共查询到20条相似文献,搜索用时 15 毫秒
1.
Monica E. Bad Dumitrescu 《Annals of the Institute of Statistical Mathematics》1987,39(1):211-218
Summary The Bayesian estimation problem for the parameter θ of an exponential probability distribution is considered, when it is assumed
that θ has a natural conjugate prior density and a loss-function depending on the squared error is used. It is shown that,
with probability one, the posterior density of the Bayesian—centered and scaled parameter converges pointwise to the normal
probability density. The weak convergence of the posterior distributions to the normal distribution follows directly. Both
correct and incorrect models are studied and the asymptotic normality is stated respectively. 相似文献
2.
Thomas Galtier 《Extremes》2011,14(2):157-166
In this note upcrossing intensity of a level u by a non-Gaussian process—the Laplace Moving Average (LMA)—is estimated by means of a saddle point approximation of Rice’s
formula. A LMA-process is defined by power spectral density, skewness and kurtosis parameters. The method is illustrated by
measurements of sea surface elevation and stresses in a vessel. 相似文献
3.
Summary A preliminary test estimator is considered for the scale parameter of the two-parameter exponential distribution with unknown
selection parameter, where the distribution does not satisfy the regularity condition of Wilks' theorem—the density is not
differentiable. A method of specifying the level of significance of the preliminary test based on is proposed AIC.
This work was partly supported by Scientific Research Fund No. 58450058 from the Ministry of Education of Japan.
The Institute of Statistical Mathematics 相似文献
4.
M. Ziane 《Applied Mathematics and Optimization》1998,38(1):1-19
In this article we consider the two-dimensional Navier—Stokes equations with free boundary condition (open surface), and
derive a number of different results: a new orthogonal property for the nonlinear term, improved a priori estimates on the
solution, an upper bound on the dimension of the attractor which agrees with the conventional theory of turbulence; finally,
for elongated rectangular domains, an improved Lieb—Thirring (collective Sobolev) inequality leads to an upper bound on the
dimension of the attractor which might be optimal.
Accepted 11 July 1996 相似文献
5.
Jaak Peetre 《Rendiconti del Circolo Matematico di Palermo》1993,42(2):181-194
We compare two kinds of Hankel type operators, the “BJP-operators” introduced by Boman—Janson—Peetre and the “Z-operators”
considered by Zhang. We show that every BJP-operator comes as an orthogonal sum ofZ-operators. 相似文献
6.
The implicitly restarted Arnoldi method implicitly applies a polynomial filter to the Arnoldi vectors by use of orthogonal
transformations. In this paper, an implicit filtering by rational functions is proposed for the rational Krylov method. This
filtering is performed in an efficient way. Two applications are considered. The first one is the filtering of unwanted eigenvalues
using exact shifts. This approach is related to the use of exact shifts in the implicitly restarted Arnoldi method. Second,
eigenvalue problems can have an infinite eigenvalue without physical relevance. This infinite eigenvalue can corrupt the eigensolution.
An implicit filtering is proposed for avoiding such corruptions.
The work of Gorik De Samblanx and Adhemar Bultheel was supported by the National Fund for Scientific Research (NFWO), project
Lanczos, grant #2.0042.93 and by the Human Capital and Mobility project ROLLS of the European Community under contract ERBCHRXCT930416.
The research by Karl Meerbergen was supported by the Belgian programme on Interuniversity Poles of Attraction (IUAP 17), initiated
by the Belgian State—Prime Minister's Service—Federal Office for Scientific, Technical and Cultural Affairs and the project
Iterative Methods in Scientific Computing, contract number HCM network CHRCCT93-0420, coordinated by CERFACS, Toulouse, France. 相似文献
7.
Mark A. Wieczorek Frederik J. Simons 《Journal of Fourier Analysis and Applications》2007,13(6):665-692
We develop a method to estimate the power spectrum of a stochastic process on the sphere from data of limited geographical
coverage. Our approach can be interpreted either as estimating the global power spectrum of a stationary process when only
a portion of the data are available for analysis, or estimating the power spectrum from local data under the assumption that
the data are locally stationary in a specified region. Restricting a global function to a spatial subdomain—whether by necessity
or by design—is a windowing operation, and an equation like a convolution in the spectral domain relates the expected value
of the windowed power spectrum to the underlying global power spectrum and the known power spectrum of the localization window.
