Asymptotic results for parametric estimation in inadequate two phases regression models

The problem of determining source term in a semilinear wave equation is considered. The source term is represented as the product ƒ(u(x, t))p(x), where ƒ(s) is a given function, u(x, t) is a solution to Cauchy problem for wave equation, p(x) is an unknown function. To determine p(x) the additional information on the solution of the Cauchy problem u(α(t), t) = g(t), u(β(t), t) = h(t) is used. Theorems of existence and uniqueness of solution to an inverse problem in the class of continuous functions p(x) and in the class of functions p(x) = po + xq(x), where q(x) is continuous, are proved.

The problem of determining source term in a semilinear wave equation is considered. The source term is represented as the product ƒ(u(x, t))p(x), where ƒ(s) is a given function, u(x, t) is a solution to Cauchy problem for wave equation, p(x) is an unknown function. To determine p(x) the additional information on the solution of the Cauchy problem u(α(t), t) = g(t), u(β(t), t) = h(t) is used. Theorems of existence and uniqueness of solution to an inverse problem in the class of continuous functions p(x) and in the class of functions p(x) = po + xq(x), where q(x) is continuous, are proved.

Cauchy-subregular functions vis-à-vis different types of continuity

A Universal Approximation Theorem for Gaussian-Gated Mixture of Experts Models

In linear regression problems in which an independent variable is a total of two or more characteristics of interest, it may be possible to improve the fit of a regression equation substantially by regressing against one of two separate components of this sum rather than the sum itself. As motivation for this “separation principle,” we provide necessary and sufficient conditions for an increased coefficient of determination. In teaching regression analysis, one might use an example such as the one contained herein, in which the number of wins of Major League Baseball teams is regressed against team payrolls, for the purpose of demonstrating that an investigator can often exploit intuition and/or subject-matter expertise to identify an efficacious separation. In linear regression problems in which an independent variable is a total of two or more characteristics of interest, it may be possible to improve the fit of a regression equation substantially by regressing against one of two separate components of this sum rather than the sum itself. As motivation for this “separation principle,” we provide necessary and sufficient conditions for an increased coefficient of determination. In teaching regression analysis, one might use an example such as the one contained herein, in which the number of wins of Major League Baseball teams is regressed against team payrolls, for the purpose of demonstrating that an investigator can often exploit intuition and/or subject-matter expertise to identify an efficacious separation. In linear regression problems in which an independent variable is a total of two or more characteristics of interest, it may be possible to improve the fit of a regression equation substantially by regressing against one of two separate components of this sum rather than the sum itself. As motivation for this “separation principle,” we provide necessary and sufficient conditions for an increased coefficient of determination. In teaching regression analysis, one might use an example such as the one contained herein, in which the number of wins of Major League Baseball teams is regressed against team payrolls, for the purpose of demonstrating that an investigator can often exploit intuition and/or subject-matter expertise to identify an efficacious separation.

