A Tutorial
Open Access
Title:
An Adaptive Gradient Algorithm for Maximum Likelihood Estimation in Imaging: A Tutorial
Author:
Gerhard Winkler
Gerhard Winkler
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Description:
Markov random fields serve as natural models for patterns or textures with random fluctuations at small scale. Given a general form of such fields each class of pattern corresponds to a collection of model parameters which critically determines the abilitity of algorithms to segment or classify. Statistical inference on parameters is based on (d...
Markov random fields serve as natural models for patterns or textures with random fluctuations at small scale. Given a general form of such fields each class of pattern corresponds to a collection of model parameters which critically determines the abilitity of algorithms to segment or classify. Statistical inference on parameters is based on (dependent) data given by a portion of patterns inside some observation window. Unfortunately, the corresponding maximum likelihood estimators are computationally intractable by classical methods. Until recently, they even were regarded as intractable at all. In recent years stochastic gradient algorithms for their computation were proposed and studied. An attractive class of such algorithms are those derived from adaptive algorithms, wellknown in engeneering for a long time. We derive convergence theorems following closely the lines proposed by M. M' etivier and P. Priouret (1987). This allows a transparent (albeit somewhat technical) treatment. .
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The Pennsylvania State University CiteSeerX Archives
Year of Publication:
20090412
Source:
ftp://ftp.stat.unimuenchen.de/pub/sfb386/paper120.ps.Z
ftp://ftp.stat.unimuenchen.de/pub/sfb386/paper120.ps.Z
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Document Type:
text
Language:
en
Subjects:
adaptive algorithm ; stochastic approximation ; stochastic gradient descent ; MCMC methods ; maximum likelihood ; Gibbs fields ; imaging
adaptive algorithm ; stochastic approximation ; stochastic gradient descent ; MCMC methods ; maximum likelihood ; Gibbs fields ; imaging
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URL:
http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.50.4395
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9.
Moment Sets of BellShaped Distributions: Extreme Points, Extremal Decomposition and Chebysheff Inequalities
Open Access
Title:
Moment Sets of BellShaped Distributions: Extreme Points, Extremal Decomposition and Chebysheff Inequalities
Author:
Gerhard Winkler
Gerhard Winkler
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The paper deals with sets of distributions which are given by moment conditions for the distributions and convex constraints on derivatives of their c.d.fs. A general albeit simple method for the study of their extremal structure, extremal decomposition and topological or measure theoretical properties is developed. Its power is demonstrated by ...
The paper deals with sets of distributions which are given by moment conditions for the distributions and convex constraints on derivatives of their c.d.fs. A general albeit simple method for the study of their extremal structure, extremal decomposition and topological or measure theoretical properties is developed. Its power is demonstrated by the application to bellshaped distributions. Extreme points of their moment sets are characterized completely (thus filling a gap in the previous theory) and inequalities of Tchebysheff type are derived by means of general integral representation theorems. Some key words: Moment sets, Tschebysheff inequalities, extremal bellshaped distributions 1 Introduction This paper is devoted to the study of sets of distributions on the real line defined by both, moment constraints and convex constraints on derivatives (in the distributional sense). Of particular interest are their topological and measure theoretical properties and the characterization o.
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Year of Publication:
20090413
Source:
ftp://ftp.stat.unimuenchen.de/pub/sfb386/paper121.ps.Z
ftp://ftp.stat.unimuenchen.de/pub/sfb386/paper121.ps.Z
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DDC:
515 Analysis
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http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.45.6780
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10.
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
Open Access
Title:
A STOCHASTIC ALGORITHM FOR MAXIMUM LIKELIHOOD ESTIMATION IN IMAGING
Author:
Gerhard Winkler Received
Gerhard Winkler Received
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Description:
Abstract Random fields serve as natural models for patterns with random fluctuations. Given a parametric family of such fields each type of pattern corresponds to a specific vector of model parameters which critically determine the ability of algorithms to segment or classify. Inference on parameters is based on dependent data in some observatio...
