|کد مقاله||کد نشریه||سال انتشار||مقاله انگلیسی||ترجمه فارسی||نسخه تمام متن|
|1154175||958374||2016||5 صفحه PDF||سفارش دهید||دانلود کنید|
A new proof of convergence of Bayes map iterated filtering algorithm, based on supermartingale inequality, is proposed. Relying on log concavity assumption, this approach with verifiable conditions is simpler than the previous approach and is generalizable to more sophisticated algorithms. The assumption could be relaxed at the cost of more technical details.
Journal: Statistics & Probability Letters - Volume 118, November 2016, Pages 32–36