T HIS Note describes a robust modification of the divided difference filtering technique. The robust technique relies on Huber’s generalized maximum likelihood approach to estimation [1]. Specifically,Huber’smethod is a combinedminimum ‘1and ‘2norm estimation technique, which exhibits robustnesswith respect to deviations from the commonly assumed Gaussian error probability density functions, for which the least–squares or minimum ‘2-norm technique exhibits a severe degradation in estimation accuracy [2]. TheHuber-based estimates are robust in the sense that theyminimize the maximum asymptotic estimation variance when applied to contaminated Gaussian densities. The Huber technique was originally developed as a generalization of maximum likelihood estimation, applied first to estimating the center of a probability distribution in [1] and generalized tomultiple linear regression in [2– 4]. The Kalman filter is a recursive minimum ‘2-norm technique and therefore exhibits sensitivity to deviations in the true underlying error probability distributions [5]. For this reason, theHuber technique has been further extended to dynamic estimation problems. Boncelet and Dickinson [6] first proposed to solve the robust filtering problem by means of the Huber technique at each measurement, by expressing the discrete-time Kalman filter as a sequence of linear regression problems. The authors do not provide any simulation results to validate the proposed technique. Kovacevic et al. [7] follow thework of [6] and develop a robust Kalman filter using the Huber technique applied to a linear regression problem at each measurement update. References [8–10] express the dynamic filtering problem as a sequential linear regression to be solved by the Huber technique and apply the filter to underwater vehicle tracking, power system state estimation, and spacecraft rendezvous navigation, respectively. The increase in computation due to the use of the Huber technique was found in [10] to be small. It should be noted that [6–10] apply the Huber methodology to linearized filters. The divided difference filter is one of several new estimation techniques that are collectively known as sigma-point Kalman filters (SPKF). The first-order (DD1) and second-order (DD2) divided difference filters [11,12] are generalizations of the filter introduced by Schei [13] and are two examples of SPKF-class estimators; other examples can be found in [14–16]. Like the basic Kalman filter, the SPKFs seek to determine a state estimate that minimizes the ‘2 norm of the residuals. The SPKF technique differs from the standard Kalmanfilter in the sense that the SPKFs do not linearize the dynamic system for the propagation, but instead propagate a cluster of points centered around the current estimate to form improved approximations of the conditional mean and covariance. Specifically, the divided difference filters make use of multidimensional interpolation formulas to approximate the nonlinear transformations. As a result of this approach, the filter does not require knowledge or existence of the partial derivatives of the system dynamics and measurement equations. SPKFs have the additional advantage over the basic Kalman filter in that they can easily be extended to determine second-order solutions to the minimum ‘2-norm filtering problem, which increases the estimation accuracywhen the system andmeasurement equations are nonlinear. It is important to note that the SPKFs use a minimum ‘2-norm measurement update and are therefore subject to the same sensitivity to non-Gaussian measurement errors as the Kalman filter. Therefore, the purpose of this Note is tomodify the DD1 andDD2measurement update equations by making use of the Huber technique to provide robustness against deviations from Gaussianity without a large increase in computation. This Note first provides a short review of the DD1 and DD2 filters and then shows how the measurement update can be expressed in terms of a standard regression problem, which can be solved using the robust Huber technique. The filtering techniques are then applied to a benchmark problem that involves estimating the trajectory of an entry body from discrete-time range data measured by a radar tracking station. The simulation is conducted using Monte Carlo techniques for both Gaussian and non-Gaussian cases. The computational cost associated with each filter is provided.

A new class of closed sets, known as semi-regular weekly closed sets, is introduced in ideal topological space. In addition, we define a new class of continuous functions known as semi-regular weekly -continuous functions is introduced and studied. Some of their characteristics have also been examined and discussed interesting properties of semi-regular weekly -irresolute functions, strongly semi-regular weekly -continuous functions, and semi- regular weekly -continuous functions.

In this paper, we introduce two new classes of continuous functions in topological spaces called almost Ip-continuous and weakly Ip-continuous functions. We obtain several characterizations of them and some of their properties. Also, we investigate their relationships with some other types of functions.

This paper provides a proof that the class of those real functions f for which there exists a change of variable g so that f ∘ g f \circ g is differentiable coincides with the class of continuous functions which are of generalized bounded variation in the restricted sense.

