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Author : Maryam Sohrabi
Publisher :
ISBN 13 :
Total Pages : pages
Book Rating : 4.:/5 (13 download)
Download or read book On Robust Asymptotic Theory of Unstable AR(p) Processes with Infinite Variance written by Maryam Sohrabi and published by . This book was released on 2016 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 1316510085
Total Pages : 327 pages
Book Rating : 4.3/5 (165 download)
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Author : Yixiao Sun
Publisher :
ISBN 13 :
Total Pages : 0 pages
Book Rating : 4.:/5 (137 download)
Download or read book A New Asymptotic Theory for Vector Autoregressive Long-Run Variance Estimation and Autocorrelation Robust Testing written by Yixiao Sun and published by . This book was released on 2010 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, we develop a new asymptotic theory of the long run variance estimator obtained by fitting a vector autoregressive model to the transformed moment processes in a GMM framework. In contrast to the conventional asymptotics where the VAR lag order p goes to infinity but at a slower rate than the sample size, we assume that p grows at the same rate as the sample size. Under this asymptotic specification, the long run variance estimator is not consistent, but the associated Wald statistic and t-statistic remain asymptotically pivotal. On the basis of the new asymptotic theory, we introduce a new and easy-to-use F* test that employs a finite sample corrected Wald statistic and uses critical values from an F-distribution. We also propose an empirical VAR order selection rule that exploits the connection between VAR long run variance estimation and kernel long run variance estimation. Simulations show that the new VAR F* test with the empirical order selection is more accurate in size than the conventional chi-square test and kernel-based F* with no or minimal power loss. The paper complements the recent paper by Sun (2010d) who considers kernel-based F* tests.
Author : Justin Solomon
Publisher : CRC Press
ISBN 13 : 1482251892
Total Pages : 400 pages
Book Rating : 4.4/5 (822 download)
Download or read book Numerical Algorithms written by Justin Solomon and published by CRC Press. This book was released on 2015-06-24 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: Numerical Algorithms: Methods for Computer Vision, Machine Learning, and Graphics presents a new approach to numerical analysis for modern computer scientists. Using examples from a broad base of computational tasks, including data processing, computational photography, and animation, the textbook introduces numerical modeling and algorithmic desig
Author : Jean-Jacques E. Slotine
Publisher :
ISBN 13 : 9780130400499
Total Pages : 461 pages
Book Rating : 4.4/5 (4 download)
Download or read book Applied Nonlinear Control written by Jean-Jacques E. Slotine and published by . This book was released on 1991 with total page 461 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this work, the authors present a global perspective on the methods available for analysis and design of non-linear control systems and detail specific applications. They provide a tutorial exposition of the major non-linear systems analysis techniques followed by a discussion of available non-linear design methods.
Author : Richard S. Sutton
Publisher : MIT Press
ISBN 13 : 0262352702
Total Pages : 549 pages
Book Rating : 4.2/5 (623 download)
Download or read book Reinforcement Learning, second edition written by Richard S. Sutton and published by MIT Press. This book was released on 2018-11-13 with total page 549 pages. Available in PDF, EPUB and Kindle. Book excerpt: The significantly expanded and updated new edition of a widely used text on reinforcement learning, one of the most active research areas in artificial intelligence. Reinforcement learning, one of the most active research areas in artificial intelligence, is a computational approach to learning whereby an agent tries to maximize the total amount of reward it receives while interacting with a complex, uncertain environment. In Reinforcement Learning, Richard Sutton and Andrew Barto provide a clear and simple account of the field's key ideas and algorithms. This second edition has been significantly expanded and updated, presenting new topics and updating coverage of other topics. Like the first edition, this second edition focuses on core online learning algorithms, with the more mathematical material set off in shaded boxes. Part I covers as much of reinforcement learning as possible without going beyond the tabular case for which exact solutions can be found. Many algorithms presented in this part are new to the second edition, including UCB, Expected Sarsa, and Double Learning. Part II extends these ideas to function approximation, with new sections on such topics as artificial neural networks and the Fourier basis, and offers expanded treatment of off-policy learning and policy-gradient methods. Part III has new chapters on reinforcement learning's relationships to psychology and neuroscience, as well as an updated case-studies chapter including AlphaGo and AlphaGo Zero, Atari game playing, and IBM Watson's wagering strategy. The final chapter discusses the future societal impacts of reinforcement learning.
