906 resultados para EQUATION-ERROR MODELS
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Natural language understanding is to specify a computational model that maps sentences to their semantic mean representation. In this paper, we propose a novel framework to train the statistical models without using expensive fully annotated data. In particular, the input of our framework is a set of sentences labeled with abstract semantic annotations. These annotations encode the underlying embedded semantic structural relations without explicit word/semantic tag alignment. The proposed framework can automatically induce derivation rules that map sentences to their semantic meaning representations. The learning framework is applied on two statistical models, the conditional random fields (CRFs) and the hidden Markov support vector machines (HM-SVMs). Our experimental results on the DARPA communicator data show that both CRFs and HM-SVMs outperform the baseline approach, previously proposed hidden vector state (HVS) model which is also trained on abstract semantic annotations. In addition, the proposed framework shows superior performance than two other baseline approaches, a hybrid framework combining HVS and HM-SVMs and discriminative training of HVS, with a relative error reduction rate of about 25% and 15% being achieved in F-measure.
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We study the dynamics of a growing crystalline facet where the growth mechanism is controlled by the geometry of the local curvature. A continuum model, in (2+1) dimensions, is developed in analogy with the Kardar-Parisi-Zhang (KPZ) model is considered for the purpose. Following standard coarse graining procedures, it is shown that in the large time, long distance limit, the continuum model predicts a curvature independent KPZ phase, thereby suppressing all explicit effects of curvature and local pinning in the system, in the "perturbative" limit. A direct numerical integration of this growth equation, in 1+1 dimensions, supports this observation below a critical parametric range, above which generic instabilities, in the form of isolated pillared structures lead to deviations from standard scaling behaviour. Possibilities of controlling this instability by introducing statistically "irrelevant" (in the sense of renormalisation groups) higher ordered nonlinearities have also been discussed.
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We present and analyze three different online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare their performance with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of the generalization error we draw learning curves in simplified situations and compare the results. The performance for learning drifting concepts of one of the presented algorithms is analyzed and compared with the Baldi-Chauvin algorithm in the same situations. A brief discussion about learning and symmetry breaking based on our results is also presented. © 2006 American Institute of Physics.
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One of the simplest ways to create nonlinear oscillations is the Hopf bifurcation. The spatiotemporal dynamics observed in an extended medium with diffusion (e.g., a chemical reaction) undergoing this bifurcation is governed by the complex Ginzburg-Landau equation, one of the best-studied generic models for pattern formation, where besides uniform oscillations, spiral waves, coherent structures and turbulence are found. The presence of time delay terms in this equation changes the pattern formation scenario, and different kind of travelling waves have been reported. In particular, we study the complex Ginzburg-Landau equation that contains local and global time-delay feedback terms. We focus our attention on plane wave solutions in this model. The first novel result is the derivation of the plane wave solution in the presence of time-delay feedback with global and local contributions. The second and more important result of this study consists of a linear stability analysis of plane waves in that model. Evaluation of the eigenvalue equation does not show stabilisation of plane waves for the parameters studied. We discuss these results and compare to results of other models.
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The nonlinear inverse synthesis (NIS) method, in which information is encoded directly onto the continuous part of the nonlinear signal spectrum, has been proposed recently as a promising digital signal processing technique for combating fiber nonlinearity impairments. However, because the NIS method is based on the integrability property of the lossless nonlinear Schrödinger equation, the original approach can only be applied directly to optical links with ideal distributed Raman amplification. In this paper, we propose and assess a modified scheme of the NIS method, which can be used effectively in standard optical links with lumped amplifiers, such as, erbium-doped fiber amplifiers (EDFAs). The proposed scheme takes into account the average effect of the fiber loss to obtain an integrable model (lossless path-averaged model) to which the NIS technique is applicable. We found that the error between lossless pathaveraged and lossy models increases linearly with transmission distance and input power (measured in dB). We numerically demonstrate the feasibility of the proposed NIS scheme in a burst mode with orthogonal frequency division multiplexing (OFDM) transmission scheme with advanced modulation formats (e.g., QPSK, 16QAM, and 64QAM), showing a performance improvement up to 3.5 dB; these results are comparable to those achievable with multi-step per span digital backpropagation.
On Multi-Dimensional Random Walk Models Approximating Symmetric Space-Fractional Diffusion Processes
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Mathematics Subject Classification: 26A33, 47B06, 47G30, 60G50, 60G52, 60G60.
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Mathematics Subject Classification: 26A33, 45K05, 60J60, 60G50, 65N06, 80-99.
