• 제목/요약/키워드: convergence rate

검색결과 3,476건 처리시간 0.026초

On the Almost Certain Rate of Convergence of Series of Independent Random Variables

  • Nam, Eun-Woo;Andrew Rosalsky
    • Journal of the Korean Statistical Society
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    • 제24권1호
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    • pp.91-109
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    • 1995
  • The rate of convergence to a random variable S for an almost certainly convergent series $S_n = \sum^n_{j=1} X_j$ of independent random variables is studied in this paper. More specifically, when $S_n$ converges to S almost certainly, the tail series $T_n = \sum^{\infty}_{j=n} X_j$ is a well-defined sequence of random variable with $T_n \to 0$ a.c. Various sets of conditions are provided so that for a given numerical sequence $0 < b_n = o(1)$, the tail series strong law of large numbers $b^{-1}_n T_n \to 0$ a.c. holds. Moreover, these results are specialized to the case of the weighted i.i.d. random varialbes. Finally, example are provided and an open problem is posed.

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마이크로 유전자 알고리즘을 이용한 구조 최적설계 (Structural Optimization Using Micro-Genetic Algorithm)

  • 한석영;최성만
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2003년도 춘계학술대회 논문집
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    • pp.9-14
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    • 2003
  • SGA (Single Genetic Algorithm) is a heuristic global optimization method based on the natural characteristics and uses many populations and stochastic rules. Therefore SGA needs many function evaluations and takes much time for convergence. In order to solve the demerits of SGA, $\mu$GA(Micro-Genetic Algorithm) has recently been developed. In this study, $\mu$GA which have small populations and fast convergence rate, was applied to structural optimization with discrete or integer variables such as 3, 10 and 25 bar trusses. The optimized results of $\mu$GA were compared with those of SGA. Solutions of $\mu$GA for structural optimization were very similar or superior to those of SGA, and faster convergence rate was obtained. From the results of examples, it is found that $\mu$GA is a suitable and very efficient optimization algorithm for structural design.

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디지털 영상복원을 위한 SMOSLG 알고리즘 (SMOSLG Algorithm for Digital Image Restoration)

  • 송민구;염준근
    • 한국정보처리학회논문지
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    • 제6권12호
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    • pp.3694-3702
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    • 1999
  • OSL 알고리즘은 복잡한 초월함수 형태의 페널티 함수가 주어지더라도 쉽게 반복 알고리즘이 유도되는 장점을 갖지만, 평활상수의 수렴영역이 제한적인 단점이 있다. 우리는 이 문제를 해결하기 위해서 MPEMG 알고리즘을 제안한 바 있다. 그러나 이 알고리즘은 평활상수의 수렴영역은 확장되었지만 페널티 로그 우도를 증가시키는 수렴속도가 OSL 알고리즘보다 느리다는 문제점을 내포하고 있다. 따라서 본 연구에서는 평활상수의 수렴영역의 확장뿐만 아니라 수렴의 속도도 빠른 SMOSLG 디지털 영상복원 알고리즘을 제안하였고, 영상실험의 결과 제안된 알고리즘이 평활상수의 수렴영역 확장 및 수렴속도가 향상됨을 확인 할 수 있었다.

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로봇 머니퓰레이터에서의 수렴속도 향상을 위한 적분 슬라이딩 모드 기반 적응 시간 제어 기법 (Adaptive Time-delayed Control with Integral Sliding-mode Surface for Fast Convergence Rate of Robot Manipulator)

  • 백재민;강민석
    • 대한임베디드공학회논문지
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    • 제16권6호
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    • pp.307-312
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    • 2021
  • This paper proposes an adaptive time-delayed control approach with the integral sliding-mode surface for the fast convergence rate of robot manipulators. Adaptive switching gain aims to guarantee the system stability in such a way as to suppress time-delayed estimation error in the proposed control approach. Moreover, it makes an effort to increase the convergence ability in reaching the phase. An integral sliding-mode surface is employed to achieve a fast convergence rate in the sliding phase. The stability of the proposed one is proved to be asymptotically stable in the Lyapunov stability. The efficiency of the proposed control approach is illustrated with a tutorial example in robot manipulator, which is compared to that of the existing control approach.

