• Title/Summary/Keyword: asymptotically optimal

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On Asymptotically Optimal Plug-in Bandwidth Selectors in Kernel Density Estimation

  • Song, Moon-Sup;Seog, Kyung-Ha;Sin sup Cho
    • Journal of the Korean Statistical Society
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    • v.20 no.1
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    • pp.29-43
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    • 1991
  • Two data-based bandwidth selectors which are optimal in the sense that they achieve n$\^$-$\frac{1}{2}$/ rate of convergence in kernel density estimation are proposed. The proposed bandwidth selectors are constructed by modifying Park and Marron's plug-in method. The first modification is taking Taylor expansion of the mean integrated squared error to two more terms than in the case of plug-in method. The second is estimating more accurately the functionals of the unknown density appeared in the minimizer of the expansion by using higher order kernels. The proposed bandwidth selectors were proved to be optimal in terms of convergence rate. According to small-sample Monte Carlo studies, the proposed bandwidth selectors showed better performance than all the other bandwidth selectors considered in the simulation.

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A method of nonlinear optimal regulator using a Liapunov-like function

  • Kawabata, Hiroaki;Shirao, Yoshiaki;Nagahara, Toshikuni;Inagaki, Yoshio
    • 제어로봇시스템학회:학술대회논문집
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    • 1990.10b
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    • pp.1060-1065
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    • 1990
  • In general it is difficult to determine a Liapunov function for a given asymptotically stable, nonlinear differential equations system. But, in the system with control inputs, it is feasible to make a given positive function, except for a small area, globally satisfy the conditions of the Liapunov function for the system. We call such a positive function a Liapunov-like function, and propose a method of nonlinear optimal regulator using this Liapunov-like function. We also use the periodic Liapuitov-like friction that suits the system whose equilibrium points exist periodically. The relationship between the Liapunov function and cost function which this nonlinear regulator minimizes is considered using inverse optimal method.

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An accelerated sequential sampling for estimating the reliability of N-parallel systems

  • Rekab, Kamel;Cheng, Yuan
    • International Journal of Reliability and Applications
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    • v.14 no.2
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    • pp.71-78
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    • 2013
  • The problem of designing an experiment to estimate the reliability of a system that has N subsystems connected in series where each subsystem n has n $T_n$ components connected in parallel is investigated both theoretically and by simulation. An accelerated sampling sheme is introduced. It is shown that the accelerated sampling scheme is asymptotically optimal as the total number of units goes to infinity. Numerical comparisons for a system that has two subsystems connected in series where each subsystem has two components connected in parallel are also given. They indicate that the accelerated sampling scheme performs better than the batch sequential sampling scheme and is nearly optimal.

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On the Bayesian Sequential Estiamtion Problem in k-Parameter Exponential Family

  • Yoon, Byoung-Chang;Kim, Jea-Joo
    • Journal of the Korean Statistical Society
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    • v.10
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    • pp.128-139
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    • 1981
  • The Bayesian sequential estimation problem for k parameters exponential families is considered using loss related to the Fisher information. Tractable expressions for the Bayes estimator and the posterior expected loss are found, and the myopic or one-step-ahead stopping rule is defined. Sufficient conditions are given for optimality of the myopic procedure, and the myopic procedure is shown to be asymptotically optimal in all cases considered.

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Complexity of Stable Minimum Storage Merging by Symmetric Comparisons (대칭비교에 의한 Stable Minimum Storage 머징의 복잡도)

  • Kim, Bok-Seon
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2007.11a
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    • pp.53-56
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    • 2007
  • Symmerge is a stable minimum storage algorithm for merging that needs $O(mlog\frac{n}{m})$ element comparisons, where m and n are the sizes of the input sequences with m ${\leqq}$ n. According to the lower bound for merging, the algorithm is asymptotically optimal regarding the number of comparisons. The objective of this paper is to consider the relationship between m and n for the spanning case with the recursion level m-1.

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VOLUME INEQUALITIES FOR THE Lp-SINE TRANSFORM OF ISOTROPIC MEASURES

  • Guo, LuJun;Leng, Gangsong
    • Bulletin of the Korean Mathematical Society
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    • v.52 no.3
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    • pp.837-849
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    • 2015
  • For $p{\geq}1$, sharp isoperimetric inequalities for the $L_p$-sine transform of isotropic measures are established. The corresponding reverse inequalities are obtained in an asymptotically optimal form. As applications of our main results, we present volume inequalities for convex bodies which are in $L_p$ surface isotropic position.

A New Methodology for the Optimal Design of BSB Neural Associative Memories Considering the Domain of Attraction

  • Park, Yonmook;Tahk, Min-Jea;Bang, Hyo-Choong
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.43.5-43
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    • 2001
  • This paper considers a new synthesis of the optimally performing brain-state-in-a-box (BSB) neural associative memory given a set of prototype patterns to be stored as asymptotically stable equilibrium points with the large and uniform size of the domain of attraction (DOA). First, we propose a new theorem that will be used to provide a guideline in design of the BSB neural associative memory. Finally, a design example is given to illustrate the proposed approach and to compare with existing synthesis methods.

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Empirical Bayes Estimation of the Binomial and Normal Parameters

  • Hong, Jee-Chang;Inha Jung
    • Communications for Statistical Applications and Methods
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    • v.8 no.1
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    • pp.87-96
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    • 2001
  • We consider the empirical Bayes estimation problems with the binomial and normal components when the prior distributions are unknown but are assumed to be in certain families. There may be the families of all distributions on the parameter space or subfamilies such as the parametric families of conjugate priors. We treat both cases and establish the asymptotic optimality for the corresponding decision procedures.

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Efficient Transformations Between Binary Images and Quadtrees on a Linear Array with Reconfigurable Optical Buses (LAROB상에서 이진영상과 사진트리 사이의 효율적인 변환)

  • Kim, Myung
    • The Transactions of the Korea Information Processing Society
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    • v.6 no.6
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    • pp.1511-1519
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    • 1999
  • We present efficient algorithms for transforming between binary images and quadtrees on the LABOR. For a binary image of size n ${\times}$ n, both algorithms run in $\theta$(1) time using n2 processors. These algorithms are optimal in the sense that the product of time and number of processors is asymptotically the same as the optimal sequential time which is $\theta$(n2).

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Sequential Optimization for Subcarrier Pairing and Power Allocation in CP-SC Cognitive Relay Systems

  • Liu, Hongwu;Jung, Jaijin;Kwak, Kyung Sup
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.8 no.5
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    • pp.1638-1653
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    • 2014
  • A sequential optimization algorithm (SOA) for resource allocation in a cyclic-prefixed single-carrier cognitive relay system is proposed in this study. Both subcarrier pairing (SP) and power allocation are performed subject to a primary user interference constraint to minimize the mean squared error of frequency-domain equalization at the secondary destination receiver. Under uniform power allocation at the secondary source and optimal power allocation at the secondary relay, the ordered SP is proven to be asymptotically optimal in maximizing the matched filter bound on the signal-to-interference-plus-noise ratio. SOA implements the ordered SP before power allocation optimization by decoupling the ordered SP from the power allocation. Simulation results show that SOA can optimize resource allocation efficiently by significantly reducing complexity.