On the Distribution of Random Samples from Finite Populations of Random Variables

This article deals with probability distributions of sums of simple random sample and Bernoulli sample when samples are selected from finite population of independent random variables. Random variables are quasi-lattice. Probability distributions from class ? and Poisson distribution are used for approximation. Analogue of Cornish-Fisher transformation is obtained in case of limit distributions from class ?.     

Rate of Innovation for (Non-)Periodic Signals and Optimal Lower Stability Bound for Filtering

One of fundamental problems in sampling theory is to reconstruct (non-)periodic signals from their filtered signals in a stable way. In this paper, we obtain a universal upper bound to the rate of innovation for signals in a closed linear space, which can be stably reconstructed, via the optimal lower stability bound for filtering on that linear space.     

On the Strong Convergence of Forward-Backward Splitting in Reconstructing Jointly Sparse Signals

Set-Valued and Variational Analysis - We consider the problem of reconstructing an infinite set of sparse, finite-dimensional vectors, that share a common sparsity pattern, from incomplete...     

RESEARCH ANNOUNCEMENTS Reconstruction of Band-limited Signals From Uniform Random Samples

The Shannon sampling theorem is one of the foundations for modern signal processing.Assume that a signal f（t）∈L²（R）.σ>0 is a constant.Signal f（t） is calledσ-band-limitedif |ω|>σ,F（ω） = f_-∞^∞f（t）e^-iω≧tdt = 0.The Shannon sampling theorem says that aσ-band-limitedf（t） can be reconstructed exactly by its all sampling points at the equal interval h≤π/σ.The reconstructed formula is     

Reconstructing Finite Sets of Points in Rup to Groups of Isometries

We prove reconstruction results for finite sets of points in the Euclidean spaceRⁿthat are given up to the action of groups of isometries that contain all translations and for which the origin has a finite stabilizer.     

NA样本下回归函数导数估计的收敛速度

本文对NA样本,在一定条件下,研究了非参数回归函数导数核估计逐点强相合及一致强相合的收敛速度.     

Dependence Between Order Statistics in Samples from Finite Population and its Application to Ranked Set Sampling

Let X1, X2,..., Xm, Y1, Y2,..., Yn be a simple random sample without replacement from a finite population and let X(1) X(2) ... X(m) and Y(1) Y(2) ... Y(n) be the order statistics of X1, X2,..., Xm and Y1, Y2,..., Yn, respectively. It is shown that the joint distribution of X(i) and X(j) is positively likelihood ratio dependent and Y(j) is negatively regression dependent on X(i). Using these results, it is shown that when samples are drawn without replacement from a finite population, the relative precision of the ranked set sampling estimator of the population mean, relative to the simple random sample estimator with the same number of units quantified, is bounded below by 1.     

Direct Estimation of Linear Functionals from Indirect Noisy Observations

The authors study the efficiency of the linear-functional strategy, as introduced by Anderssen in 1986, for inverse problems with observations blurred by Gaussian white noise with known intensity δ. The optimal accuracy is presented and it is shown how this can be achieved by a linear-functional strategy based on the noisy observations. This optimal linear-functional strategy is obtained from Tikhonov regularization of some dual problem. Next, the situation is treated when only a finite number of noisy observations, given beforehand, is available. Under appropriate smoothness assumptions best possible accuracy still can be attained if the number of observations corresponds to the noise intensity in a proper way. It is also shown that, at least asymptotically, this number of observations cannot be reduced.     

Noisy duel with uncertain existence of the shot

The purpose of this paper is to discuss a noisy duel defined on the unit square in which both duelists have an uncertain knowledge about the existence of the shot fitted to their gun. This game ist solved as a two person zero-sum game under uncertainty.     

Reconstructing electron concentrations with small horizontal gradients from oblique ionospheric sounding

Translated from Chislennye Metody Resheniya Obratnykh Zadach Matematicheskoi Fiziki, pp. 147–153.     

Reconstructing Geometric Objects from the Measures of Their Intersections with Test Sets

Let us say that an element of a given family $\mathcal{A}$ of subsets of ? ^d can be reconstructed using n test sets if there exist T ₁,…,T _n ?? ^d such that whenever $A,B\in\mathcal{A}$ and the Lebesgue measures of A∩T _i and B∩T _i agree for each i=1,…,n then A=B. Our goal will be to find the least such n. We prove that if $\mathcal{A}$ consists of the translates of a fixed reasonably nice subset of ? ^d then this minimum is n=d. To obtain this we prove the following two results. (1) A translate of a fixed absolutely continuous function of one variable can be reconstructed using one test set. (2) Under rather mild conditions the Radon transform of the characteristic function of K (that is, the measure function of the sections of K), (R _θ χ _K )(r)=λ ^d?1(K∩{x∈? ^d :〈x,θ〉=r}) is absolutely continuous for almost every direction θ. These proofs are based on techniques of harmonic analysis. We also show that if $\mathcal{A}$ consists of the enlarged homothetic copies rE+t (r≥1,t∈? ^d ) of a fixed reasonably nice set E?? ^d , where d≥2, then d+1 test sets reconstruct an element of $\mathcal{A}$ , and this is optimal. This fails in ?: we prove that a closed interval, and even a closed interval of length at least 1 cannot be reconstructed using two test sets. Finally, using randomly constructed test sets, we prove that an element of a reasonably nice k-dimensional family of geometric objects can be reconstructed using 2k+1 test sets. An example from algebraic topology shows that 2k+1 is sharp in general.     