Forecasting KOSPI Return Using a Modified Stochastic AdaBoosting

  • Bae, Sangil;Jeong, Minsoo
    • East Asian Economic Review
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    • 제25권4호
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    • pp.403-424
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    • 2021
  • AdaBoost tweaks the sample weight for each training set used in the iterative process, however, it is demonstrated that it provides more correlated errors as the boosting iteration proceeds if models' accuracy is high enough. Therefore, in this study, we propose a novel way to improve the performance of the existing AdaBoost algorithm by employing heterogeneous models and a stochastic twist. By employing the heterogeneous ensemble, it ensures different models that have a different initial assumption about the data are used to improve on diversity. Also, by using a stochastic algorithm with a decaying convergence rate, the model is designed to balance out the trade-off between model prediction performance and model convergence. The result showed that the stochastic algorithm with decaying convergence rate's did have a improving effect and outperformed other existing boosting techniques.

입력 신호의 연속적인 직교화를 통한 LMS 알고리즘의 수렴 속도 향상 (Convergence Acceleration of the LMS Algorithm Using Successive Data Orthogonalization)

  • 신현출
    • 대한전자공학회논문지SP
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    • 제45권2호
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    • pp.90-94
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    • 2008
  • 적응 필터의 입력 신호의 상관도 (correlation)가 클 경우 LMS 알고리즘의 수렴 속도는 상당히 느려지게 된다. 본 논문에서는 입력 신호의 상관도가 높은 상황에서 수렴 속도를 향상시킬 수 있는 적응 필터링 알고리즘을 제안한다. 입력 신호에 대하여 직교성을 가지도록 변환을 인위적으로 가하여 LMS 알고리즘의 한계를 극복한다. 제안한 알고리즘의 성능 향상은 시스템식별 모델을 통하여 그 수렴 속도의 개선을 확인하며 또한 시변 환경 하에서 적응 필터의 시변 추적 능력을 통해 보여 진다.

Reduction factor of multigrid iterations for elliptic problems

  • Kwak, Do-Y.
    • 대한수학회지
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    • 제32권1호
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    • pp.7-15
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    • 1995
  • Multigrid method has been used widely to solve elliptic problems because of its applicability to many class of problems and fast convergence ([1], [3], [9], [10], [11], [12]). The estimate of convergence rate of multigrid is one of the main objectives of the multigrid analysis ([1], [2], [5], [6], [7], [8]). In many problems, the convergence rate depends on the regularity of the solutions([5], [6], [8]). In this paper, we present an improved estimate of reduction factor of multigrid iteration based on the proof in [6].

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ACCELERATION OF ONE-PARAMETER RELAXATION METHODS FOR SINGULAR SADDLE POINT PROBLEMS

  • Yun, Jae Heon
    • 대한수학회지
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    • 제53권3호
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    • pp.691-707
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    • 2016
  • In this paper, we first introduce two one-parameter relaxation (OPR) iterative methods for solving singular saddle point problems whose semi-convergence rate can be accelerated by using scaled preconditioners. Next we present formulas for finding their optimal parameters which yield the best semi-convergence rate. Lastly, numerical experiments are provided to examine the efficiency of the OPR methods with scaled preconditioners by comparing their performance with the parameterized Uzawa method with optimal parameters.

STANCU TYPE GENERALIZATION OF MODIFIED GAMMA OPERATORS BASED ON q-INTEGERS

  • Chen, Shu-Ni;Cheng, Wen-Tao;Zeng, Xiao-Ming
    • 대한수학회보
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    • 제54권2호
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    • pp.359-373
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    • 2017
  • In this paper, we propose the Stancu type generalization of a kind of modified q-Gamma operators. We estimate the moments of these operators and give the basic convergence theorem. We also obtain the Voronovskaja type theorem. Furthermore, we obtain the local approximation, rate of convergence and weighted approximation for these operators.