共查询到20条相似文献,搜索用时 0 毫秒
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Zhongyi Liu Linping Sun 《高等学校计算数学学报(英文版)》2007,16(1):92-96
A negative curvature method is applied to nonlinear least squares problems with indefinite Hessian approximation matrices. With the special structure of the method, a new switch is proposed to form a hybrid method. Numerical experiments show that this method is feasible and effective for zero-residual, small-residual and large-residual problems. 相似文献
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Li Bainian 《大学数学》1998,(4)
本文对混合变量生成的一阶自回归过程建立了Marcinkiewicz强大数定律.我们还给出了Hartman-Wintner重对数律在AR(1)上的结果. 相似文献
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We consider the problem of estimating regression models of two-dimensional random fields. Asymptotic properties of the least squares estimator of the linear regression coefficients are studied for the case where the disturbance is a homogeneous random field with an absolutely continuous spectral distribution and a positive and piecewise continuous spectral density. We obtain necessary and sufficient conditions on the regression sequences such that a linear estimator of the regression coefficients is asymptotically unbiased and mean square consistent. For such regression sequences the asymptotic covariance matrix of the linear least squares estimator of the regression coefficients is derived. 相似文献
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This paper considers the issue of parameter estimation for biomedical applications using nonuniformly sampled data. The generalized linear least squares (GLLS) algorithm, first introduced by Feng and Ho (1993), is used in the medical imaging community for removal of bias when the data defining the model are correlated. GLLS provides an efficient iterative linear algorithm for the solution of the non linear parameter estimation problem. This paper presents a theoretical discussion of GLLS and introduces use of both Gauss Newton and an alternating Gauss Newton for solution of the parameter estimation problem in nonlinear form. Numerical examples are presented to contrast the algorithms and emphasize aspects of the theoretical discussion.
AMS subject classification (2000) 65F10.R. A. Renaut: This work was partially supported by the Arizona Center for Alzheimer’s Disease Research, by NIH grant EB 2553301 and for the second author by NSF CMG-02223.Received December 2003. Revised November 2004. Communicated by Lars Eldén. 相似文献
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Jerry Eriksson 《BIT Numerical Mathematics》1999,39(2):228-254
A new quasi-Newton method for nonlinear least squares problems is proposed. Two advantages of the method are accomplished by utilizing special geometrical properties in the problem class. First, fast convergence is established for well-conditioned problems by interpolating both the current and the previous step in each iteration. Second, high accuracy is achieved for certain difficult problems, such as ill-conditioned problems and problems with large curvatures in the tangent space. Numerical results for artificial problems and standard test problems are presented and discussed. 相似文献
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The recent interest in iterated Wiener processes was motivated by apparently quite unrelated studies in probability theory and mathematical statistics. Laws of the iterated logarithm (LIL) were independently obtained by Burdzy(2) and Révész(17). In this work, we present a functional version of LIL for a standard iterated Wiener process, in the spirit of functional asymptotic results of an 2-valued Gaussian process given by Deheuvels and Mason(9) in view of Bahadur-Kiefer-type theorems. Chung's liminf sup LIL is established as well, thus providing further insight into the asymptotic behavior of iterated Wiener processes. 相似文献
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A Structured Secant Method Based on a New Quasi-Newton Equation for Nonlinear Least Squares Problems 总被引:1,自引:0,他引:1
In this paper, a new quasi-Newton equation is applied to the structured secant methods for nonlinear least squares problems. We show that the new equation is better than the original quasi-Newton equation as it provides a more accurate approximation to the second order information. Furthermore, combining the new quasi-Newton equation with a product structure, a new algorithm is established. It is shown that the resulting algorithm is quadratically convergent for the zero-residual case and superlinearly convergent for the nonzero-residual case. In order to compare the new algorithm with some related methods, our preliminary numerical experiments are also reported. 相似文献
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Let {Xt,t ≥ 1} be a moving average process defined by Xt = ∑^∞ k=0 αkξt-k, where {αk,k ≥ 0} is a sequence of real numbers and {ξt,-∞ 〈 t 〈 ∞} is a doubly infinite sequence of strictly stationary dependent random variables. Under the conditions of {αk, k ≥ 0} which entail that {Xt, t ≥ 1} is either a long memory process or a linear process, the strong approximation of {Xt, t ≥ 1} to a Gaussian process is studied. Finally, the results are applied to obtain the strong approximation of a long memory process to a fractional Brownian motion and the laws of the iterated logarithm for moving average processes. 相似文献
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W. J. Park 《Journal of multivariate analysis》1974,4(4):479-485
Strassen's version of the law of the iterated logarithm is extended to the two-parameter Gaussian process {X(s, t); ε(s, t) [0, ∞)2} with the covariance function R((s1,t1),(s2,t2)) = min(s1,s2)min(t1,t2). 相似文献
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Hå kan Hedenmalm Ilgiz Kayumov 《Proceedings of the American Mathematical Society》2007,135(7):2235-2248
We obtain considerable improvement of Makarov's estimate of the boundary behavior of a general conformal mapping from the unit disk to a simply connected domain in the complex plane. We apply the result to improve Makarov's comparison of harmonic measure with Hausdorff measure on simply connected domains.
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Karl Grill 《Journal of Theoretical Probability》1992,5(1):197-204
We investigate the upper limiting behavior of the distance of the normalize trajectories of a Wiener process from Strassen's class. It is shown that the right rate is (log logT)–2/3, improving previous results by the author and by Goodman and Kuelbs.(2,3) 相似文献
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We discuss the integral test for a moving sum of an iid symmetric stable sequence with exponent α (0 < α < 2), and the Chover-type LIL is given as a corollary. We also obtain the law of a single logarithm for moving sums of a normal sequence. 相似文献
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Backward Error Bounds for Constrained Least Squares Problems 总被引:1,自引:0,他引:1
We derive an upper bound on the normwise backward error of an approximate solution to the equality constrained least squares problem min
Bx=d
b – Ax2. Instead of minimizing over the four perturbations to A, b, B and d, we fix those to B and d and minimize over the remaining two; we obtain an explicit solution of this simplified minimization problem. Our experiments show that backward error bounds of practical use are obtained when B and d are chosen as the optimal normwise relative backward perturbations to the constraint system, and we find that when the bounds are weak they can be improved by direct search optimization. We also derive upper and lower backward error bounds for the problem of least squares minimization over a sphere:
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Weighted Least Squares Method for the Accelerated Failure Time Model with Auxiliary Covariates 下载免费PDF全文
This paper deals with the analysis of accelerated failure time model when the primary covariate is subject to missing. We assume that the true covariate is 相似文献
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ESTIMATIONOFTHEPARAMETERSFORUNSTABLEARMODELSANHoNGZHI(安鸿志)(InstituteofAppliedMathematics,theChineseAcademyofScience,Beijing10... 相似文献