检索结果-内蒙古大学图书馆

A New algorithm for Maximum Likelihood Estimation with Progressive Type-I Interval Censored Data

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 2010年第4期39卷 750-766页

作者： Cheng, Conghua Chen, Jinyuan Li, Zehui Lanzhou Univ Sch Math & Stat Lanzhou 730000 Peoples R China

In this article, we discuss the maximum likelihood estimates (MLEs) for the exponential and Weibull distributions by considering progressive Type-I interval censored data. For exponential distribution, the explicit expression of MLE of failure rate cannot be obtained when the intervals are not equal in length. The direct application of some numerical algorithms, such as the newton-raphson algorithm, is non-ideal because of the cumbersome second derivative. We apply some equivalent quantities to obtain the MLE of failure rate of exponential distribution. Based on the equivalent quantities and the Weibull-to-exponential transformation technique, we propose a new algorithm to obtain the MLEs for the parameters of progressive Type-I interval Weibull data. An example reanalysis and some simulation studies are carried out to illustrate the performance of the estimations using the new algorithm.

关键词： EM algorithm Exponential distribution Maximum likelihood estimation newton-raphson algorithm Progressive censoring Weibull distribution

来源：评论

学校读者我要写书评

暂无评论

Estimation under copula-based Markov normal mixture models for serially correlated data

引用

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION 2021年第12期50卷 4483-4515页

作者： Lin, Wei-Cheng Emura, Takeshi Sun, Li-Hsien Natl Cent Univ Grad Inst Stat Chungli 32001 Taiwan

We propose an estimation method under a copula-based Markov model for serially correlated data. Motivated by the fat-tailed distribution of financial assets, we select a normal mixture distribution for the marginal distribution. Based on the normal mixture distribution for the marginal distribution and the Clayton copula for serial dependence, we obtain the corresponding likelihood function. In order to obtain the maximum likelihood estimators, we apply the newton-raphson algorithm with appropriate transformations and initial values. We conduct simulation studies to evaluate the performance of the proposed method. In the empirical analysis, the stock price of Dow Jones Industrial Average is analyzed for illustration.

关键词： Log return Copula Normal mixture distribution newton-raphson algorithm Markov model

来源：评论

学校读者我要写书评

暂无评论

Numerical algorithm for the standard pairing problem based on the Heine-Stieltjes correspondence and the polynomial approach

引用

COMPUTER PHYSICS COMMUNICATIONS 2014年第10期185卷 2714-2723页

作者： Guan, Xin Launey, Kristina D. Xie, Mingxia Bao, Lina Pan, Feng Draayer, Jerry P. Liaoning Normal Univ Dept Phys Dalian 116029 Peoples R China Louisiana State Univ Dept Phys & Astron Baton Rouge LA 70803 USA

We present a detailed study of the computational complexity of a numerical algorithm based on the Heine-Stieltjes correspondence following the new approach we proposed recently for solving the Bethe ansatz (Gaudin-Richardson) equations of the standard pairing problem. For k pairs of valence nucleons in n non-degenerate single-particle energy levels, the approach utilizes that solutions of the Bethe ansatz equations can be obtained from two matrices of dimensions (k + 1) x (k + 1) and (n - 1) x (k + 1), which are associated with the extended Heine-Stieltjes and Van Vleck polynomials, respectively. Since the coefficients in these polynomials are free from divergence with variations in contrast to the original Bethe ansatz equations, the approach provides an efficient and systematic way to solve the problem. The method reduces to solving a system of k polynomial equations, which can be efficiently implemented by the fast newton-raphson algorithm with a Monte Carlo sampling procedure for the initial guesses. By extension, the present algorithm can also be used to solve a large class of Gaudin-type quantum many-body problems, including an efficient angular momentum projection method for multi-particle systems. (C) 2014 Elsevier B.V. All rights reserved.