A Finite Horizon Production Model with Variable Production Rates and Constant Demand Rate

In this paper we present a finite horizon single product single machine production problem. Demand rate and all the cost patterns do not change over time. However, end of horizon effects may require production rate adjustments at the beginning of each cycle. It is found that no such adjustments are required. The machine should be operated either at minimum speed (i.e. production rate = demand rate; shortage is not allowed), avoiding the buildup of any inventory, or at maximum speed, building up maximum inventories that are controlled by the optimal production lot size.     

The Complexity of Indefinite Elliptic Problems with Noisy Data

We study the complexity of second-order indefinite elliptic problems −div(au) +bu=f(with homogeneous Dirichlet boundary conditions) over ad-dimensional domain Ω, the error being measured in theH¹(Ω)-norm. The problem elementsfbelong to the unit ball ofW^{r, p}, (Ω), wherep [2, ∞] andr>d/p. Information consists of (possibly adaptive) noisy evaluations off,a, orb(or their derivatives). The absolute error in each noisy evaluation is at most δ. We find that thenth minimal radius for this problem is proportional ton^−r/d+ δ and that a noisy finite element method with quadrature (FEMQ), which uses only function values, and not derivatives, is a minimal error algorithm. This noisy FEMQ can be efficiently implemented using multigrid techniques. Using these results, we find tight bounds on the -complexity (minimal cost of calculating an -approximation) for this problem, said bounds depending on the costc(δ) of calculating a δ-noisy information value. As an example, if the cost of a δ-noisy evaluation isc(δ) = δ^−s(fors> 0), then the complexity is proportional to (1/)^{d/r + s}.     

The Complexity of Definite Elliptic Problems with Noisy Data

We study the complexity of 2mth order definite elliptic problemsLu=f(with homogeneous Dirichlet boundary conditions) over ad-dimensional domain Ω, error being measured in theH^m(Ω)-norm. The problem elementsfbelong to the unit ball ofW^r,p(Ω), wherep∈ [2, ∞] andr>d/p. Information consists of (possibly adaptive) noisy evaluations offor the coefficients ofL. The absolute error in each noisy evaluation is at most δ. We find that thenth minimal radius for this problem is proportional ton^−r/d+ δ, and that a noisy finite element method with quadrature (FEMQ), which uses only function values, and not derivatives, is a minimal error algorithm. This noisy FEMQ can be efficiently implemented using multigrid techniques. Using these results, we find tight bounds on the ?-complexity (minimal cost of calculating an ?-approximation) for this problem, said bounds depending on the costc(δ) of calculating a δ-noisy information value. As an example, if the cost of a δ-noisy evaluation isc(δ) = δ^−s(fors> 0), then the complexity is proportional to (1/?)^d/r+s.     

Minimizing Quadratic Functions Subject to Bound Constraints with the Rate of Convergence and Finite Termination

A new active set based algorithm is proposed that uses the conjugate gradient method to explore the face of the feasible region defined by the current iterate and the reduced gradient projection with the fixed steplength to expand the active set. The precision of approximate solutions of the auxiliary unconstrained problems is controlled by the norm of violation of the Karush-Kuhn-Tucker conditions at active constraints and the scalar product of the reduced gradient with the reduced gradient projection. The modifications were exploited to find the rate of convergence in terms of the spectral condition number of the Hessian matrix, to prove its finite termination property even for problems whose solution does not satisfy the strict complementarity condition, and to avoid any backtracking at the cost of evaluation of an upper bound for the spectral radius of the Hessian matrix. The performance of the algorithm is illustrated on solution of the inner obstacle problems. The result is an important ingredient in development of scalable algorithms for numerical solution of elliptic variational inequalities.     

相依样本下非参数回归函数估计的强收敛速度

设(X,Y),(X_1,Y_1,),…,(X_n,Y_n)是一个平稳、φ—混合过程((X,Y)∈R~d×R,E|Y|~(s δ)<∞,s≥2,δ>0),用m(x)记E{Y|X=x},本文讨论了m(x)的如下估计m_n(x)的强收敛速度:     

独立样本最近邻密度估计的强相合速度

设X，X2，…,Xn是独立同分布样本，具有共同的密度函数f(x),在f(x)满足适当的条件下给出最近邻密度估计的强相合收敛速度，其速度可达到O（n^-1/3(olgn)^1/3。     

Reconstructing parameters of a medium from incomplete spectral information

The problem of the synthesis of a stratified medium with specified amplitude and phase properties is investigated. The wave propagation in the medium is described by a system of differential equations. The synthesis problem considered in the paper relates to inverse problems of spectral analysis with incomplete spectral information. Using the contour integral method we study properties of spectral characteristics and obtain algorithms for the solution of the synthesis problem for differential equations with singularities.