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Mathematics Subject Classification: 44A40, 45B05
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Background - The aim was to derive equations for the relationship between unaided vision and age, pupil diameter, iris colour and sphero-cylindrical refractive error. Methods - Data were collected from 663 healthy right eyes of white subjects aged 20 to 70 years. Subjective sphero-cylindrical refractive errors ranged from -6.8 to +9.4 D (mean spherical equivalent), -1.5 to +1.9 D (orthogonal component, J0) and -0.8 to 1.0 D (oblique component, J45). Cylinder axis orientation was orthogonal in 46 per cent of the eyes and oblique in 18 per cent. Unaided vision (-0.3 to +1.3 logMAR), pupil diameter (2.3 to 7.5 mm) and iris colour (67 per cent light/blue irides) was recorded. The sample included mostly females (60 per cent) and many contact lens wearers (42 per cent) and so the influences of these parameters were also investigated. Results - Decision tree analysis showed that sex, iris colour, contact lens wear and cylinder axis orientation did not influence the relationship between unaided vision and refractive error. New equations for the dependence of the minimum angle of resolution on age and pupil diameter arose from step backwards multiple linear regressions carried out separately on the myopes (2.91.scalar vector +0.51.pupil diameter -3.14 ) and hyperopes (1.55.scalar vector + 0.06.age – 3.45 ). Conclusion - The new equations may be useful in simulators designed for teaching purposes as they accounted for 81 per cent (for myopes) and 53 per cent (for hyperopes) of the variance in measured data. In comparison, previously published equations accounted for not more than 76 per cent (for myopes) and 24 per cent (for hyperopes) of the variance depending on whether they included pupil size. The new equations are, as far as is known to the authors, the first to include age. The age-related decline in accommodation is reflected in the equation for hyperopes.
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This article goes into the development of NURBS models of quadratic curves and surfaces. Curves and surfaces which could be represented by one general equation (one for the curves and one for the surfaces) are addressed. The research examines the curves: ellipse, parabola and hyperbola, the surfaces: ellipsoid, paraboloid, hyperboloid, double hyperboloid, hyperbolic paraboloid and cone, and the cylinders: elliptic, parabolic and hyperbolic. Many real objects which have to be modeled in 3D applications possess specific features. Because of this these geometric objects have been chosen. Using the NURBS models presented here, specialized software modules (plug-ins) have been developed for a 3D graphic system. An analysis of their implementation and the primitives they create has been performed.
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Йордан Йорданов, Андрей Василев - В работата се изследват методи за решаването на задачи на оптималното управление в дискретно време с безкраен хоризонт и явни управления. Дадена е обосновка на една процедура за решаване на такива задачи, базирана на множители на Лагранж, коята често се употребява в икономическата литература. Извеждени са необходимите условия за оптималност на базата на уравнения на Белман и са приведени достатъчни условия за оптималност при допускания, които често се използват в икономиката.
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2000 Mathematics Subject Classification: 94A29, 94B70
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We present three jargonaphasic patients who made phonological errors in naming, repetition and reading. We analyse target/response overlap using statistical models to answer three questions: 1) Is there a single phonological source for errors or two sources, one for target-related errors and a separate source for abstruse errors? 2) Can correct responses be predicted by the same distribution used to predict errors or do they show a completion boost (CB)? 3) Is non-lexical and lexical information summed during reading and repetition? The answers were clear. 1) Abstruse errors did not require a separate distribution created by failure to access word forms. Abstruse and target-related errors were the endpoints of a single overlap distribution. 2) Correct responses required a special factor, e.g., a CB or lexical/phonological feedback, to preserve their integrity. 3) Reading and repetition required separate lexical and non-lexical contributions that were combined at output.
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Analysis of risk measures associated with price series data movements and its predictions are of strategic importance in the financial markets as well as to policy makers in particular for short- and longterm planning for setting up economic growth targets. For example, oilprice risk-management focuses primarily on when and how an organization can best prevent the costly exposure to price risk. Value-at-Risk (VaR) is the commonly practised instrument to measure risk and is evaluated by analysing the negative/positive tail of the probability distributions of the returns (profit or loss). In modelling applications, least-squares estimation (LSE)-based linear regression models are often employed for modeling and analyzing correlated data. These linear models are optimal and perform relatively well under conditions such as errors following normal or approximately normal distributions, being free of large size outliers and satisfying the Gauss-Markov assumptions. However, often in practical situations, the LSE-based linear regression models fail to provide optimal results, for instance, in non-Gaussian situations especially when the errors follow distributions with fat tails and error terms possess a finite variance. This is the situation in case of risk analysis which involves analyzing tail distributions. Thus, applications of the LSE-based regression models may be questioned for appropriateness and may have limited applicability. We have carried out the risk analysis of Iranian crude oil price data based on the Lp-norm regression models and have noted that the LSE-based models do not always perform the best. We discuss results from the L1, L2 and L∞-norm based linear regression models. ACM Computing Classification System (1998): B.1.2, F.1.3, F.2.3, G.3, J.2.
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Ennek a cikknek az a célja, hogy áttekintést adjon annak a folyamatnak néhány főbb állomásáról, amit Black, Scholes és Merton opcióárazásról írt cikkei indítottak el a 70-es évek elején, és ami egyszerre forradalmasította a fejlett nyugati pénzügyi piacokat és a pénzügyi elméletet. / === / This review article compares the development of financial theory within and outside Hungary in the last three decades starting with the Black-Scholes revolution. Problems like the term structure of interest rate volatilities which is in the focus of many research internationally has not received the proper attention among the Hungarian economists. The article gives an overview of no-arbitrage pricing, the partial differential equation approach and the related numerical techniques, like the lattice methods in pricing financial derivatives. The relevant concepts of the martingal approach are overviewed. There is a special focus on the HJM framework of the interest rate development. The idea that the volatility and the correlation can be traded is a new horizon to the Hungarian capital market.