• 제목/요약/키워드: skew product

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A fast approximate fitting for mixture of multivariate skew t-distribution via EM algorithm

  • Kim, Seung-Gu
    • Communications for Statistical Applications and Methods
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    • 제27권2호
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    • pp.255-268
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    • 2020
  • A mixture of multivariate canonical fundamental skew t-distribution (CFUST) has been of interest in various fields. In particular, interest in the unsupervised learning society is noteworthy. However, fitting the model via EM algorithm suffers from significant processing time. The main cause is due to the calculation of many multivariate t-cdfs (cumulative distribution functions) in E-step. In this article, we provide an approximate, but fast calculation method for the in univariate fashion, which is the product of successively conditional univariate t-cdfs with Taylor's first order approximation. By replacing all multivariate t-cdfs in E-step with the proposed approximate versions, we obtain the admissible results of fitting the model, where it gives 85% reduction time for the 5 dimensional skewness case of the Australian Institution Sport data set. For this approach, discussions about rough properties, advantages and limits are also presented.

보험 청구액에 대한 새로운 복합분포 (New composite distributions for insurance claim sizes)

  • 정대현;이지연
    • 응용통계연구
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    • 제30권3호
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    • pp.363-376
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    • 2017
  • 보험 시장은 포화되고 그 성장 동력은 소진되어 보험 산업이 저성장에 머물러 있는 가운데 보험사들은 치열한 경쟁 환경에 놓여있다. 이러한 상황에서 보험 상품에 대한 보험수리적 계산의 기초가 되는 보험 청구액의 흐름을 잘 설명할 수 있는 확률분포를 찾아내는 것은 중요한 쟁점이 될 것이다. 보험 청구액의 분포는 일반적으로 두꺼운 꼬리를 가지면서 왼쪽으로 치우친 로그정규분포나 파레토 분포로 잘 설명된다고 알려져 있으나 최근에는 기운 정규분포나 기운 t 분포가 보험 청구액 분포로 적절한 것으로 고찰되었다. Cooray와 Ananda (2005)는 로그정규분포와 파레토 분포의 장점을 모두 가진 로그정규-파레토 복합분포를 제시하고 단일분포보다 더 높은 적합도를 가짐을 확인하였다. 본 논문에서는 기운 정규분포와 기운 t 분포를 머리 부분으로 결합한 새로운 복합분포를 소개하고 덴마크의 화재보험 청구액 데이터와 미국의 배상 지불금 데이터에 적용하여 기존의 다른 복합분포들을 포함하여 여러 단일분포들과 그 성능을 비교한다.

THE PARITIES OF CONTINUED FRACTION

  • Ahn, Young-Ho
    • 호남수학학술지
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    • 제30권4호
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    • pp.733-741
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    • 2008
  • Let T be Gauss transformation on the unit interval defined by T (x) = ${\frac{1}{x}}$ where {x} is the fractional part of x. Gauss transformation is closely related to the continued fraction expansions of real numbers. We show that almost every x is mod M normal number of Gauss transformation with respect to intervals whose endpoints are rational or quadratic irrational. Its connection to Central Limit Theorem is also shown.

ON 3-ADDITIVE MAPPINGS AND COMMUTATIVITY IN CERTAIN RINGS

  • Park, Kyoo-Hong;Jung, Yong-Soo
    • 대한수학회논문집
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    • 제22권1호
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    • pp.41-51
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    • 2007
  • Let R be a ring with left identity e and suitably-restricted additive torsion, and Z(R) its center. Let H : $R{\times}R{\times}R{\rightarrow}R$ be a symmetric 3-additive mapping, and let h be the trace of H. In this paper we show that (i) if for each $x{\in}R$, $$n=<<\cdots,\;x>,\;\cdots,x>{\in}Z(R)$$ with $n\geq1$ fixed, then h is commuting on R. Moreover, h is of the form $$h(x)=\lambda_0x^3+\lambda_1(x)x^2+\lambda_2(x)x+\lambda_3(x)\;for\;all\;x{\in}R$$, where $\lambda_0\;{\in}\;Z(R)$, $\lambda_1\;:\;R{\rightarrow}R$ is an additive commuting mapping, $\lambda_2\;:\;R{\rightarrow}R$ is the commuting trace of a bi-additive mapping and the mapping $\lambda_3\;:\;R{\rightarrow}Z(R)$ is the trace of a symmetric 3-additive mapping; (ii) for each $x{\in}R$, either $n=0\;or\;<n,\;x^m>=0$ with $n\geq0,\;m\geq1$ fixed, then h = 0 on R, where denotes the product yx+xy and Z(R) is the center of R. We also present the conditions which implies commutativity in rings with identity as motivated by the above result.

ON THE STRUCTURE OF NON-COMMUTATIVE TORI

  • Boo, Deok-Hoon;Park, Won-Gil
    • 충청수학회지
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    • 제13권1호
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    • pp.1-11
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    • 2000
  • The non-commutative torus $A_{\omega}=C^*(\mathbb{Z}^n,{\omega})$ may be realized as the $C^*$-algebra of sections of a locally trivial $C^*$-algebra bundle over $\widehat{S_{\omega}}$ with fibres $C^*(\mathbb{Z}^n/S_{\omega},{\omega}_1)$ for some totally skew multiplier ${\omega}_1$ on $\mathbb{Z}^n/S_{\omega}$. It is shown that $A_{\omega}{\otimes}M_l(\mathbb{C})$ has the trivial bundle structure if and only if $\mathbb{Z}^n/S_{\omega}$ is torsion-free.

