A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2017; you can also visit the original URL.
The file type is `application/pdf`

.

## Filters

##
###
Numerical inversion of probability generating functions

1992
*
Operations Research Letters
*

Hence,

doi:10.1016/0167-6377(92)90050-d
fatcat:tm2gw4asjjczni7bhyejsyplvi
*numerical*transform*inversion*can be an effective way to obtain desired*numerical*values*of*cumulative distribution*functions*,*probability*density*functions*and*probability*mass*functions*. ... To help remedy this situation, in this paper we present a version*of*the Fourier-series method for*numerically*inverting*probability**generating**functions*. ... To make a case for*numerical*transform*inversion*, in this paper we present and explain a simple algorithm for*numerically*inverting*probability**generating**functions*based on the Fourierseries method. ...##
###
Improved numerical inversion methods for the recovery of bivariate distributions of polymer properties from 2D probability generating function domains

2016
*
Computers and Chemical Engineering
*

., Improved

doi:10.1016/j.compchemeng.2016.07.017
fatcat:ecjo3f4qv5dija52xya2ml357y
*numerical**inversion*methods for the recovery*of*bivariate distributions*of*polymer properties from 2D*probability**generating**function*domains.Computers and Chemical Engineering http://dx. ... It is based on the transformation*of*bivariate population balance equations using 2D*probability**generating**functions*(pgf) followed by a recovery*of*the distributions from the transform domain by*numerical*... Acknowledgements: the authors wish to thank The Nacional Research Council*of*Argentina (CONICET), the National Agency*of*Scientific and Technological Promotion (ANPCyT) and Universidad Nacional del Sur ...##
###
Improving Polynomial Regression Using Principal Components Regression With the Example of the Numerical Inversion of Probability Generating Function

주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로

2015
*
The Journal of the Korea Contents Association
*

주성분회귀분석을 활용한 다항회귀분석 성능개선: PGF 수치역변환 사례를 중심으로

The performance

doi:10.5392/jkca.2015.15.01.475
fatcat:vvq5xlc67zfn5o6ick4fakf6yi
*of*polynomial regression, however, may deteriorate because*of*the correlation caused by the power terms*of*independent variables. We present a polynomial regression model for the ... We use polynomial regression instead*of*linear regression if there is a nonlinear relation between a dependent variable and independent variables in a regression analysis. ...*numerical**inversion**of*PGF and show that polynomial regression results in the deterioration*of*the estimation*of*the coefficients. ...##
###
Fast inverse transform sampling in one and two dimensions
[article]

2013
*
arXiv
*
pre-print

We develop a computationally efficient and robust algorithm for

arXiv:1307.1223v1
fatcat:4h25k2a6tvaahhtlxcx4yjqm2e
*generating*pseudo-random samples from a broad class*of*smooth*probability*distributions in one and two dimensions. ... The algorithm is based on*inverse*transform sampling with a polynomial approximation scheme using Chebyshev polynomials, Chebyshev grids, and low rank*function*approximation. ... Right: the number*of**function*evaluations for 50 pseudo-random sample*generated*by rejection sampling (solid) versus the number*of**function*evaluations for any number*of**inverse*transform samples (dashed ...##
###
The Performance of Estimators for Generalization of Crack Distribution

2021
*
WSEAS Transactions on Mathematics
*

The

doi:10.37394/23206.2021.20.11
fatcat:2yiyrfhvcjg63osgw2ld43bgsu
*Generalized*Crack distribution is a mixture*of*two parameter*Inverse*Gaussian distribution, Length-Biased*Inverse*Gaussian distribution, Twice Length-Biased*Inverse*Gaussian distribution, and adding ... Evaluate the performance*of*the estimators by using bias. The results*of*simulation are presented in*numerically*and graphically. ...*of*Science and Technology Thammasat University for our financial support. ...##
###
Numerical Transform Inversion to Analyze Teletraffic Models
[chapter]

1994
*
Teletraffic science and engineering
*

The first combines

doi:10.1016/b978-0-444-82031-0.50107-4
fatcat:gpmywpzpmjhxnfhunt6fywpmoa
*numerical*transform*inversion*with*numerical*integration*of*Pollaczek's classical contour integrals to treat the*general*GI/G/1 queue. ... We describe recently developed algorithms for*numerically*inverting transforms to calculate cumulative distribution*functions*and moments*of*random quantities*of*interest in teletraffic models. ... We thank Joseph Abate for his important contribution to our*numerical*transform*inversion*work. ...##
###
Effect of noise and detector sensitivity on a dynamical process: Inverse power law and Mittag-Leffler interevent time survival probabilities

2014
*
Physical Review E
*

Our results afford a more unified picture

doi:10.1103/physreve.89.022107
pmid:25353422
fatcat:faeabfvn4vhrphudyxbrjbdfhq
*of*complexity resting on the Mittag-Leffler*function*and encompassing the standard*inverse*power law definition. ... By varying the sensitivity level*of*the detector we move between two forms*of*complexity, from*inverse*power law to Mittag-Leffler interevent time survival*probabilities*. ... In conclusion, the ML*function*can be*generated**numerically*by the rescaling process*of*the PM map with a small*probability**of*event detection, that is, by the SCLT procedure. ...##
###
A numerical method for solving a stochastic inverse problem for parameters

2013
*
Annals of Nuclear Energy
*

*of*the

*probability*measure on the input space imparted by the approximate set-valued

*inverse*that solves the

*inverse*problem. ... In this approach, the problem is formulated as an

*inverse*problem for an integral equation using the Law

*of*Total

*Probability*. ... the

*probability*distribution

*function*

*of*q(λ). ...

