996 resultados para Maximum de vraisemblance


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The maximum independent set problem is NP-complete even when restricted to planar graphs, cubic planar graphs or triangle free graphs. The problem of finding an absolute approximation still remains NP-complete. Various polynomial time approximation algorithms, that guarantee a fixed worst case ratio between the independent set size obtained to the maximum independent set size, in planar graphs have been proposed. We present in this paper a simple and efficient, O(|V|) algorithm that guarantees a ratio 1/2, for planar triangle free graphs. The algorithm differs completely from other approaches, in that, it collects groups of independent vertices at a time. Certain bounds we obtain in this paper relate to some interesting questions in the theory of extremal graphs.

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An investigation is presented of the daily variation of the maximum cloud zone (MCZ) and the 7W mb trough in the Northern Hemisphere over the Indian longitudes 70–90°E during April–October for 1973–77. It is found that during June–September there are two favorable locations for a MCZ over these longitudes–on a majority of days the MCZ is present in the monsoon zone north of 15°N, and often a secondary MCZ occurs in the equatorial region (0–10°N). The monsoon MCZ gets established by northward movement of the MCZ occurring over the equatorial Indian ocean in April and May. The secondary MCZ appears intermittently, and is characterized by long spells of persistence only when the monsoon MCZ is absent. In each of the seasons studied, the MCZ temporarily disappeared from the mean summer monsoon location (15–28°N) about four weeks after it was established near the beginning of July. It is reestablished by the northward movement of the secondary MCZ, which becomes active during the absence of the monsoon MCZ, in a manner strikingly similar to that observed in the spring to summer transition. A break in monsoon conditions prevails just prior to the temporary disappearance of the monsoon MCZ. Thus we conclude that the monsoon MCZ cannot survive for longer than a month without reestablishment by the secondary MCZ. Possible underlying mechanisms are also discussed.

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The simultaneous state and parameter estimation problem for a linear discrete-time system with unknown noise statistics is treated as a large-scale optimization problem. The a posterioriprobability density function is maximized directly with respect to the states and parameters subject to the constraint of the system dynamics. The resulting optimization problem is too large for any of the standard non-linear programming techniques and hence an hierarchical optimization approach is proposed. It turns out that the states can be computed at the first levelfor given noise and system parameters. These, in turn, are to be modified at the second level.The states are to be computed from a large system of linear equations and two solution methods are considered for solving these equations, limiting the horizon to a suitable length. The resulting algorithm is a filter-smoother, suitable for off-line as well as on-line state estimation for given noise and system parameters. The second level problem is split up into two, one for modifying the noise statistics and the other for modifying the system parameters. An adaptive relaxation technique is proposed for modifying the noise statistics and a modified Gauss-Newton technique is used to adjust the system parameters.

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A very general and numerically quite robust algorithm has been proposed by Sastry and Gauvrit (1980) for system identification. The present paper takes it up and examines its performance on a real test example. The example considered is the lateral dynamics of an aircraft. This is used as a vehicle for demonstrating the performance of various aspects of the algorithm in several possible modes.

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It is common to model the dynamics of fisheries using natural and fishing mortality rates estimated independently using two separate analyses. Fishing mortality is routinely estimated from widely available logbook data, whereas natural mortality estimations have often required more specific, less frequently available, data. However, in the case of the fishery for brown tiger prawn (Penaeus esculentus) in Moreton Bay, both fishing and natural mortality rates have been estimated from logbook data. The present work extended the fishing mortality model to incorporate an eco-physiological response of tiger prawn to temperature, and allowed recruitment timing to vary from year to year. These ecological characteristics of the dynamics of this fishery were ignored in the separate model that estimated natural mortality. Therefore, we propose to estimate both natural and fishing mortality rates within a single model using a consistent set of hypotheses. This approach was applied to Moreton Bay brown tiger prawn data collected between 1990 and 2010. Natural mortality was estimated by maximum likelihood to be equal to 0.032 ± 0.002 week−1, approximately 30% lower than the fixed value used in previous models of this fishery (0.045 week−1).

