搜索结果: 1-15 共查到“数学 frequency”相关记录48条 . 查询时间(0.108 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
噪声 异步高频 数据估算 因子 现货波动率 矩阵
2023/5/4
With noisy and asynchronous high-frequency data collected for an ultra-large number of assets, we estimate high-dimensional spot volatility matrices satisfying a low-rank plus sparse structure. A loca...
昆明理工大学理学院概率论与数理统计课件Chapter 1 The Axioms of Probability--The relative frequency definition of probability
昆明理工大学理学院 概率论与数理统计 课件 Chapter 1 The Axioms of Probability The relative frequency definition of probability
2017/4/17
昆明理工大学理学院概率论与数理统计课件Chapter 1 The Axioms of Probability--The relative frequency definition of probability.
Low-frequency currents induced in adjacent spherical cells
Low-frequency currents adjacent spherical cells
2015/10/16
The currents induced inside cells by external electric fields in the frequency range 50–60 Hz are studied analytically by accounting for thin cell membranes with transverse conductivity that is small ...
Anomalous diffusion limit for kinetic equations with degenerate collision frequency
Anomalous diffusion limit kinetic equations degenerate collision frequency
2015/10/15
This paper is devoted to hydrodynamic limits for collisional linear kinetic equations. It is a classical result that under certain conditions on the collision operator, the long time/small mean free p...
REAL-TIME TIME-FREQUENCY BASED BLIND SOURCE SEPARATION
REAL-TIME TIME-FREQUENCY BLIND SOURCE SEPARATION
2015/9/29
We present a real-time version of the DUET algorithm forthe blind separation of any number of sources using only two mixtures. The method applies when sources are Wdisjoint orthogonal, that is, when t...
BLIND SOURCE SEPARATION BASED ON SPACE-TIME-FREQUENCY DIVERSITY
BLIND SOURCE SEPARATION SPACE-TIME-FREQUENCY DIVERSITY
2015/9/29
We investigate the assumption that sources have disjoint support in the time domain, time-frequency domain, or frequency domain. We call such signals disjoint orthogonal. The class of signals that app...
NON-SQUARE BLIND SOURCE SEPARATION UNDER COHERENT NOISE BY BEAMFORMING AND TIME-FREQUENCY MASKING
NON-SQUARE BLIND SOURCE SEPARATION COHERENT NOISE BY BEAMFORMING TIME-FREQUENCY MASKING
2015/9/29
To be applicable in realistic scenarios, blind source separation approaches should deal evenly with non-square cases and the presence of noise. We consider an additive noisemixing model with an arbitr...
TIME-FREQUENCY AND TIME-SCALE CANONICAL REPRESENTATIONS OF DOUBLY SPREAD CHANNELS
TIME-FREQUENCY TIME-SCALE CANONICAL REPRESENTATIONS DOUBLY SPREAD CHANNELS
2015/9/29
A general technique for the generation of canonical channel models and demonstrate the application of the technique to time-frequency and time-scale integral kernel operators is developed. As an examp...
THE NONCOMMUTATIVE WIENER LEMMA,LINEAR INDEPENDENCE,AND SPECTRAL PROPERTIES OF THE ALGEBRA OF TIME-FREQUENCY SHIFT OPERATORS
NONCOMMUTATIVE WIENER LEMMA LINEAR INDEPENDENCE SPECTRAL PROPERTIES OF THE ALGEBRA TIME-FREQUENCY SHIFT OPERATORS
2015/9/29
In this paper we analyze the Banach *-algebra of time-frequency shifts with absolutely summable coefficients. We prove a noncommutative version of the Wiener lemma. We also construct a faithful tracia...
Optimal excitation signal design for frequency domain system identification using semidefinite programming
The optimal excitation signal and the dispersion function semidefinite programming linear matrix inequality (lmi)
2015/8/11
The paper discusses two methods of optimal excitation signal design for identification with Maximum Likelihood parameter estimation: The ‘classical’, dispersion function based method, and a new, semid...
A FAST DIRECTIONAL ALGORITHM FOR HIGH FREQUENCY ACOUSTIC SCATTERING IN TWO DIMENSIONS
N-body problems Helmholtz equation oscillatory kernels fast multipole methods multidirectional computation multiscale methods
2015/7/14
This paper is concerned with fast solution of high frequency acoustic scattering problems in two dimensions. We introduce a directional multiscale algorithm for the N-body problem of the two dimension...
FAST METHOD FOR HIGH-FREQUENCY ACOUSTIC SCATTERING FROM RANDOM SCATTERERS
acoustic scattering random domains uncertainty quantification boundary integral equations fast algorithms quasi–Monte Carlo methods
2015/7/14
This paper is concerned with the uncertainty quantification of high-frequency acoustic scattering from objects with random shape in two-dimensional space. Several new methods are introduced to efficie...
A fast directional algorithm for high-frequency electromagnetic scattering
Electromagnetic scattering Boundary integral equations Fast algorithms Fast multipole methods Sparse Fourier transforms
2015/7/14
This paper is concerned with the fast solution of high-frequency electromagnetic scattering problems using the boundary integral formulation. We extend the O(NlogN) directional multilevel algorithm pr...
FAST DIRECTIONAL COMPUTATION OF HIGH FREQUENCY BOUNDARY INTEGRALS VIA LOCAL FFTs
boundary integral method scattering high frequency waves directional algorithm low-rank approximation Chebyshev interpolation fast Fourier transforms
2015/7/14
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral...
DIRECTIONAL PRECONDITIONER FOR HIGH FREQUENCY OBSTACLE SCATTERING
Boundary integral method scattering high-frequency waves preconditioner low-rank approximation sparse linear algebra
2015/7/14
The boundary integral method is an efficient approach for solving time-harmonic obstacle scattering problems by a bounded scatterer. This paper presents the directional preconditioner for the iterativ...