##
###
Probabilistic Scaling for the Numerical Inversion of Nonprobability Transforms

1997
*
INFORMS journal on computing
*

It is known that

doi:10.1287/ijoc.9.2.175
fatcat:3wpnfgullzcqlibbf3obp2obti
*probability*density*functions*and*probability*mass*functions*can usually be calculated quite easily by*numerically*inverting their transforms (Laplace transforms and*generating**functions*... and transforming the point*of**inversion*to the mean. ... Calculating these non-*probability**functions*by*numerical**inversion*has proved to be substantially more difficult than calculating*probability*distributions. ...##
###
Computing the aggregate loss distribution based on numerical inversion of the compound empirical characteristic function of frequency and severity
[article]

2017
*
arXiv
*
pre-print

A non-parametric method for evaluation

arXiv:1701.08299v1
fatcat:opbum7omwvhcjjattnwuijy5u4
*of*the aggregate loss distribution (ALD) by combining and*numerically*inverting the empirical characteristic*functions*(CFs) is presented and illustrated. ... Here we present a simple and yet efficient method and algorithms for*numerical**inversion**of*the CF, suitable for evaluation*of*the ALDs and the associated measures*of*interest important for applications ... Acknowledgement The work was supported by the Slovak Research and Development Agency, project APVV-15-0295, and by the Scientific Grant Agency VEGA*of*the Ministry*of*Education*of*the Slovak Republic and ...##
###
Numerical inversion of a characteristic function: An alternative tool to form the probability distribution of output quantity in linear measurement models

2016
*
ACTA IMEKO
*

In this paper we propose new original algorithmic implementations

doi:10.21014/acta_imeko.v5i3.382
fatcat:a6bprlm6kbbihgaxdoeei2vk5y
*of*methods for*numerical**inversion**of*the characteristic*function*which are especially suitable for typical metrological applications. ... In metrological applications, such approach can be used to form the*probability*distribution for the output quantity*of*a measurement model*of*additive, linear or*generalized*linear form. ...*functions*), to form the*probability*distribution for the output quantity in the measurement model*of*additive, linear or*generalized*linear form. ...##
###
An Approximation to the Probability Normal Distribution and its Inverse

2015
*
Ingeniería Investigación y Tecnología
*

In this work new mathematical

doi:10.1016/j.riit.2015.09.012
fatcat:jqzzffkhobczxj37t664frvx4y
*functions*are proposed to compute Normal*probabilities*and their*inverses*in an easy and accurate way. ... These*functions*are valid over a wide range*of*random variaare required. ... In*general*, the normal*probability*distribution ·) can be described in terms*of*its probabili- x x x)*function*with its derivative, the*probability*density x). ...##
###
Efficient risk simulations for linear asset portfolios in the t-copula model

2010
*
European Journal of Operational Research
*

Applying a new

doi:10.1016/j.ejor.2009.06.025
fatcat:yj4xv5jx5fbrllr5ctreu2rfde
*numerical**inversion*method for the*generation**of*the marginals and importance sampling with carefully selected mean shift we develop an efficient simulation algorithm. ... Exact calculation*of*the tail-loss*probabilities*is not possible and even simulation leads to challenging*numerical*problems. ... For the*generation**of*the log-returns a new*numerical**inversion*method has to be utilized to obtain good speed. ...##
###
Definition and solution of a stochastic inverse problem for the Manning's n parameter field in hydrodynamic models

2015
*
Advances in Water Resources
*

. 188 Given a measure/

doi:10.1016/j.advwatres.2015.01.011
pmid:25937695
pmcid:PMC4415439
fatcat:mtkld5fixvcibnzsc57tdoqnfy
*probability*on a measurable space, a measurable*function*on this space 189 induces a measure/*probability*on the output space*of*the measurable*function*in terms*of*190 the*inverses*... In particular, measurable*functions*181 such as*probability*densities are those*functions*which can be integrated over measurable 182 sets. ... are required for the*numerical*evaluation*of*ρ L in the part*of*the 417 integral (4.7) along L and the uniform*probability*density*function*ρ C along each*generalized*418 contour C. ...##
###
Quantifying model uncertainty in dynamical systems driven by non-Gaussian Lévy stable noise with observations on mean exit time or escape probability

2016
*
Communications in nonlinear science & numerical simulation
*

It is based on solving an

doi:10.1016/j.cnsns.2016.02.019
fatcat:6f4pt25r5ravzkuyfoy26pxrle
*inverse*problem for a deterministic, nonlocal partial differential equation via*numerical*optimization. ... This new method is beneficial to systems for which mean exit time or escape*probability*is feasible to observe. ... We thank Xiaofan Li for help with*numerical*discretization*of*nonlocal partial differential equations and Mike McCourt for help with*numerical*optimization. ...
« Previous

*Showing results 1 — 15 out of 719,109 results*