• 제목/요약/키워드: normal approximation

검색결과 233건 처리시간 0.02초

A Bayesian Approach to Linear Calibration Design Problem

  • Kim, Sung-Chul
    • 한국경영과학회지
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    • 제20권3호
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    • pp.105-122
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    • 1995
  • Based on linear models, the inference about the true measurement x$_{f}$ and the optimal designs x (nx1) for the calibration experiments are considered via Baysian statistical decision analysis. The posterior distribution of x$_{f}$ given the observation y$_{f}$ (qxl) and the calibration experiment is obtained with normal priors for x$_{f}$ and for themodel parameters (.alpha., .betha.). This posterior distribution is not in the form of any known distributions, which leads to the use of a numerical integration or an approximation for the calculation of the overall expected loss. The general structure of the expected loss function is characterized in the form of a conjecture. A near-optimal design is obtained through the approximation nof the conditional covariance matrix of the joint distribution of (x$_{f}$ , y$_{f}$ $^{T}$ )$^{T}$ . Numerical results for the univariate case are given to demonstrate the conjecture and to evaluate the approximation.n.

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복수입력 시간지연 시스템의 유리근사화 (Rational approximation of multiple input delay systems)

  • 황이철;박경택
    • 한국정밀공학회지
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    • 제14권1호
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    • pp.194-204
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    • 1997
  • In this paper, we consider the rational approximation of multiple input delay systems. The method of computing Hankel singular values and vectors is firstly introduced, where explicitly shows the structure of the corresponding Hankel singular vectors. Secondly, rational approximants are obtained from output nor- mal relizations, which are constructed by Hankel singular values and vectors. As a result, it is shown that rational approximants by output normal realization preserve intrinsic properties of time delay systems than Pad'e approximants.

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결정경계 수직벡터의 해석적 계산을 통한 신경망 결정경계 특징추출 알고리즘의 성능 개선 (Improving the Performance of Decision Boundary Feature Extraction for Neural Networks by Calculating Normal Vector of Decision Boundary Analytically)

  • 고진욱;이철희
    • 전자공학회논문지CI
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    • 제39권3호
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    • pp.44-52
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    • 2002
  • 본 논문에서는 결정경계(decision boundary)를 이용한 신경망의 특징추출을 해석적으로 구현할 수 있는 방법을 제안한다. 최근 발표된 신경망의 결정경계 기반의 특징추출 방법은 기존의 특징추출 방법보다 우수한 성능을 보여 주었다. 이러한 결정경계 특징추출 방법은 패턴 분류기(pattern classifier)의 결정경계에 수직한 벡터가 패턴 클래스(class)간을 분류하는데 유용한 정보를 포함한다는 사실을 기반으로 원래의 데이터로부터 분류에 필요한 정보들만을 추출하게 된다. 그러나 기존의 결정경계 특징추출 알고리즘은 신경망 결정경계의 수직벡터를 구하기 위해 결정경계의 변화율(gradient) 근사 방법을 사용하였다. 그 결과 결정경계 수직벡터가 부정확하게 계산될 가능성이 있고 계산 시간이 길어지는 문제점이 존재한다. 본 논문에서는 이러한 문제점을 해결하기 위해 수직벡터를 하나의 방정식으로부터 해석적으로 계산하는 방법을 제안한다. 제안된 방법을 원격탐사 데이터의 패턴분류에 적용하여 그 성능을 확인한 결과 특징추출에 필요한 연산 시간을 대폭 줄일 수 있고 또한 더 향상된 특징추출 성능을 얻음을 확인하였다.

ON THE APPLICATION OF MIXED FINITE ELEMENT METHOD FOR A STRONGLY NONLINEAR SECOND-ORDER HYPERBOLIC EQUATION

  • Jiang, Ziwen;Chen, Huanzhen
    • Journal of applied mathematics & informatics
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    • 제5권1호
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    • pp.23-40
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    • 1998
  • Mixed finite element method is developed to approxi-mate the solution of the initial-boundary value problem for a strongly nonlinear second-order hyperbolic equation in divergence form. Exis-tence and uniqueness of the approximation are proved and optimal-order $L\infty$-in-time $L^2$-in-space a priori error estimates are derived for both the scalar and vector functions approximated by the method.

HOMOLOGICAL PROPERTIES OF SEMI-WAKAMATSU-TILTING MODULES

  • Liu, Dajun;Wei, Jiaqun
    • 대한수학회보
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    • 제57권3호
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    • pp.781-802
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    • 2020
  • For a fixed semi-Wakamatsu-tilting module AT, we generalize the concepts of Auslander class, Bass class, and investigate many homological properties of such classes. Moreover, we establish an equivalence between the class of ∞-T-cotorsionfree modules and a subclass of the class of T-adstatic modules. Finally, a similar version of Auslander-Bridger approximation theorem and a nice property of relative cotranspose are obtained.

BEST PROXIMITY PAIRS AND NASH EQUILIBRIUM PAIRS

  • Kim, Won-Kyu;Kum, Sang-Ho
    • 대한수학회지
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    • 제45권5호
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    • pp.1297-1310
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    • 2008
  • Main purpose of this paper is to combine the optimal form of Fan's best approximation theorem and Nash's equilibrium existence theorem into a single existence theorem simultaneously. For this, we first prove a general best proximity pair theorem which includes a number of known best proximity theorems. Next, we will introduce a new equilibrium concept for a generalized Nash game with normal form, and as applications, we will prove new existence theorems of Nash equilibrium pairs for generalized Nash games with normal form.

On Testing Equality of Matrix Intraclass Covariance Matrices of $K$Multivariate Normal Populations

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제7권1호
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    • pp.55-64
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    • 2000
  • We propose a criterion for testing homogeneity of matrix intraclass covariance matrices of K multivariate normal populations, It is based on a variable transformation intended to propose and develop a likelihood ratio criterion that makes use of properties of eigen structures of the matrix intraclass covariance matrices. The criterion then leads to a simple test that uses an asymptotic distribution obtained from Box's (1949) theorem for the general asymptotic expansion of random variables.

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FINITE VOLUME ELEMENT METHODS FOR NONLINEAR PARABOLIC PROBLEMS

  • LI, QIAN;LIU, ZHONGYAN
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • 제6권2호
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    • pp.85-97
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    • 2002
  • In this paper, finite volume element methods for nonlinear parabolic problems are proposed and analyzed. Optimal order error estimates in $W^{1,p}$ and $L_p$ are derived for $2{\leq}p{\leq}{\infty}$. In addition, superconvergence for the error between the approximation solution and the generalized elliptic projection of the exact solution (or and the finite element solution) is also obtained.

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Testing Homogeneity of Diagonal Covariance Matrices of K Multivariate Normal Populations

  • Kim, Hea-Jung
    • Communications for Statistical Applications and Methods
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    • 제6권3호
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    • pp.929-938
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    • 1999
  • We propose a criterion for testing homogeneity of diagonal covariance matrices of K multivariate normal populations. It is based on a factorization of usual likelihood ratio intended to propose and develop a criterion that makes use of properties of structures of the diagonal convariance matrices. The criterion then leads to a simple test as well as to an accurate asymptotic distribution of the test statistic via general result by Box (1949).

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