发布求助
文献互助 智能选刊 最新文献

Proceedings of the 2018 1st International Conference on Mathematics and Statistics最新文献

筛选
英文 中文
An Easily Engineering-Based Multi-Dimensional Archimedean Copula Construction Method 一种简单的基于工程的多维阿基米德联结构造方法
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274253
Xiangpo Zhang
{"title":"An Easily Engineering-Based Multi-Dimensional Archimedean Copula Construction Method","authors":"Xiangpo Zhang","doi":"10.1145/3274250.3274253","DOIUrl":"https://doi.org/10.1145/3274250.3274253","url":null,"abstract":"Copula theory and method have been wildly used in the dependence research in many fields. To meet the demand of multi-dimensional copula construction, an easily engineering -based multi-dimensional Archimedean copula construction method has been proposed in this paper. Specific construction procedures, proof and construction examples are given. From these, the method proposed takes the advantages of NEA method and PCC method and could describe the relevancy relationship among the different dependent structures. Besides, it is simple and easy to use in the engineering applications where copula methods are used.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"24 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132475702","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Maximum Domain of Attraction of the Conditional Exponential-Weibull Distribution 条件指数-威布尔分布的最大吸引域
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274256
Xiu-Min Li, Cunman Wang, Xia Cai
{"title":"Maximum Domain of Attraction of the Conditional Exponential-Weibull Distribution","authors":"Xiu-Min Li, Cunman Wang, Xia Cai","doi":"10.1145/3274250.3274256","DOIUrl":"https://doi.org/10.1145/3274250.3274256","url":null,"abstract":"In this paper, the maximum domain of attraction of the three-parameter conditional Exponential-Weibull distribution is studied. The conditional Exponential-Weibul distribution is confirmed and proven to belong to the maximum domain of attraction of the Gumbel distribution, and the expressions of the corresponding normalizing constants are derived. Numerical simulations are conducted to investigate the performance of the proposed normalizing constants.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"27 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123023840","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Combining Models 结合模型
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274257
C. Santos, C. Nunes, C. Dias, J. Mexia
{"title":"Combining Models","authors":"C. Santos, C. Nunes, C. Dias, J. Mexia","doi":"10.1145/3274250.3274257","DOIUrl":"https://doi.org/10.1145/3274250.3274257","url":null,"abstract":"In this work we study a special class of linear mixed models - models with orthogonal block structure. Imposing a commutativity condition on them, we get a new class of mixed models, called models with commutative orthogonal block structure, COBS. This commutativity condition of COBS is a necessary and sufficient condition for the least square estimators, LSE, to be best linear unbiased estimators, BLUE, whatever the variance components. We present a review of three techniques that enable us to analyze complex models, designed from simpler ones, emphasizing the conditions of applicability of each of them, their limitations and advantages. The techniques, that consist in models crossing, models nesting and models joining, rests on the algebraic structure of the models and binary operations on commutative Jordan Algebras of symmetric matrices. Since crossing, nesting or joining COBS we obtain new COBS, the good properties of estimators hold for the resulting models.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121837408","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 9
A LBM-based Mediator Framework for Hybrid Simulation 基于lbm的混合仿真中介体框架
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3275112
Mei Yang, Yong Peng, Shan Mei, Rusheng Ju
{"title":"A LBM-based Mediator Framework for Hybrid Simulation","authors":"Mei Yang, Yong Peng, Shan Mei, Rusheng Ju","doi":"10.1145/3274250.3275112","DOIUrl":"https://doi.org/10.1145/3274250.3275112","url":null,"abstract":"This paper presents a Mediate-based ABS framework for a multi-agent hybrid simulation in which agents are modeled based on a \"sense-think-lookahead-act\" paradigm. This design draws out some general functions as mediators from the lookahead process, and coordinates the interactions between agents and discrete event simulation engine. The mediators are organized as Sense mediator, Move mediator and Engagement mediator in accordance with the major types of actions in military simulation. With the MABSF, an lookahead behavior model can be built much more easily.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"63 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"125391431","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Stochastic Gradient Descent Combines Second-Order Information for Training Neural Network 随机梯度下降结合二阶信息的神经网络训练
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274262
Minyu Chen
{"title":"Stochastic Gradient Descent Combines Second-Order Information for Training Neural Network","authors":"Minyu Chen","doi":"10.1145/3274250.3274262","DOIUrl":"https://doi.org/10.1145/3274250.3274262","url":null,"abstract":"Deep learning is received special attention in the last decade following the increasing popularity of artificial intelligence. A successful deep learning application highly depends on an effective training neural network method. Currently, the first-order methods, e.g. stochastic gradient descent method may be the most widely-used method due to its simplicity and generally good performance. However, the first methods possess varied weakness, like lower convergence rate and easily stalking around saddle points for the nonconvex neural network problem. The second-order method, on the other hand, can address these issues by utilizing second derivative information, but the high computational cost of computing second-derivative information limits its usage. Based on these motivations, we design a new training schema that combine the advantages of first and second methods, meanwhile eliminate their disadvantages. To demonstrate its effectiveness, we test the new method on dataset, cifar-10. The results show the new approach performs as our desired.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"188 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"132678412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Multiple Regression Design for a Full Factorial Base Model Associated with a Commutative Jordan Algebra 与交换约当代数相关的全阶乘基模型的多元回归设计
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274255
Sandra Oliveira, E. Moreira, M. Fonseca, J. Mexia
