Fill's algorithm for absolutely continuous stochastically monotone kernels.
Filtering of signals transmitted in multichannel from Chandrasekhar and Riccati recursions.
In this paper two recursive algorithms are proposed and compared as a solution of the least mean-squared error linear filtering problem of a wide-sense stationary scalar signal from uncertain observations perturbed by white and coloured additive noises. Considering that the state-space model of the signal is not available and that the variables modelling the uncertainty are not independent, the proposed algorithms are derived by using covariance information. The difference between both algorithms...
Finding an ε-optimal regression subset
First order second moment analysis for stochastic interface problems based on low-rank approximation
In this paper, we propose a numerical method to solve stochastic elliptic interface problems with random interfaces. Shape calculus is first employed to derive the shape-Taylor expansion in the framework of the asymptotic perturbation approach. Given the mean field and the two-point correlation function of the random interface, we can thus quantify the mean field and the variance of the random solution in terms of certain orders of the perturbation amplitude by solving a deterministic elliptic interface...
Fourier analysis of iterative aggregation-disaggregation methods for nearly circulant stochastic matrices
We introduce a new way of the analysis of iterative aggregation-disaggregation methods for computing stationary probability distribution vectors of stochastic matrices. This new approach is based on the Fourier transform of the error propagation matrix. Exact formula for its spectrum can be obtained if the stochastic matrix is circulant. Some examples are presented.
Fractal pharmacokinetics.
Fractional Brownian motion and the Markov property.
Frequency estimates for linear extension majority cycles on partial orders
Fully-discrete finite element approximations for a fourth-order linear stochastic parabolic equation with additive space-time white noise
We consider an initial and Dirichlet boundary value problem for a fourth-order linear stochastic parabolic equation, in one space dimension, forced by an additive space-time white noise. Discretizing the space-time white noise a modelling error is introduced and a regularized fourth-order linear stochastic parabolic problem is obtained. Fully-discrete approximations to the solution of the regularized problem are constructed by using, for discretization in space, a Galerkin finite element method...
Functions of bounded variation, signed measures, and a general Koksma-Hlawka inequality
We prove a correspondence principle between multivariate functions of bounded variation in the sense of Hardy and Krause and signed measures of finite total variation, which allows us to obtain a simple proof of a generalized Koksma-Hlawka inequality for non-uniform measures. Applications of this inequality to importance sampling in Quasi-Monte Carlo integration and tractability theory are given. We also discuss the problem of transforming a low-discrepancy sequence with respect to the uniform measure...
Fuzzy clustering of spatial binary data
An iterative fuzzy clustering method is proposed to partition a set of multivariate binary observation vectors located at neighboring geographic sites. The method described here applies in a binary setup a recently proposed algorithm, called Neighborhood EM, which seeks a partition that is both well clustered in the feature space and spatially regular [AmbroiseNEM1996]. This approach is derived from the EM algorithm applied to mixture models [Dempster1977], viewed as an alternate optimization method...