The role of biometrics, as an integral component of security infrastructures, has been firmly established in today's world. Its ability to accurately identify people from a distance has served as an important life-saving tool in the arsenalof our men and women in uniform, out in war theaters; it has also served as an effective forensics tool for our police force and off-late, is being increasingly adopted to secure sensitive transactions such as those with financial institutions.Traditionally, fingerprint patterns and facial photographs have held sway over identity veri fication tools; the former, because of its uniqueness and the latter because of its ubiquity. However, over the past decade, iris patterns have alsocome to the fore because of the combined advantage of uniqueness across the populace as well as the ability to image these patterns from a distance. Today most commercial iris acquisition systems report recognition accuracies upwards of 90%, over entire populations. However, the caveat is that these systems areconstrained to operate very close to the user, owing to the challenges involved in achieving sufficient resolution over the iride texture from large distances. This dissertation aims to push the boundaries of iris imaging devices and in-troduces theoretical and practical considerations in designing a novel long range iris recognition system. The aim is to design a system capable of acquiring enrollment quality iris images, similar in quality to those captured by short range systems such as IriShield, LG, PIER, HIIDE systems, at much larger stand-off distances. The challenges involved in acquiring images with sufficient spatialresolution, when subjects are too far out from the optimal acquisition range, are explored and potential solutions are described. First, we describe the design methodology behind creating a long range iris system, to aid the reader inunderstanding the key design considerations when using available commercial o -the-shelf hardware. Competing objectives such as achieving high magnifi cation while maintaining sufficient depth of field, using a sensor with large pixel pitch for low noise performance while resolving the required patterns, etc. are discussed. As a result of this work, the rst long range iris acquisition system of its kind, capable of acquiring enrollment iris images from up to 9mand matching up to 12m, has been designed and built. We show the system, present lessons learned during the design process as well as empirical results for the imaging performance. The latter half of the dissertation develops aniris texture enhancement algorithm for restoring degraded iris images - specifically noisy, low-resolution and out-of-focus/blurred images, which are often encountered in the real world. The method is developed and evaluated usingsynthesized degraded images from the NIST Iris Challenge Evaluation (ICE) database. A signifi cant improvement in verification performance is also seen, when using this enhancement method, on actual degraded images captured with the proposed long range iris system. The proposed enhancement method is modeled as a linear regression problem that exploits the sparsity of iris textures inan over-complete dictionary. Improvements in iris recognition performance using the enhanced textures are studied in the latter half of this dissertation. In summary, this work enhances and exceeds the capabilities of current iris imaging systems for the explicit purpose of accurately identifying threats using iride patterns, from distances larger than are currently possible. This will serve as anecessary tool in the arsenal of security establishments to identify threats, save lives and to protect our freedoms for generations to come.

We study the relationship between two characteristics of functional classes, pseudodimension and bracketing entropy. (Pseudodimension is a generalization of VC-dimension to classes of functions. Bracket entropy characterizes the L1-error of one-sided approximation of a class by finite sets.) It is shown that classes of continuous functions with finite pseudodimension possess a finite bracketing ɛ-entropy for any ɛ > 0. We establish a general result concerning the relationship between the VC-dimension of classes of sets and their bracketing entropy.

By the asymptotic oracle property, non-convex penalties represented by minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) have attracted much attentions in high-dimensional data analysis, and have been widely used in signal processing, image restoration, matrix estimation, etc. However, in view of their non-convex and non-smooth characteristics, they are computationally challenging. Almost all existing algorithms converge locally, and the proper selection of initial values is crucial. Therefore, in actual operation, they often combine a warm-starting technique to meet the rigid requirement that the initial value must be sufficiently close to the optimal solution of the corresponding problem. In this paper, based on the DC (difference of convex functions) property of MCP and SCAD penalties, we aim to design a global two-stage algorithm for the high-dimensional least squares linear regression problems. A key idea for making the proposed algorithm to be efficient is to use the primal dual active set with continuation (PDASC) method to solve the corresponding sub-problems. Theoretically, we not only prove the global convergence of the proposed algorithm, but also verify that the generated iterative sequence converges to a d-stationary point. In terms of computational performance, the abundant research of simulation and real data show that the algorithm in this paper is superior to the latest SSN method and the classic coordinate descent (CD) algorithm for solving non-convex penalized high-dimensional linear regression problems.

The class of continuous functions h h for which h h (Brownian motion) is a Markov process is determined.

The main aim of this work is to show the solvability of the homogeneous and inhomogeneous boundary conjugation problems for piecewise analytic functions in the Besov space, which is embedded into the class of continuous functions.

We consider the Darboux problem for a differential equation of fractional order that contains a regularized mixed derivative. Sufficient conditions for the existence and uniqueness of a solution of this problem are obtained in the class of continuous functions. We also propose a method for finding an approximate solution of this problem and prove the convergence of this method.