The best windows for the purpose of localized spectral analysis have their energy concentrated in the region of interest while
possessing the smallest effective bandwidth as possible. Solving an optimization problem in the sense of Slepian (1960) yields
a family of orthogonal windows of diminishing spatiospectral localization, the best concentrated of which we propose to use
to form a weighted multitaper spectrum estimate in the sense of Thomson (1982). Such an estimate is both more representative
of the target region and reduces the estimation variance when compared to estimates formed by any single bandlimited window.
We describe how the weights applied to the individual spectral estimates in forming the multitaper estimate can be chosen
such that the variance of the estimate is minimized. 相似文献
8.
In 1991 Tratnik derived two systems of multivariable orthogonal Racah polynomials and considered their limit cases. q-Extensions of these systems are derived, yielding systems of multivariable orthogonal q-Racah polynomials, from which systems of multivariable orthogonal q-Hahn, dual q-Hahn, q-Krawtchouk, q-Meixner, and q-Charlier polynomials follow as special or limit cases.
Dedicated to Richard Askey on the occasion of his 70th birthday.
2000 Mathematics Subject Classification Primary—33D50; Secondary—33C50
Supported in part by NSERC grant #A6197. 相似文献
9.
E. Übi 《Central European Journal of Mathematics》2008,6(1):171-178
The strictly convex quadratic programming problem is transformed to the least distance problem — finding the solution of minimum
norm to the system of linear inequalities. This problem is equivalent to the linear least squares problem on the positive
orthant. It is solved using orthogonal transformations, which are memorized as products. Like in the revised simplex method,
an auxiliary matrix is used for computations. Compared to the modified-simplex type methods, the presented dual algorithm
QPLS requires less storage and solves ill-conditioned problems more precisely. The algorithm is illustrated by some difficult
problems.
相似文献
10.
Marcos Pereira Estellita Lins Luiz Fernando de Lyra Novaes Luiz Fernando Loureiro Legey 《Annals of Operations Research》2005,138(1):79-96
This paper proposes a new methodology for the assessment of the value range for real estate units. The theoretical basis of
the methodology is built on the Data Envelopment Analysis—DEA approach, which has its original concept adapted to the case
where the units under assessment consist of transactions among sellers and buyers. The proposed approach—christened Double
Perspective-Data Envelopment Analysis (DP-DEA)—is applied to a database comprising the prices and features of the units under
assessment. It is shown that the DP-DEA presents some specific advantages when compared to the usual regression analysis method
employed in real estate value assessment. 相似文献
11.
Douglas José AlemJr. Pedro Augusto MunariJr. Marcos Nereu Arenales Paulo Augusto Valente Ferreira 《Annals of Operations Research》2010,179(1):169-186
This paper addresses the one-dimensional cutting stock problem when demand is a random variable. The problem is formulated
as a two-stage stochastic nonlinear program with recourse. The first stage decision variables are the number of objects to
be cut according to a cutting pattern. The second stage decision variables are the number of holding or backordering items
due to the decisions made in the first stage. The problem’s objective is to minimize the total expected cost incurred in both
stages, due to waste and holding or backordering penalties. A Simplex-based method with column generation is proposed for
solving a linear relaxation of the resulting optimization problem. The proposed method is evaluated by using two well-known
measures of uncertainty effects in stochastic programming: the value of stochastic solution—VSS—and the expected value of perfect information—EVPI. The optimal two-stage solution is shown to be more effective than the alternative wait-and-see and expected value approaches,
even under small variations in the parameters of the problem. 相似文献
12.
The problem of estimating the mode of a discrete distribution is considered. New characterizations of discrete unimodal and
multi-modal distributions are obtained. The proposed mode estimator is essentially the sample mode, modulo appropriate modifications
when the sample mode is not well defined. In the case of i.i.d. observations coming from a unimodal discrete distribution,
our proposed mode estimator is shown to possess a number of strong asymptotic properties. Many of these results extend to
the case of multi-modal discrete distributions as well. Our method also applies — and we have similar asymptotic results —
to the problem of mode estimation based on finitely many observations on a Markov chain whose equilibrium distribution is
the underlying unimodal distribution. For unimodal discrete distributions, we also propose a consistent large sample test
of mode based on the proposed statistic. Applications of mode estimation problem in Monte-Carlo optimization problem using
the Hastings Metropolis chain and in prediction problem using binary response variable, specially in the context of dose-response
experiments, are also illustrated. 相似文献
13.
Given an i.i.d. sample from a probability measure P on ℝ, an estimator is constructed that efficiently estimates P in the bounded-Lipschitz metric for weak convergence of probability measures, and, at the same time, estimates the density
of P — if it exists (but without assuming it does) — at the best possible rate of convergence in total variation loss (that is,
in L
1-loss for densities).
