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On an algorithm for solving Fredholm integrals of the first kind

在为解决第一种类型的 Fredholm 积分的一个算法上

作     者:Chae, Minwoo Martin, Ryan Walker, Stephen G. 

作者机构:Case Western Reserve Univ Dept Math Appl Math & Stat Cleveland OH 44106 USA North Carolina State Univ Dept Stat Raleigh NC 27695 USA Univ Texas Austin Dept Math Austin TX 78712 USA 

出 版 物:《STATISTICS AND COMPUTING》 (统计学与计算)

年 卷 期:2019年第29卷第4期

页      面:645-654页

核心收录:

学科分类:0202[经济学-应用经济学] 02[经济学] 020208[经济学-统计学] 07[理学] 0714[理学-统计学(可授理学、经济学学位)] 0812[工学-计算机科学与技术(可授工学、理学学位)] 

基  金:NSF [DMS-1611791  DMS-1612891] 

主  题:Brownian motion first passage time Convergence Expectation-maximization Iterative algorithm Mixture model 

摘      要:In this paper we use an iterative algorithm for solving Fredholm equations of the first kind. The basic algorithm and convergence properties are known under certain conditions, but we provide a simpler convergence proof without requiring the restrictive conditions that have previously been needed. Several examples of independent interest are given, including mixing density estimation and a first passage time density function involving Brownian motion. We also develop the basic algorithm to include functions which are not necessarily non-negative and, again, present illustrations.

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