Search results for "Minimax approximation algorithm"
showing 4 items of 4 documents
Some properties of [tr(Q2p)]12p with application to linear minimax estimation
1990
Abstract A nondifferentiable minimization problem is considered which occurs in linear minimax estimation. This problem is solved by replacing the nondifferentiable maximal eigenvalue of a real nonnegative definite matrix Q with [tr( Q 2 p )] 1/2 p . It is shown that any descent algorithm with inexact step-length rule can be used to obtain linear minimax estimators for the parameter vector of a parameter-restricted linear model.
Approximation properties of higher degree F-transforms based on B-splines
2015
The paper deals with the F-transform with polynomial components with respect to a generalized fuzzy partition given by B-splines. We investigate approximation properties of the inverse F-transform in this case and prove that using B-splines allows us to improve the quality of approximation of smooth functions.
Computing continuous numerical solutions of matrix differential equations
1995
Abstract In this paper, we construct analytical approximate solutions of initial value problems for the matrix differential equation X ′( t ) = A ( t ) X ( t ) + X ( t ) B ( t ) + L ( t ), with twice continuously differentiable functions A ( t ), B ( t ), and L ( t ), continuous. We determine, in terms of the data, the existence interval of the problem. Given an admissible error e, we construct an approximate solution whose error is smaller than e uniformly, in all the domain.
Adaptive Wavelet Methods for SPDEs
2014
We review a series of results that have been obtained in the context of the DFG-SPP 1324 project “Adaptive wavelet methods for SPDEs”. This project has been concerned with the construction and analysis of adaptive wavelet methods for second order parabolic stochastic partial differential equations on bounded, possibly nonsmooth domains \(\mathcal{O}\subset \mathbb{R}^{d}\). A detailed regularity analysis for the solution process u in the scale of Besov spaces \(B_{\tau,\tau }^{s}(\mathcal{O})\), 1∕τ = s∕d + 1∕p, α > 0, p ≥ 2, is presented. The regularity in this scale is known to determine the order of convergence that can be achieved by adaptive wavelet algorithms and other nonlinear appro…