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Controller Coefficient Truncation Using Lyapunov Performance Certificate
coeffi cient truncation controller design LMI methods
2015/7/9
We describe a method for truncating the coefficients of a linear controller while guaranteeing that a given set of relaxed performance constraints is met. Our method sequentially and greedily truncate...
Arbitrary Truncated Levy Flight: Asymmetrical Truncation and High-Order Correlations
Financial Stochastic processes Truncated Levy Flights High-Order Correlations NonGaussian Random Walk
2012/6/5
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. T...
Robust linear regression through PAC-Bayesian truncation
Linear regression Generalization error Shrinkage
2010/10/14
We consider the problem of predicting as well as the best linear combination of d given functions in least squares regression under $L^\infty$ constraints on the linear combination. When the input dis...
Limits of truncation experiments
Statistical experiment truncation model Gaussian experiment local asymptotic normality
2009/9/21
Given n i.i.d. copies XI, . .., X, of a random variable
X with distribution PA, 9 E 8 c g, we are only interested in those
observations that fall into some set D = D (n) c R' having but a smd
proba...
A strong uniform convergence rate of a kernel conditional quantile estimator under random left-truncation and dependent data
Kernel estimator quantile function rate of convergence strong mixing strong uniform consistency truncated data
2009/9/16
In this paper we study some asymptotic properties of the kernel conditional quantile estimator with randomly left-truncated data which exhibit some kind of dependence. We extend the result obtained by...
Risk bounds in linear regression through PAC-Bayesian truncation
Linear regression Generalization error Shrinkage PAC-Bayesian theorems Risk bounds Robust statistics Resistant estimators
2010/3/18
We consider the problem of predicting as well as the best linear combination
of d given functions in least squares regression, and variants of this problem including
constraints on the parameters of...
MATRIX-COMPRESSION PROPERTY OF BEYLKIN-TYPE TRUNCATION SCHEME FOR WAVELET BEM
wavelet BEM matrix compression scheme large-scale problems
2008/12/25
In the present paper, we investigate theoretically and experimentally the number of non-zero matrix entries generated by the wavelet BEM with the Beylkin-type compression algorithm. The Beylkin-type ...
Addressing the Impact of Data Truncation and Parameter Uncertainty on Operational Risk Estimates
operational risk truncated data Poisson-Lognormal compound distribution loss distribution approach
2010/11/1
Typically, operational risk losses are reported above some threshold. This paper studies the
impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for
operational ...