Author : Yacine Aït-Sahalia
Publisher : Princeton University Press
ISBN 13 : 0691161437
Total Pages : 683 pages
Book Rating : 4.6/5 (911 download)
Download or read book High-Frequency Financial Econometrics written by Yacine Aït-Sahalia and published by Princeton University Press. This book was released on 2014-07-21 with total page 683 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based computerized trading practice that allows firms to trade stocks in milliseconds. Over the last fifteen years, the use of statistical and econometric methods for analyzing high-frequency financial data has grown exponentially. This growth has been driven by the increasing availability of such data, the technological advancements that make high-frequency trading strategies possible, and the need of practitioners to analyze these data. This comprehensive book introduces readers to these emerging methods and tools of analysis. Yacine Aït-Sahalia and Jean Jacod cover the mathematical foundations of stochastic processes, describe the primary characteristics of high-frequency financial data, and present the asymptotic concepts that their analysis relies on. Aït-Sahalia and Jacod also deal with estimation of the volatility portion of the model, including methods that are robust to market microstructure noise, and address estimation and testing questions involving the jump part of the model. As they demonstrate, the practical importance and relevance of jumps in financial data are universally recognized, but only recently have econometric methods become available to rigorously analyze jump processes. Aït-Sahalia and Jacod approach high-frequency econometrics with a distinct focus on the financial side of matters while maintaining technical rigor, which makes this book invaluable to researchers and practitioners alike.
Author : Babin, Marcel
Publisher : UNESCO
ISBN 13 : 9231040421
Total Pages : 880 pages
Book Rating : 4.2/5 (31 download)
Download or read book Real-time Coastal Observing Systems for Marine Ecosystem Dynamics and Harmful Algal Blooms written by Babin, Marcel and published by UNESCO. This book was released on 2008-06-05 with total page 880 pages. Available in PDF, EPUB and Kindle. Book excerpt: The proliferation of harmful phytoplankton in marine ecosystems can cause massive fish kills, contaminate seafood with toxins, impact local and regional economies and dramatically affect ecological balance. Real-time observations are essential for effective short-term operational forecasting, but observation and modelling systems are still being developed. This volume provides guidance for developing real-time and near real-time sensing systems for observing and predicting plankton dynamics, including harmful algal blooms, in coastal waters. The underlying theory is explained and current trends in research and monitoring are discussed.Topics covered include: coastal ecosystems and dynamics of harmful algal blooms; theory and practical applications of in situ and remotely sensed optical detection of microalgal distributions and composition; theory and practical applications of in situ biological and chemical sensors for targeted species and toxin detection; integrated observing systems and platforms for detection; diagnostic and predictive modelling of ecosystems and harmful algal blooms, including data assimilation techniques; observational needs for the public and government; and future directions for research and operations.
Author : Jean-Yves Le Boudec
Publisher : CRC Press
ISBN 13 : 1439849935
Total Pages : 411 pages
Book Rating : 4.4/5 (398 download)
Download or read book Performance Evaluation of Computer and Communication Systems written by Jean-Yves Le Boudec and published by CRC Press. This book was released on 2011-02-01 with total page 411 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is written for computer engineers and scientists active in the development of software and hardware systems. It supplies the understanding and tools needed to effectively evaluate the performance of individual computer and communication systems. It covers the theoretical foundations of the field as
Author : Peter Ring
Publisher : Springer Science & Business Media
ISBN 13 : 9783540212065
Total Pages : 742 pages
Book Rating : 4.2/5 (12 download)
Download or read book The Nuclear Many-Body Problem written by Peter Ring and published by Springer Science & Business Media. This book was released on 2004-03-25 with total page 742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Study Edition
Author : Nicholas J. Higham
Publisher : SIAM
ISBN 13 : 9780898718027
Total Pages : 710 pages
Book Rating : 4.7/5 (18 download)
Download or read book Accuracy and Stability of Numerical Algorithms written by Nicholas J. Higham and published by SIAM. This book was released on 2002-01-01 with total page 710 pages. Available in PDF, EPUB and Kindle. Book excerpt: Accuracy and Stability of Numerical Algorithms gives a thorough, up-to-date treatment of the behavior of numerical algorithms in finite precision arithmetic. It combines algorithmic derivations, perturbation theory, and rounding error analysis, all enlivened by historical perspective and informative quotations. This second edition expands and updates the coverage of the first edition (1996) and includes numerous improvements to the original material. Two new chapters treat symmetric indefinite systems and skew-symmetric systems, and nonlinear systems and Newton's method. Twelve new sections include coverage of additional error bounds for Gaussian elimination, rank revealing LU factorizations, weighted and constrained least squares problems, and the fused multiply-add operation found on some modern computer architectures.
