
「Stochastic」与「Random」有何区别? - 知乎
With stochastic process, the likelihood or probability of any particular outcome can be specified and not all outcomes are equally likely of occurring. For example, an ornithologist may assign …
In layman's terms: What is a stochastic process?
Oct 8, 2015 · A stochastic process is a colection of random variables defined on the same probability space. Please explain further what parts of this definition are escaping you.
random process和stochastic process的区别是什么? - 知乎
实际上,"random process"和"stochastic process"在现代数学和概率论中是同义词,它们都用来描述随着时间或其他指标变化的随机变量集合。这两个术语描述的是同一类数学对象,即一组依 …
What's the difference between stochastic and random?
Feb 28, 2012 · What's the difference between stochastic and random?There is an anecdote about the notion of stochastic processes. They say that when Khinchin wrote his seminal paper …
如何理解随机梯度下降(stochastic gradient descent,SGD)?
随机梯度下降 Stochastic Gradient Descent SGD (Vinilla基础法/Momentum动量法) 一开始SGD没有动量,叫做Vanilla SGD,也就是没有之前时刻的梯度信息。 所以 m_t=\eta G_t ( …
随机模型预测控制到底是什么? - 知乎
SMPC,stochastic model predictive control。 先搞清楚MPC是啥?就是用模型预测系统以后的表现加以改变现在的控制。比如打网球,人能在对手击球时,通过脑内的打网球模型就判断球的 …
Difference between time series and stochastic process?
Jan 30, 2011 · Stochastic processes are often used in modeling time series data- we assume that the time series we have was produced by a stochastic process, find the parameters of a …
Stochastic Calculus 在现实的 Quant 世界中到底可以干什么?
Stochastic Calculus 在现实的 Quant 世界中到底可以干什么? 感觉学了好多随机计算,除了产品(衍生品)定价,别的根本用不上。
Books recommendations on stochastic analysis - Mathematics …
Feb 21, 2023 · Stochastic Calculus for Finance I: Binomial asset pricing model and Stochastic Calculus for Finance II: tochastic Calculus for Finance II: Continuous-Time Models. These two …
distributed/stochastic optimization的研究热点在哪? - 知乎
其实stochastic optimization和distributed optimization都不是新问题 distributed optimization早期的研究可以追溯到80年代,stochastic optimization更是大家都已经在用的老生常谈的算法。之所 …