Abstract Random fields serve as natural models for patterns with random fluctuations. Given a parametric family of such fields each type of pattern corresponds to a specific vector of model parameters which critically determine the ability of algorithms to segment or classify. Inference on parameters is based on dependent data in some observation window. Maximum likelihood estimators presently are not tractable by classical numerical methods. In recent years, stochastic gradient algorithms based on computationally feasible Markov chains were proposed. We derive approximation theorems following the lines of M. M'etivier and P. Priouret (1987). This allows a fairly transparent treatment. We keep track of the relation between paths of the Markov chain algorithm and solutions of the underlying gradient system. 1 Introduction Random fields serve as flexible models in image analysis and spatial statistics. In particular, any full probabilistic model of textures with random fluctuations necessarily is a random field. Recursive (autoassociative) neural networks can be reinterpreted in this framework as well, cf. [12] and [18]. Let a pattern or configuration be represented by an array x = (x
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Year of Publication:
20080701
Source:
http://ibb.gsf.de/preprints/1998/pp9807.ps
http://ibb.gsf.de/preprints/1998/pp9807.ps
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http://ibb.gsf.de/preprints/1998/pp9807.ps
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(50) Gompper, Gerhard
(45) Winkler, Roland G.
(36) Rüdiger, Albrecht
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(28) Cantley, C. A.
(28) Casey, Morag M.
(28) Colacino, Carlo Nicola
(28) Heptonstall, A.
(28) Hewitson, Martin
(28) Mohanty, Soumya
(28) Mukherjee, Soma
(28) Papa, Maria Alessandra
(28) Woan, G.
(27) Crooks, D. R. M.
(26) Balasubramanian, R.
(26) Churches, D.
(26) Cutler, Curt
(26) Fallnich, Carsten
(26) Gerhard Winkler
(26) Kawabe, Keita
(26) Taylor, I.
(25) Berukoff, Steven J.
(25) Dupuis, R. J.
(25) Elliffe, E. J.
(25) Grunewald, Steffen
(25) Heng, Ik Siong
(25) Itoh, Yousuke
(25) Krishnan, Badri
(25) Kötter, Karsten
(25) Machenschalk, Bernd
(25) Pitkin, Matthew
(24) Messenger, Christopher
(24) Welling, H.
(23) Jennrich, Oliver
(23) Smith, J. R.
(23) Strain, Kenneth A.
(23) The Pennsylvania State University CiteSeerX...
(22) Allen, Bruce
(22) Killow, Christian J.
(22) Romano, J. D.
(22) Taylor, R.
(21) Hough, J.
(21) Nagano, S.
(20) Bose, Sukanta
(20) Harms, Jan
(20) Logan, J. E.
(20) Newton, G.
(20) Seifert, Frank
(20) Wen, L.
(19) Chelkowski, Simon
(19) Chen, Yanbei
(19) Plissi, M. V.
(19) Regimbau, T.
(19) Reid, S.
(19) Schnabel, Roman
(19) Zawischa, I.
(18) Sathyaprakash, B.
(18) Walther, H.
(17) Abbott, B.
(17) Adhikari, R.
(17) Amin, R.
(17) Anderson, S. B.
(17) Anderson, W. G.
(17) Araya, M.
(17) Armandula, H.
(17) Ballmer, S.
(17) Barish, B. C.
(17) Barker, D.
(17) Barton, M. A.
(17) Bayer, K.
(17) Belczynski, K.
(17) Betzwieser, J.
(17) Bhawal, B.
(17) Black, E.
(17) Blackburn, K.
(17) Bogue, L.
(17) Bork, Rolf
Author:
Subject
(11) ddc 510
(10) sonderforschungsbereich 386
(8) condensed matter soft condensed matter
(7) info eu repo classification ddc 530
(7) info eu repo classification ddc 540
(6) lcc medicine
(6) lcc r
(5) research article
(4) article
(4) condensed matter statistical mechanics
(4) doaj health sciences
(4) doaj medicine general
(4) lcc q
(4) lcc science
(4) original articles
(4) physics biological physics
(3) articles
(3) ddc 310
(3) info eu repo classification ddc 570
(3) lcc internal medicine
(3) lcc mathematics
(3) lcc qa1 939
(3) lcc rc31 1245
(3) mathematical morphology
(2) activated sludge floc
(2) atherogenesis
(2) biofilm
(2) brain mapping
(2) collateral circulation
(2) coronary artery disease
(2) coronary collateral blood flow
(2) ddc 330
(2) ddc 610
(2) delaunay triangulations
(2) exercise training
(2) fluorescent in situ hybridisation
(2) fractional brownian motion
(2) functional magnetic resonance imaging
(2) humans
(2) interval training
(2) lcc medicine general
(2) lcc r5 920
(2) non linear filtering
(2) pathophysiology
(2) physics computational physics
(2) theorie
(1) 000 computer science
(1) 119999
(1) 330 economics
(1) 3d image analysis
(1) 49j45
(1) 49j52
(1) 510 mathematics
(1) 610 medicine health
(1) 610 medizin
(1) 650 management public relations
(1) 80 and over
(1) 93e14
(1) adaptive algorithm
(1) adaptive estimation
(1) adaptive estimation penalized m estimation...