Author : Christophe Berenguer
Publisher : CRC Press
ISBN 13 : 0203135105
Total Pages : 538 pages
Book Rating : 4.2/5 (31 download)
Download or read book Advances in Safety, Reliability and Risk Management written by Christophe Berenguer and published by CRC Press. This book was released on 2011-08-31 with total page 538 pages. Available in PDF, EPUB and Kindle. Book excerpt: Covering a wide range of topics on safety, reliability and risk management, the present publication will be of interest to academics and professionals working in a wide range of scientific, industrial and governmental sectors, including: Aeronautics and Aerospace; Chemical and Process Industry; Civil Engineering; Critical Infrastructures; Energy; Information Technology and Telecommunications; Land Transportation; Manufacturing; Maritime Transportation; Mechanical Engineering; Natural Hazards; Nuclear Industry; Offshore Industry; Policy Making and Public Planning.
Author : A. Neumaier
Publisher : Cambridge University Press
ISBN 13 : 9780521336109
Total Pages : 368 pages
Book Rating : 4.3/5 (361 download)
Download or read book Introduction to Numerical Analysis written by A. Neumaier and published by Cambridge University Press. This book was released on 2001-10 with total page 368 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides an introduction to constructive methods that provide accurate approximations to the solution of numerical problems using MATLAB.
Author : Zoran Gajic
Publisher : Springer Science & Business Media
ISBN 13 : 144713219X
Total Pages : 462 pages
Book Rating : 4.4/5 (471 download)
Download or read book Parallel Algorithms for Optimal Control of Large Scale Linear Systems written by Zoran Gajic and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 462 pages. Available in PDF, EPUB and Kindle. Book excerpt: Parallel Algorithms for Optimal Control of Large Scale Linear Systems is a comprehensive presentation for both linear and bilinear systems. The parallel algorithms presented in this book are applicable to a wider class of practical systems than those served by traditional methods for large scale singularly perturbed and weakly coupled systems based on the power-series expansion methods. It is intended for scientists and advance graduate students in electrical engineering and computer science who deal with parallel algorithms and control systems, especially large scale systems. The material presented is both comprehensive and unique.
Author : Richard A. Brualdi
Publisher : Springer Science & Business Media
ISBN 13 : 1461383544
Total Pages : 266 pages
Book Rating : 4.4/5 (613 download)
Download or read book Combinatorial and Graph-Theoretical Problems in Linear Algebra written by Richard A. Brualdi and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 266 pages. Available in PDF, EPUB and Kindle. Book excerpt: This IMA Volume in Mathematics and its Applications COMBINATORIAL AND GRAPH-THEORETICAL PROBLEMS IN LINEAR ALGEBRA is based on the proceedings of a workshop that was an integral part of the 1991-92 IMA program on "Applied Linear Algebra." We are grateful to Richard Brualdi, George Cybenko, Alan George, Gene Golub, Mitchell Luskin, and Paul Van Dooren for planning and implementing the year-long program. We especially thank Richard Brualdi, Shmuel Friedland, and Victor Klee for organizing this workshop and editing the proceedings. The financial support of the National Science Foundation made the workshop possible. A vner Friedman Willard Miller, Jr. PREFACE The 1991-1992 program of the Institute for Mathematics and its Applications (IMA) was Applied Linear Algebra. As part of this program, a workshop on Com binatorial and Graph-theoretical Problems in Linear Algebra was held on November 11-15, 1991. The purpose of the workshop was to bring together in an informal setting the diverse group of people who work on problems in linear algebra and matrix theory in which combinatorial or graph~theoretic analysis is a major com ponent. Many of the participants of the workshop enjoyed the hospitality of the IMA for the entire fall quarter, in which the emphasis was discrete matrix analysis.
Author : Olivier Darrigol
Publisher : Oxford University Press
ISBN 13 : 0198568436
Total Pages : 372 pages
Book Rating : 4.1/5 (985 download)
Download or read book Worlds of Flow written by Olivier Darrigol and published by Oxford University Press. This book was released on 2005-09 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides the first fully-fledged history of hydrodynamics, including lively accounts of the concrete problems of hydraulics, navigation, blood circulation, meteorology, and aeronautics that motivated the main conceptual innovations. Richly illustrated, technically competent, and philosophically sensitive, it should attract a broad audience and become a standard reference for any one interested in fluid mechanics.
Author : Simo Särkkä
Publisher : Cambridge University Press
ISBN 13 : 110703065X
Total Pages : 255 pages
Book Rating : 4.1/5 (7 download)
Download or read book Bayesian Filtering and Smoothing written by Simo Särkkä and published by Cambridge University Press. This book was released on 2013-09-05 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unified Bayesian treatment of the state-of-the-art filtering, smoothing, and parameter estimation algorithms for non-linear state space models.
