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1.
We obtain an approximation for the bootstrapped empirical process with the rate of the Komlós, Major and Tusnády approximation for empirical processes. The proof of the new approximation is based on the Poisson approximation for the uniform empirical distribution function and the Gaussian approximation for randomly stopped sums.

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2.
A large deviations type approximation to the probability of ruin within a finite time for the compound Poisson risk process perturbed by diffusion is derived. This approximation is based on the saddlepoint method and generalizes the approximation for the non-perturbed risk process by Barndorff-Nielsen and Schmidli (Scand Actuar J 1995(2):169–186, 1995). An importance sampling approximation to this probability of ruin is also provided. Numerical illustrations assess the accuracy of the saddlepoint approximation using importance sampling as a benchmark. The relative deviations between saddlepoint approximation and importance sampling are very small, even for extremely small probabilities of ruin. The saddlepoint approximation is however substantially faster to compute.  相似文献   

3.
研究了优势关系下不协调决策表的下近似约简问题,引入新的下近似约简的定义,证明新的下近似约简与文献[7]定义的下近似约简等价。给出新的下近似约简的判定定理和辨识矩阵,与文献[7]的辨识矩阵相比,计算新的下近似约简的辨识矩阵的时间复杂度要低。因此,可以利用新的辨识矩阵来求决策表的下近似约简.  相似文献   

4.
自适应稀疏伪谱逼近法是广义混沌多项式类方法的最新进展,相对于其它方法具有计算精度高、速度快的优点.但它仍存在如下缺点:1)终止判据对逼近误差的估计精度偏低;2)只适用于单输出问题.本文提出了适用于多输出问题且具有更高逼近精度的自适应稀疏伪谱逼近新方法.本文首先提出了新型终止判据及基于此新型终止判据的自适应稀疏伪谱逼近新方法,并以命题的形式证明了新型终止判据相比于现有终止判据具有更高的估计精度,从而使基于此的逼近函数精度更接近于预期精度;进而,本文基于指标集的统一策略和新型终止判据,提出了适用于多输出问题的自适应稀疏伪谱逼近新方法,该方法因能充分利用各输出变量的抽样结果,具有比将单输出方法直接推广到多输出问题更高的计算效率.多个算例验证了本文所提出新方法的有效性和正确性.  相似文献   

5.
单纯形上的Stancu多项式与最佳多项式逼近   总被引:8,自引:2,他引:6  
曹飞龙  徐宗本 《数学学报》2003,46(1):189-196
作为Bernstein多项式的推广,本文定义单纯形上的多元Stancu多项式.以最佳多项式逼近为度量,建立Stancu多项式对连续函数的逼近定理与逼近阶估计,给出Stancu多项式的一个逼近逆定理,从而用最佳多项式逼近刻划Stancu多项式的逼近特征.  相似文献   

6.
It is shown that for the separable dual X of a Banach space X if X has the weak approximation property, then X has the metric quasi approximation property. Using this it is shown that for the separable dual X of a Banach space X the quasi approximation property and metric quasi approximation property are inherited from X to X and for a separable and reflexive Banach space X, X having the weak approximation property, bounded weak approximation property, quasi approximation property, metric weak approximation property, and metric quasi approximation property are equivalent. Also it is shown that the weak approximation property, bounded weak approximation property, and quasi approximation property are not inherited from a Banach space X to X.  相似文献   

7.
In this paper, we present a continued fraction product approximation for the Gamma function, via the Tri-gamma function. This approximation is fast in comparison with the recently discovered asymptotic series. We also establish the inequalities related to this approximation. Finally, some numerical computations are provided for demonstrating the superiority of our approximation.  相似文献   

8.
Motivated by conforming finite element methods for elliptic problems of second order, we analyze the approximation of the gradient of a target function by continuous piecewise polynomial functions over a simplicial mesh. The main result is that the global best approximation error is equivalent to an appropriate sum in terms of the local best approximation errors on elements. Thus, requiring continuity does not downgrade local approximation capability and discontinuous piecewise polynomials essentially do not offer additional approximation power, even for a fixed mesh. This result implies error bounds in terms of piecewise regularity over the whole admissible smoothness range. Moreover, it allows for simple local error functionals in adaptive tree approximation of gradients.  相似文献   

9.
单隐层神经网络与最佳多项式逼近   总被引:7,自引:1,他引:6  
研究单隐层神经网络逼近问题.以最佳多项式逼近为度量,用构造性方法估计单隐层神经网络逼近连续函数的速度.所获结果表明:对定义在紧集上的任何连续函数,均可以构造一个单隐层神经网络逼近该函数,并且其逼近速度不超过该函数的最佳多项式逼近的二倍.  相似文献   

10.
In this work a new type of approximation operator—the Bézier variant of the BBHK operator—is introduced. Its approximation properties are studied. A convergence theorem for such approximation operators for locally bounded functions is established by means of some techniques of probability theory and analysis methods. This convergence theorem subsumes the approximation of functions of bounded variation as a special case.  相似文献   