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Some improvements are suggested to Schroeder's scheme [J. Acoust. Soc. Am. 57, 149–150 (1975)] of achieving diffuse sound reflection in concert halls.Subject Classification

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The transmitted signal is assumed to consist of a close succession of rectangular pulses of equal width. A matched filter scheme is employed and a theory is developed for a computer-aided optimization of the envelope of monotone compact signals for maximum rejection of dense clutter of any given distribution in range. Specific results are presented and indeterminate cases are discussed.

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A d-dimensional box is a Cartesian product of d closed intervals on the real line. The boxicity of a graph is the minimum dimension d such that it is representable as the intersection graph of d-dimensional boxes. We give a short constructive proof that every graph with maximum degree D has boxicity at most 2D2. We also conjecture that the best upper bound is linear in D.

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A fast algorithm for the computation of maximum compatible classes (mcc) among the internal states of an incompletely specified sequential machine is presented in this paper. All the maximum compatible classes are determined by processing compatibility matrices of progressingly diminishing order, whose total number does not exceed (p + m), where p is the largest cardinality among these classes, and m is the number of such classes. Consequently the algorithm is specially suitable for the state minimization of very large sequential machines as encountered in vlsi circuits and systems.

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The objective of this paper is to improve option risk monitoring by examining the information content of implied volatility and by introducing the calculation of a single-sum expected risk exposure similar to the Value-at-Risk. The figure is calculated in two steps. First, there is a need to estimate the value of a portfolio of options for a number of different market scenarios, while the second step is to summarize the information content of the estimated scenarios into a single-sum risk measure. This involves the use of probability theory and return distributions, which confronts the user with the problems of non-normality in the return distribution of the underlying asset. Here the hyperbolic distribution is used to describe one alternative for dealing with heavy tails. Results indicate that the information content of implied volatility is useful when predicting future large returns in the underlying asset. Further, the hyperbolic distribution provides a good fit to historical returns enabling a more accurate definition of statistical intervals and extreme events.

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It is well known that Alamouti code and, in general, Space-Time Block Codes (STBCs) from complex orthogonal designs (CODs) are single-symbol decodable/symbolby-symbol decodable (SSD) and are obtainable from unitary matrix representations of Clifford algebras. However, SSD codes are obtainable from designs that are not CODs. Recently, two such classes of SSD codes have been studied: (i) Coordinate Interleaved Orthogonal Designs (CIODs) and (ii) Minimum-Decoding-Complexity (MDC) STBCs from Quasi-ODs (QODs). In this paper, we obtain SSD codes with unitary weight matrices (but not CON) from matrix representations of Clifford algebras. Moreover, we derive an upper bound on the rate of SSD codes with unitary weight matrices and show that our codes meet this bound. Also, we present conditions on the signal sets which ensure full-diversity and give expressions for the coding gain.

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A molecular dynamics study of model ions in water is reported. The van der Waals diameter of both the cations and anions is varied. We have carried out two sets of simulations-with and without dispersion interaction-between the ion and water. Self-diffusivity of the ions exhibits an anomalous maximum as a function of the van der Waals diameter for both these sets. This existence of a maximum in self-diffusivity when there is no dispersion interaction between the ion and the water is attributed to the attractive term from electrostatic interactions. Detailed analysis of this effect shows that the solvent shell is more strongly defined in the presence of dispersion interactions. A smaller ion exhibits biexponential decay while a single exponential decay is seen for the ion with maximum diffusivity in the self-part of the intermediate scattering function. The solvent structure around the ion appears to determine much of the dynamics of the ion. Interesting trends are seen in the activation energies and these can be understood in terms of the levitation effect. (C) 2010 American Institute of Physics. doi:10.1063/1.3481656]

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The superconducting transition temperatures in Bi2Ca1−xLnxSr2Cu2O8+δ, TlCa1−xLnxSr2Cu2O6+δ, and Tl0.8Ca1−xLnxBa2Cu23O6+δ (Ln=Y or rare earth) vary with composition and show a maximum at a specific value of x or δ. This observation suggests that an optimal carrier concentration is required to attain maximum Tc in such cuprates which seem to be two‐band systems