• Title/Summary/Keyword: Gaussian Approximation

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On Presentable Approximation for Nonlinear Noise

  • Kang, Jie-Hyung
    • Journal of the Chungcheong Mathematical Society
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    • v.5 no.1
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    • pp.23-34
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    • 1992
  • This is an extension of results of Wiener's nonlinear noise theory from noises generated by the Wiener process to noises generated by processes with stationary Gaussian increments. In particular, using Nisio's Approach, we show that every measurable ergodic noise can be approximated in law by Gaussian process-presentable noise.

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WEAK CONVERGENCE FOR MULTIPLE STOCHASTIC INTEGRALS IN SKOROHOD SPACE

  • Kim, Yoon Tae
    • Korean Journal of Mathematics
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    • v.22 no.1
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    • pp.71-84
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    • 2014
  • By using the multidimensional normal approximation of functionals of Gaussian fields, we prove that functionals of Gaussian fields, as functions of t, converge weakly to a standard Brownian motion. As an application, we consider the convergence of the Stratonovich-type Riemann sums, as a function of t, of fractional Brownian motion with Hurst parameter H = 1/4.

Outlier Robust Learning Algorithm for Gaussian Process Classification (가우시안 과정 분류를 위한 극단치에 강인한 학습 알고리즘)

  • Kim, Hyun-Chul;Ghahramani, Zoubin
    • Proceedings of the Korean Information Science Society Conference
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    • 2007.10c
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    • pp.485-489
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    • 2007
  • Gaussian process classifiers (GPCs) are fully statistical kernel classification models which have a latent function with Gaussian process prior Recently, EP approximation method has been proposed to infer the posterior over the latent function. It can have a special hyperparameter which can treat outliers potentially. In this paper, we propose the outlier robust algorithm which alternates EP and the hyperparameter updating until convergence. We also show its usefulness with the simulation results.

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THE DISCRETE SLOAN ITERATE FOR CAUCHY SINGULAR INTEGRAL EQUATIONS

  • KIM, SEKI
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.2 no.2
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    • pp.81-95
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    • 1998
  • The superconvergence of the Sloan iterate obtained from a Galerkin method for the approximate solution of the singular integral equation based on the use of two sets of orthogonal polynomials is investigated. The discrete Sloan iterate using Gaussian quadrature to evaluate the integrals in the equation becomes the Nystr$\ddot{o}$m approximation obtained by the same rules. Consequently, it is impossible to expect the faster convergence of the Sloan iterate than the discrete Galerkin approximation in practice.

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KOLMOGOROV DISTANCE FOR MULTIVARIATE NORMAL APPROXIMATION

  • Kim, Yoon Tae;Park, Hyun Suk
    • Korean Journal of Mathematics
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    • v.23 no.1
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    • pp.1-10
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    • 2015
  • This paper concerns the rate of convergence in the multidimensional normal approximation of functional of Gaussian fields. The aim of the present work is to derive explicit upper bounds of the Kolmogorov distance for the rate of convergence instead of Wasserstein distance studied by Nourdin et al. [Ann. Inst. H. Poincar$\acute{e}$(B) Probab.Statist. 46(1) (2010) 45-98].

SIZE DISTRIBUTION OF ONE CONNECTED COMPONENT OF ELLIPTIC RANDOM FIELD

  • Alodat, M.T.
    • Journal of the Korean Statistical Society
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    • v.36 no.4
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    • pp.479-488
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    • 2007
  • The elliptic random field is an extension to the Gaussian random field. We proved a theorem which characterizes the elliptic random field. We proposed a heuristic approach to derive an approximation to the distribution of the size of one connected component of its excursion set above a high threshold. We used this approximation to approximate the distribution of the largest cluster size. We used simulation to compare the approximation with the exact distribution.

THEORETICAL AND EXPERIMENTAL INVESTIGATIONS OF VELOCITY DISTRIBUTIONS FOR ROUND JETS

  • Seo, Il-Won;Mohamed S. Gadalrab;Lyu, Si-wan;Park, Yong-sung
    • Water Engineering Research
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    • v.2 no.2
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    • pp.89-101
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    • 2001
  • The theoretical treatments on jets, in which the flow is issuing into a stagnant medium, have been based on Prandtl's mixing theory. In this study, using Prandtl's mixing length hypothesis, a theoretical relationship for the velocity profile of a single round jet is derived. Furthermore, Gaussian expression is used to approximate the theoretical relationship, in which the Gaussian coefficient is assumed to be decreasing exponentially as the flow goes far from the orifice. Two data sets for a single round jet performed by tow different techniques of measurement are used to verify the suggested relationships. The theoretical and Gaussian distribution give close results in spite of the difference in approach. The observed mean velocity distributions are in good agreements with the suggested theoretical and Gaussian distributions.

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Construction of Optimal Concatenated Zigzag Codes Using Density Evolution with a Gaussian Approximation

  • Hong Song-Nam;Shin Dong-Joon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.9C
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    • pp.825-830
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    • 2006
  • Capacity-approaching codes using iterative decoding have been the main subject of research activities during past decade. Especially, LDPC codes show the best asymptotic performance and density evolution has been used as a powerful technique to analyze and design good LDPC codes. In this paper, we apply density evolution with a Gaussian approximation to the concatenated zigzag (CZZ) codes by considering both flooding and two-way schedulings. Based on this density evolution analysis, the threshold values are computed for various CZZ codes and the optimal structure of CZZ codes for various code rates are obtained. Also, simulation results are provided to conform the analytical results.

On the Optimum Dwell Time for Fast Code Acquisition is DS/SS Systems (DS/SS 시스템에서 최소 코드획득시간을 위한 최적 코드측정시간에 관한 연구)

  • 조권도;부수일;김철성
    • Journal of the Korean Institute of Telematics and Electronics A
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    • v.30A no.8
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    • pp.11-18
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    • 1993
  • In a spread spectrum system, the bandwidth and period of spreading code is wide and long, respectively. So it is necessary to make the code acquisition time as short as possible. In particular, serial search code acquisition system requires optimum dwell time for fast acquisition. In this paper, code acquisition time is calculated by varying dwell time. Among them, minimum code acquisition time is chosen and then optimum dwell time can be obtained. Detection probability (P$_{D}$) and false alarm probability (P$_{FA}$) can be obtained by integrating chi-square pdf by numerical analysis. The results are compared with that of gaussian approximation method and then it is concluded gaussian approximation method is not suitable for obtaining optimum dwell time. Computer simulation supports theoretical results.

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Performance Analysis of the M-PPAM DS-UWB Communication systems (M-PPAM DS-UWB 통신시스템의 성능해석)

  • Cho, Kyung-Ryong;Park, Jang-Woo
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.9 no.8
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    • pp.1656-1662
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    • 2005
  • This paper introduces M-PPAM(M-ary Pulse Position and Amplitude Modulation) architecture, combined PPM(Pulse Position Modulation) with PAM(Pulse Amplitude Modulation). Since M-PPAM can transmit several bits using one pulse, it is mon effective than PPM or PAM. Also, to obtain the same data transmission rate with PPM or PAM, M-PPAM can use a long pulse repetition period. This method will be able to use in the multi-path fading environment such as indoor condition. To accomodate multiple users, direct sequence technique is used. This paper has provided the modeling method of the M-PPAM DS-UWB receiver covering multi-user interference(MUI) with the Standard Gaussian Approximation under Gaussian channel. The performance of the receiver is simulated.