11.
One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs with larger dimensions but their convergence is in the sense of probability one. In this paper, we study the differentiability property of stochastic two-stage programs and discuss continuous approximation methods for stochastic programs. We present several ways to calculate and estimate this derivative. We then design several continuous approximation schemes and study their convergence behavior and implementation. The methods include several types of truncation approximation, lower dimensional approximation and limited basis approximation.His work is supported by Office of Naval Research Grant N0014-86-K-0628 and the National Science Foundation under Grant ECS-8815101 and DDM-9215921.His work is supported by the Australian Research Council.  相似文献   

12.
Reinhard Hochmuth 《PAMM》2003,3(1):446-449
Restricted nonlinear approximation is a generalization of n‐term approximation in which a weight function is used to control the terms of the approximant. Here, restricted nonlinear approximation is considered with respect to anisotropic wavelet bases. In particular, characterizations for those functions, which provide a specific convergence rate by restricted nonlinear approximation, are presented.  相似文献   

13.
Summary To avoid any numerical locking in the finite element approximation of viscoelastic flow problems, we propose a three-field approximation of this problem. This approximation, which involves velocities, stresses, and pressures is proved to converge for all times. In the proof, we also obtain convergence results for the three-fields finite element approximation of incompressible elasticity problems.  相似文献   

14.
Abstract. Our main interest in this paper is nonlinear approximation. The basic idea behind nonlinear approximation is that the elements used in the approximation do not come from a fixed linear space but are allowed to depend on the function being approximated. While the scope of this paper is mostly theoretical, we should note that this form of approximation appears in many numerical applications such as adaptive PDE solvers, compression of images and signals, statistical classification, and so on. The standard problem in this regard is the problem of m -term approximation where one fixes a basis and looks to approximate a target function by a linear combination of m terms of the basis. When the basis is a wavelet basis or a basis of other waveforms, then this type of approximation is the starting point for compression algorithms. We are interested in the quantitative aspects of this type of approximation. Namely, we want to understand the properties (usually smoothness) of the function which govern its rate of approximation in some given norm (or metric). We are also interested in stable algorithms for finding good or near best approximations using m terms. Some of our earlier work has introduced and analyzed such algorithms. More recently, there has emerged another more complicated form of nonlinear approximation which we call highly nonlinear approximation. It takes many forms but has the basic ingredient that a basis is replaced by a larger system of functions that is usually redundant. Some types of approximation that fall into this general category are mathematical frames, adaptive pursuit (or greedy algorithms), and adaptive basis selection. Redundancy on the one hand offers much promise for greater efficiency in terms of approximation rate, but on the other hand gives rise to highly nontrivial theoretical and practical problems. With this motivation, our recent work and the current activity focuses on nonlinear approximation both in the classical form of m -term approximation (where several important problems remain unsolved) and in the form of highly nonlinear approximation where a theory is only now emerging.  相似文献   

15.
The local constant of strong uniqueness for nonlinear approximation with respect to a norm is the local constant of strong uniqueness for approximation in the associated problem of linear approximation by the tangent space.  相似文献   

16.
For crystal aggregates, the orientation distribution of single crystals affects the anisotropic linear elastic properties. In the singular approximation for cubic materials, this influence is reflected by a fourth-order texture coefficient. From this approximation, the statistical bounds of Voigt, Reuss and Hashin-Shtrikman, and an isotropically self-consistent singular approximation can be obtained. Here, an approximation is called isotropically self-consistent, if, for a vanishing texture, it results in the isotropic self-consistent approximation. The isotropically self-consistent singular approximation has the following advantages: i) it lies between the bounds of Voigt, Reuss and Hashin-Shtrikman, ii) it offers a useful approximation of the effective material behavior of textured anisotropic polycrystals, and iii) it can be used for material design purposes tailoring anisotropic properties mainly depending on the crystallographic texture. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)  相似文献   

17.
研究了属性权重完全未知的区间直觉梯形模糊数的多属性决策问题,结合TOPSIS方法定义了相对贴近度及总贴近度公式.首先由区间直觉梯形模糊数的Hamming距离给出了每个方案的属性与正负理想解的距离,基于此,给出了相对贴近度矩阵,根据所有决策方案的综合贴近度最小化建立多目标规划模型,从而确定属性的权重值,然后根据区间直觉梯形模糊数的加权算数平均算子求出各决策方案的总贴近度,根据总贴近度的大小对方案进行排序;最后,通过实例分析说明该方法的可行性和有效性.  相似文献   

18.
《Optimization》2012,61(3-4):303-317
Star-shaped probability function approximation is suggested. Conditions of log-concavity and differentiability of approximation function are obtained. The method for constructing stochastic estimates of approximation function gradient and stochastic quasi-gradient algorithm for probability function maximization are described in the paper  相似文献   

19.
研究了球面径向基插值对球面函数的逼近问题,给出了一致逼近的上界估计式.文中结果说明,球面径向基插值的逼近阶会随函数光滑性的提高而增加.  相似文献   

20.
This paper presents new approximation bounds for trilinear and biquadratic optimization problems over nonconvex constraints. We first consider the partial semidefinite relaxation of the original problem, and show that there is a bounded approximation solution to it. This will be achieved by determining the diameters of certain convex bodies. We then show that there is also a bounded approximation solution to the original problem via extracting the approximation solution of its semidefinite relaxation. Under some conditions, the approximation bounds obtained in this paper improve those in the literature.  相似文献   

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