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Robustness Properties and Confidence Interval Reliability
Robustness Properties Confidence Interval Reliability
2015/7/6
In this chapter, we discuss the robustness and reliability of the estimators of the probability of a rare event (or, more generally, of the expectation of some function of rare events) with respect to...
A Bregman Extension of quasi-Newton updates II: Convergence and Robustness Properties
A Bregman Extension quasi-Newton updates II Convergence Robustness Properties
2010/10/19
We propose an extension of quasi-Newton methods, and investigate the convergence and the robustness properties of the proposed update formulae for the approximate Hessian matrix. Fletcher has studied ...