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Operator Inequalities Related to Angular Distances

  • Taba, Davood Afkhami;Dehghan, Hossein
    • Kyungpook Mathematical Journal
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    • 제57권4호
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    • pp.623-630
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    • 2017
  • For any nonzero elements x, y in a normed space X, the angular and skew-angular distance is respectively defined by ${\alpha}[x,y]={\parallel}{\frac{x}{{\parallel}x{\parallel}}}-{\frac{y}{{\parallel}y{\parallel}}}{\parallel}$ and ${\beta}[x,y]={\parallel}{\frac{x}{{\parallel}y{\parallel}}}-{\frac{y}{{\parallel}x{\parallel}}}{\parallel}$. Also inequality ${\alpha}{\leq}{\beta}$ characterizes inner product spaces. Operator version of ${\alpha}$ has been studied by $ Pe{\check{c}}ari{\acute{c}}$, $ Raji{\acute{c}}$, and Saito, Tominaga, and Zou et al. In this paper, we study the operator version of ${\beta}$ by using Douglas' lemma. We also prove that the operator version of inequality ${\alpha}{\leq}{\beta}$ holds for commutating normal operators. Some examples are presented to show essentiality of these conditions.

CONJUGATE LOCI OF 2-STEP NILPOTENT LIE GROUPS SATISFYING J2z = <Sz, z>A

  • Jang, Chang-Rim;Lee, Tae-Hoon;Park, Keun
    • 대한수학회지
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    • 제45권6호
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    • pp.1705-1723
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    • 2008
  • Let n be a 2-step nilpotent Lie algebra which has an inner product <, > and has an orthogonal decomposition $n\;=z\;{\oplus}v$ for its center z and the orthogonal complement v of z. Then Each element z of z defines a skew symmetric linear map $J_z\;:\;v\;{\longrightarrow}\;v$ given by <$J_zx$, y> = for all x, $y\;{\in}\;v$. In this paper we characterize Jacobi fields and calculate all conjugate points of a simply connected 2-step nilpotent Lie group N with its Lie algebra n satisfying $J^2_z$ = A for all $z\;{\in}\;z$, where S is a positive definite symmetric operator on z and A is a negative definite symmetric operator on v.

2 냉연 신형상제어 시스템 개발 및 적용 (Development and application of the new ASC system in No.2 cold rolling mill)

  • 박남수;심민석
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1996년도 한국자동제어학술회의논문집(국내학술편); 포항공과대학교, 포항; 24-26 Oct. 1996
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    • pp.1068-1071
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    • 1996
  • Good shape on flat rolled product is necessary to meet today's customer quality requirement. To meet the increasing demand in quality of strip shape from downstream customers, POSCO has replaced the Automatic Shape Control(ASC) system with the existing one that had used noncontact type measuring system at No.2 Cold Rolling Mill, Pohang works in October, 1995. The strip shape is influenced by the profile, roll crown, bending control, skew control system, as well as work roll cooling system. We have used ASC to adjust those factors in Cold Rolling Mill that could get a satisfactory result, almost less than .+-.5 1-unit deviation from the target shape. However, the downstream customer(i.e. Continuos Annealing Line) wants a good shape not only at the moment of exit of roll bite, but after rolling without tension. In this investigation, the difference will be discussed and how deal with this problem.

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ON CONJUGATE POINTS OF THE GROUP H(2, 1)

  • Jang, Chang-Rim;Park, Keun;Lee, Tae-Hoon
    • East Asian mathematical journal
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    • 제22권2호
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    • pp.249-257
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    • 2006
  • Let n be a 2-step nilpotent Lie algebra which has an inner product <,> and has an orthogonal decomposition $n=\delta{\oplus}\varsigma$ for its center $\delta$ and the orthogonal complement $\varsigma\;of\;\delta$. Then Each element Z of $\delta$ defines a skew symmetric linear map $J_Z:\varsigma{\rightarrow}\varsigma$ given by $=$ for all $X,\;Y{\in}\varsigma$. Let $\gamma$ be a unit speed geodesic in a 2-step nilpotent Lie group H(2, 1) with its Lie algebra n(2, 1) and let its initial velocity ${\gamma}$(0) be given by ${\gamma}(0)=Z_0+X_0{\in}\delta{\oplus}\varsigma=n(2,\;1)$ with its center component $Z_0$ nonzero. Then we showed that $\gamma(0)$ is conjugate to $\gamma(\frac{2n{\pi}}{\theta})$, where n is a nonzero intger and $-{\theta}^2$ is a nonzero eigenvalue of $J^2_{Z_0}$, along $\gamma$ if and only if either $X_0$ is an eigenvector of $J^2_{Z_0}$ or $adX_0:\varsigma{\rightarrow}\delta$ is not surjective.

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The construction of multivariable Reissner-Mindlin plate elements based on B-spline wavelet on the interval

  • Zhang, Xingwu;Chen, Xuefeng;He, Zhengjia
    • Structural Engineering and Mechanics
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    • 제38권6호
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    • pp.733-751
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    • 2011
  • In the present study, a new kind of multivariable Reissner-Mindlin plate elements with two kinds of variables based on B-spline wavelet on the interval (BSWI) is constructed to solve the static and vibration problems of a square Reissner-Mindlin plate, a skew Reissner-Mindlin plate, and a Reissner-Mindlin plate on an elastic foundation. Based on generalized variational principle, finite element formulations are derived from generalized potential energy functional. The two-dimensional tensor product BSWI is employed to form the shape functions and construct multivariable BSWI elements. The multivariable wavelet finite element method proposed here can improve the solving accuracy apparently because generalized stress and strain are interpolated separately. In addition, compared with commonly used Daubechies wavelet finite element method, BSWI has explicit expression and a very good approximation property which guarantee the satisfying results. The efficiency of the proposed multivariable Reissner-Mindlin plate elements are verified through some numerical examples in the end.