• Title/Summary/Keyword: Approximations

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PARAMETRIZED GUDERMANNIAN FUNCTION RELIED BANACH SPACE VALUED NEURAL NETWORK MULTIVARIATE APPROXIMATIONS

  • GEORGE A. ANASTASSIOU
    • Journal of Applied and Pure Mathematics
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    • v.5 no.1_2
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    • pp.69-93
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    • 2023
  • Here we give multivariate quantitative approximations of Banach space valued continuous multivariate functions on a box or ℝN, N ∈ ℕ, by the multivariate normalized, quasi-interpolation, Kantorovich type and quadrature type neural network operators. We treat also the case of approximation by iterated operators of the last four types. These approximations are derived by establishing multidimensional Jackson type inequalities involving the multivariate modulus of continuity of the engaged function or its high order Fréchet derivatives. Our multivariate operators are defined by using a multidimensional density function induced by a parametrized Gudermannian sigmoid function. The approximations are pointwise and uniform. The related feed-forward neural network is with one hidden layer.

Best simulaneous approximations in a normed linear space

  • Park, Sung-Ho
    • Bulletin of the Korean Mathematical Society
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    • v.33 no.3
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    • pp.367-376
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    • 1996
  • We characterize best simultaneous approximations from a finite-dimensional subspace of a normed linear space. In the characterization we reveal usefulness of a minimax theorem presented in [2,4].

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Saddlepoint approximations for the ratio of two independent sequences of random variables

  • Cho, Dae-Hyeon
    • Journal of the Korean Data and Information Science Society
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    • v.9 no.2
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    • pp.255-262
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    • 1998
  • In this paper, we study the saddlepoint approximations for the ratio of independent random variables. In Section 2, we derive the saddlepoint approximation to the probability density function. In Section 3, we represent a numerical example which shows that the errors are small even for small sample size.

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Bayesian Confidence Intervals in Penalized Likelihood Regression

  • Kim Young-Ju
    • Communications for Statistical Applications and Methods
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    • v.13 no.1
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    • pp.141-150
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    • 2006
  • Penalized likelihood regression for exponential families have been considered by Kim (2005) through smoothing parameter selection and asymptotically efficient low dimensional approximations. We derive approximate Bayesian confidence intervals based on Bayes model associated with lower dimensional approximations to provide interval estimates in penalized likelihood regression and conduct empirical studies to access their properties.

In-situ Blockage Monitoring of Sensing Line

  • Mangi, Aijaz Ahmed;Shahid, Syed Salman;Mirza, Sikander Hayat
    • Nuclear Engineering and Technology
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    • v.48 no.1
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    • pp.98-113
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    • 2016
  • A reactor vessel level monitoring system measures the water level in a reactor during normal operation and abnormal conditions. A drop in the water level can expose nuclear fuel, which may lead to fuel meltdown and radiation spread in accident conditions. A level monitoring system mainly consists of a sensing line and pressure transmitter. Over a period of time boron sediments or other impurities can clog the line which may degrade the accuracy of the monitoring system. The aim of this study is to determine blockage in a sensing line using the energy of the composite signal. An equivalent Pi circuit model is used to simulate blockages in the sensing line and the system's response is examined under different blockage levels. Composite signals obtained from the model and plant's unblocked and blocked channels are decomposed into six levels of details and approximations using a wavelet filter bank. The percentage of energy is calculated at each level for approximations. It is observed that the percentage of energy reduces as the blockage level in the sensing line increases. The results of the model and operational data are well correlated. Thus, in our opinion variation in the energy levels of approximations can be used as an index to determine the presence and degree of blockage in a sensing line.

Saddlepoint approximations for the risk measures of portfolios based on skew-normal risk factors (왜정규 위험요인 기반 포트폴리오 위험측도에 대한 안장점근사)

  • Yu, Hye-Kyung;Na, Jong-Hwa
    • Journal of the Korean Data and Information Science Society
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    • v.25 no.6
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    • pp.1171-1180
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    • 2014
  • We considered saddlepoint approximations to VaR (value at risk) and ES (expected shortfall) which frequently encountered in finance and insurance as the measures of risk management. In this paper we supposed univariate and multivariate skew-normal distributions, instead of traditional normal class distributions, as underlying distribution of linear portfolios. Simulation results are provided and showed the suggested saddlepoint approximations are very accurate than normal approximations.