{"title":"Multiple Regression Design for a Full Factorial Base Model Associated with a Commutative Jordan Algebra","authors":"Sandra Oliveira, E. Moreira, M. Fonseca, J. Mexia","doi":"10.1145/3274250.3274255","DOIUrl":"https://doi.org/10.1145/3274250.3274255","url":null,"abstract":"If for each treatment of a base model we consider a multiple linear regression on the same variables (dependent and independent) a multiple regression design (MRD) is obtained. If the number of observations per regression is equal, the MRD is balanced, otherwise it is unbalanced. The purpose of this work is to show that is possible to extend the study of the full factorial design of fixed effects and the MRD associated to these designs to the unbalanced cases, combining the linear model associated with a commutative Jordan algebra (CJA) and the L-Model theory. The structure of the factorial design used in this work is based on linear spaces on Galois fields as well as on the relationship between a linear model and a CJA.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"2014 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114766960","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Degree-one Models and Cross Product Matrices 一级模型和叉积矩阵
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274258
C. Dias, C. Santos, J. Mexia
{"title":"Degree-one Models and Cross Product Matrices","authors":"C. Dias, C. Santos, J. Mexia","doi":"10.1145/3274250.3274258","DOIUrl":"https://doi.org/10.1145/3274250.3274258","url":null,"abstract":"Degree-one models can be applied to cross products matrices and Hilbert-Schmidt scalar products matrices. The latter have an important role in the first stage (inter-structure) of STATIS methodology, while the former matrices (in particular the AAt and AtA cross products, which have the same non-null eigenvalues) have an important role in inference. The case of rank one is interesting since the first eigenvector of matrix XXt may be used to describe the behavior of the variables corresponding to the columns of X. We now consider the estimators of the pair (λ, α) and testing that the mean matrix as rank one. We apply our results to cross product matrices XXt, given an numerical example","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"292 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134183821","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Singular Value Decomposition and its Applications in Image Processing 奇异值分解及其在图像处理中的应用
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274261
Zihan Chen
{"title":"Singular Value Decomposition and its Applications in Image Processing","authors":"Zihan Chen","doi":"10.1145/3274250.3274261","DOIUrl":"https://doi.org/10.1145/3274250.3274261","url":null,"abstract":"The Singular Value Decomposition (SVD) is a highlight of linear algebra and has a wide range application in computer vision, statistics and machine learning. This paper reviews the main theorem of SVD and illustrates some applications of SVD in image processing. More specifically, we focus on image compression and matrix completion. The former is to convert the original full-rank pixel matrix to a well-approximated low-rank matrix and thus dramatically save the space, the latter is to recover a pixel matrix with a large number of missing entries by using nuclear norm minimization, in which some singular value thresholding algorithm will be used. For both applications, we conduct numerical experiments to show the performance and point out some possible improvements in the future.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"10 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"121851454","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 6
Exponential Autoregressive Conditional Duration Approach to Testing VaR 指数自回归条件持续时间法检验VaR
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274254
Marta Małecka
{"title":"Exponential Autoregressive Conditional Duration Approach to Testing VaR","authors":"Marta Małecka","doi":"10.1145/3274250.3274254","DOIUrl":"https://doi.org/10.1145/3274250.3274254","url":null,"abstract":"As laid out by the current Basel III accord and the Basel IV agreements, financial risk model evaluation remains based on the VaR measure. However, existing VaR backtesting methods are repeatedly criticized due to unsatisfactory power properties. Our contribution to the debate is the exploration of the properties of the exponential autoregressive conditional duration (EACD) model in the context of backtesting VaR. We show that the EACD test, although exhibiting strong power, suffers from size distortions when the true parameter is near or at the boundary of the parameter space. To remedy this problem we suggest asymptotic p-value computation with the use of the mixture of the chi square distributions. We obtain a procedure that is both accurate and computationally effective. We show that it has the potential to improve effectiveness of detecting incorrect risk models.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129711611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Modeling the Dynamics of Phlebotomine Sand Fly Population 白蛉沙蝇种群动态建模
Proceedings of the 2018 1st International Conference on Mathematics and Statistics Pub Date : 2018-07-15 DOI: 10.1145/3274250.3274251
S. Selmane
{"title":"Modeling the Dynamics of Phlebotomine Sand Fly Population","authors":"S. Selmane","doi":"10.1145/3274250.3274251","DOIUrl":"https://doi.org/10.1145/3274250.3274251","url":null,"abstract":"The present study aimed at estimating the size of phlebotomine sand fly population, the vector of leishmaniases, and to gauge the impact of temperature on the size of this population. To this end, a deterministic model describing the dynamics of the phlebotomine sand fly population is presented. The global stability of the sand fly free equilibrium and the endemic equilibrium are proved and the basic offspring number, which represents the capacity of sand fly reproduction, is derived. Sensitivity analyses on basic offspring number and the endemic equilibrium with respect to the model parameters are carried out. The most sensitive parameters are considered, afterwards, temperature-dependent to show the influence of temperature on the population size of phlebotomine sand flies. It has been shown that the sand fly population cannot be maintained in an area when the temperature is below 15°C or when it exceeds 32°C, and the optimum temperature for reaching the high Phlebotomus papatasi population densities was found to be 28°C. This knowledge would assist decision-makers in identifying and selecting the most suitable strategies timely.","PeriodicalId":410500,"journal":{"name":"Proceedings of the 2018 1st International Conference on Mathematics and Statistics","volume":"40 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2018-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127136225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
下一页 尾页
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整，为了账户安全，请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
现在去查看 取消
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们：info@booksci.cn Book学术提供免费学术资源搜索服务，方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号：604180095
Book学术官方微信