相似文献
14.
The paper develops a method allowing one to figure out how a convergence rate in the martingale central limit theorem depends
on the conditional covariance structure of the martingale. The method is based on constructing “stopping projections” that
control the behavior of the conditional covariances of martingale differences. A discrete time martingale taking values in
either finite or infinite dimensional Hilbert space is considered.
Research supported by the International Science Foundation grant LI000.
Vilnius University, Naugarduko 24, 2006, Vilnius, Lithuania. Published in Lietuvos Matematikos Rinkinys, Vol. 35, No. 1, pp.
118–131, January—March, 1995. 相似文献
15.
Paweł Dłotko Tomasz Kaczynski Marian Mrozek Thomas Wanner 《Discrete and Computational Geometry》2011,46(2):361-388
In this paper we present a new algorithm for computing the homology of regular CW-complexes. This algorithm is based on the
coreduction algorithm due to Mrozek and Batko and consists essentially of a geometric preprocessing algorithm for the standard
chain complex generated by a CW-complex. By employing the concept of S-complexes the original chain complex can—in all known
practical cases—be reduced to a significantly smaller S-complex with isomorphic homology, which can then be computed using
standard methods. Furthermore, we demonstrate that in the context of non-uniform cubical grids this method significantly improves
currently available algorithms based on uniform cubical grids. 相似文献
16.
It is known that the common denominator of the Hermite—Padé approximants of a mixed Angelesco—Nikishin system shares orthogonality
relations with respect to each function in the system. It is less well known that they also satisfy full orthogonality with
respect to a varying measure. This problem motivates our interest in extending the class of varying measures with respect
to which weak asymptotics of orthogonal polynomials takes place. In particular, for the case of a Nikishin system, we prove
weak asymptotics of the corresponding varying measures.
October 23, 1997. Date revised: September 23, 1998. Date accepted: November 10, 1998. 相似文献
17.
A “fast matrix–vector multiplication method” is proposed for iteratively solving discretizations of the radiosity equation (I — К)u = E. The method is illustrated by applying it to a discretization based on the centroid collocation method. A convergence analysis
is given for this discretization, yielding a discretized linear system (I — K
n
)u
n = E
n. The main contribution of the paper is the presentation of a fast method for evaluating multiplications Kn
v, avoiding the need to evaluate Kn explicitly and using fewer than O(n
2) operations. A detailed numerical example concludes the paper, and it illustrates that there is a large speedup when compared
to a direct approach to discretization and solution of the radiosity equation. The paper is restricted to the surface S being unoccluded, a restriction to be removed in a later paper.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
18.
Franz Strobl 《Journal of Theoretical Probability》1995,8(4):825-831
The empirical discrepancy is defined as a supremum over a class of functions of a collection of centered sample averages.
For uncountable classes the discrepancy need not be measurable, and distributional assertions can become dependent on the
structure of the underlying probability space. This paper shows that one such assertion—the reversed sub-martingale property—is
valid when interpreted in terms of measurable cover functions for the canonical model, but that it can fail in other constructions
of the underlying model. 相似文献
19.
Christiansen 《Constructive Approximation》2008,19(1):1-22
Abstract. We consider the indeterminate Stieltjes moment problem associated with the q -Laguerre polynomials. A transformation of the set of solutions, which has all the classical solutions as fixed points, is
established and we present a method to construct, for instance, continuous singular solutions. The connection with the moment
problem associated with the Stieltjes—Wigert polynomials is studied; we show how to come from q -Laguerre solutions to Stieltjes—Wigert solutions by letting the parameter α —> ∞ , and we explain how to lift a Stieltjes—Wigert solution to a q -Laguerre solution at the level of Pick functions. Based on two generating functions, expressions for the four entire functions
from the Nevanlinna parametrization are obtained. 相似文献
20.
The geometry of slant submanifolds of a nearly trans-Sasakian manifold is studied when the tensor field Q is parallel. It is proved that Q is not parallel on the submanifold unless it is anti-invariant and thus the result of [CABRERIZO, J. L.—CARRIAZO, A.—FERNANDEZ,
L. M.—FERNANDEZ, M.: Slant submanifolds in Sasakian manifolds, Glasg. Math. J. 42 (2000), 125–138] and [GUPTA, R. S.—KHURSHEED HAIDER, S. M.—SHARFUDIN, A.: Slant submanifolds of a trans-Sasakian manifold, Bull. Math. Soc. Sci. Math. Roumanie (N.S.) 47 (2004), 45–57] are generalized. 相似文献