BIMSA > Seminar on Control Theory and Nonlinear Filtering On the convergence analysis of Yau-Yau algorithm
On the convergence analysis of Yau-Yau algorithm
Organizer
Shing Toung Yau
Speaker
Zeju Sun
Time
Wednesday, March 20, 2024 2:30 PM - 3:00 PM
Venue
理科楼A-304
Abstract
In this talk, we will discuss the convergence analysis of Yau-Yau algorithm from a probabilistic perspective. In its original form, the convergence analysis of Yau-Yau algorithm is based on the assumptions for particular trajectories with certain properties. Here, we would like to generalize it by showing that the convergence results also hold in the sense of mathematical expectation with assumptions on the regularity of the system coefficients only. This generalization result is also important for the analysis of the recently developed framework where the algorithm is conducted by deep learning.