(1) adolescent
(1) adult
(1) adult education
(1) adult education teacher
(1) adult educator
(1) adult lung
(1) adult training
(1) aged
(1) alternative testing strategies
(1) analysis
(1) andragogics
(1) andragogik
(1) angestellter
(1) angioplastie infrapopliteal extremitätenischämie
(1) antioxidant
(1) atrial fibrillation
(1) balloon angioplasty infrapopliteal cli
(1) begriffsbestimmung
(1) binding sites
(1) biological sciences
(1) brain death
(1) case reports
(1) celebrities
(1) cells
(1) changement climatique
(1) chemie
(1) chemistry
(1) chemoprevention
(1) classificazione decimale dewey
(1) clinic for gastroenterology and hepatology
(1) clinical studies
(1) coffee
(1) cohort studies
(1) complexity penalized
(1) confocal laser scanning microscopy
(1) consistency
(1) consumer protection policy
(1) controlled reperfusion
(1) convergence rates
Subject:
Dewey Decimal Classification (DDC)
(12) Medicine & health [61*]
(5) Mathematics [51*]
(5) Life sciences; biology [57*]
(4) Statistics [31*]
(3) Science [50*]
(3) Engineering [62*]
(2) Economics [33*]
(2) Physics [53*]
(1) Psychology [15*]
(1) Education [37*]
(1) Chemistry [54*]
(1) Music [78*]
(1) Literature, rhetoric & criticism [80*]
(1) Geography & travel [91*]
Dewey Decimal Classification (DDC):
Year of Publication
(28) 2014
(25) 2013
(20) 2012
(19) 2003
(17) 2009
(13) 2008
(12) 2004
(10) 2011
(9) 2005
(9) 2010
(7) 2006
(7) 2007
(5) 1998
(4) 2015
(3) 1992
(2) 1984
(2) 1996
(2) 1999
(2) 2000
(2) 2002
(1) 1955
(1) 1957
(1) 1959
(1) 1960
(1) 1961
(1) 1962
(1) 1983
(1) 1989
(1) 2001
Year of Publication:
Content Provider
(36) Jülich Forschungszentrum: JuSER
(36) Max Planck Society: eDoc Server
(23) CiteSeerX
(18) PubMed Central
(11) Munich LMU: Open Access
(10) ArXiv.org
(9) HighWire Press
(8) DOAJ Articles
(6) Gallica (Bib. Nationale de France)
(6) RePEc.org
(5) EconStor
(4) Aachen RWTH: Publications
(2) BioMed Central
(2) DMLCZ (Czech Digital Mathematics Library)
(2) Smithsonian Institution
(2) Bern Univ.: BORIS
(2) Geneva Univ.: Archive ouverte
(2) Leuven KU: Lirias
(2) Utrecht Univ.: Repository
(1) CERN (Switzerland)
(1) DataCite Metadata Store
(1) Digital Library Thüringen
(1) DigiZeitschriften
(1) pedocs document server
(1) Göttingen Center for Retrospective Digitization...
(1) Griffith Univ.
(1) Harvard Univ.: DASH
(1) Lausanne Ecole Polytechnique Fed.: Infoscience
(1) Inst. National Recherche Agronomique: ProdINRA
(1) James Cook Univ. (JCU): ResearchOnline
(1) Johns Hopkins Univ.: JScholarship
(1) MDPI Open Access Publishing
(1) Heinz MaierLeibnitz Zentrum (MLZ): iMPULSE
(1) Queensland Univ. Tech.: QUT ePrints
(1) Springer Open Choice
(1) Munich TU: mediaTUM
(1) Groningen Univ.
(1) Lund Univ. Publications (LUP)
(1) Michigan Univ.: Deep Blue
(1) Crete Univ.: Anemi
(1) Dortmund TU: Eldorado
(1) Eindhoven Univ. of Technology: Repository TU/e
(1) Leipzig Univ.: Qucosa
(1) Manchester Univ.: eScholar Services
(1) Regensburg Univ.: Publication Server
(1) Sydney Univ. of Technology: UTSeScholarship
(1) Vienna Univ.: u:scholar
(1) Würzburg Univ.: Online Publication Service
(1) Zurich Univ.: ZORA
(1) Pittsburgh Univ.: Archive of European Integration
Content Provider:
Language
(141) English
(69) Unknown
(7) German
Language:
Document Type
(83) Article, Journals
(69) Text
(45) Reports, Papers, Lectures
(9) Unknown
(6) Audio
(3) Books
(2) Theses
Document Type:
Access
(123) Unknown
(94) Open Access
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