关键词： Exact pairing problem Heine-Stieltjes polynomial approach Richardson-Gaudin theory Bethe ansatz equations newton-raphson algorithm Monte Carlo sampling procedure

来源：评论

学校读者我要写书评

暂无评论

Improvement on Conventional Load Distribution algorithm in Hot Tandem Mills

引用

Journal of Iron and Steel Research International 2007年第2期14卷 36-41页

作者： LIHai-jun XU Jian-zhong WANG Guo-dong LIU Xiang-hua State Key Laboratory of Rolling Teehnology and Automation Northeastern University Shenyang 110004 Liaoning China

Load distribution is a key technology in strip hot rolling process, which influences the coil＇s mierostrueture and performance. Currently, newton-raphson algorithm is applied to load distribution of hot tandem mills in many hot rolling plants and has some serious defects such as having a strict restriction on initial iterative calculation value and requiring coefficient matrix of nonlinear equations to be nonsingular. To eliminate these defects and improve the online performance of the process control computer, newton descendent numeric algorithm is introduced to this field to widen the initial value range and a new model named error conversion algorithm is put forth to deal with special conditions when the coefficient matrix is singular. Furthermore, considering the characteristics of load distribution, a condition of strip thickness distribution abnormality and corresponding solutions are provided which ensure that rolling parameters can be calculated normally. Simulation results show that the improved algorithm has overcome the defects of the newton-raphson algorithm and is suitable for online application.

关键词： load distribution hot tandem mill process control computer newton-raphson algorithm

来源：评论

学校读者我要写书评

暂无评论

New algorithms for Luria-Delbruck fluctuation analysis

引用

MATHEMATICAL BIOSCIENCES 2005年第2期196卷 198-214页

作者： Zheng, Q Texas A&M Univ Syst Hlth Sci Ctr Dept Epidemiol & Biostat Sch Rural Publ Hlth Bryan TX USA

Fluctuation analysis is the most widely used approach in estimating microbial mutation rates. Development of methods for point and interval estimation of mutation rates has long been hampered by lack of closed form expressions for the probability mass function of the number of mutants in a parallel culture. This paper uses sequence convolution to derive exact algorithms for computing the score function and observed Fisher information, leading to efficient computation of maximum likelihood estimates and profile likelihood based confidence intervals for the expected number of mutations occurring in a test tube. These algorithms and their implementation in SALVADOR 2.0 facilitate routine use of modern statistical techniques in fluctuation analysis by biologists engaged in mutation research. (c) 2005 Elsevier Inc. All rights reserved.

关键词： mutation rate newton-raphson algorithm profile likelihood based confidence interval score function observed Fisher information

来源：评论

学校读者我要写书评

暂无评论

NEURAL-NETWORK LOAD-FLOW

引用

IEE PROCEEDINGS-GENERATION TRANSMISSION AND DISTRIBUTION 1995年第1期142卷 51-58页

作者： NGUYEN, TT Energy Syst. Centre Western Australia Univ. Nedlands Australia

The paper is devoted to the development of a neural network architecture which implements the newton-raphson algorithm for solving the set of nonlinear equations of power-system load-flow analysis. The principal context is that of online network analysis in energy management systems with particular reference to the optimal power-flow function. The author shows that the complete newton-raphson load-flow formulation maps into an array of two-layer neural networks. The development starts from a formulation for solving as a minimisation problem the linearised equation system to which the newton-raphson sequence leads at each iteration. For that purpose, an objective function in quadratic form is derived. A neural network structure is given which implements the steepest descent method for minimising this objective function. It is shown that the weighting coefficients of neural networks are formed from element values in the Jacobian matrix of newton-raphson load-flow analysis. When the Jacobian matrix is nonsingular, the quadratic objective function derived has a unique and global minimum. A principal feature of the extensive parallel processing capability of the architecture developed is that the computing time of load-flow analysis is independent of the number of nodes in the power network for which analysis is carried out. For a sample section of a power network, and by software simulation, the architecture which the paper seeks to report gives solutions which are identical with those from a standard sequential processor load-flow program.

关键词： NEURAL NETWORKS LOAD-FLOW ANALYSIS newton-raphson algorithm

来源：评论

学校读者我要写书评

暂无评论

Simulations of unsaturated flow in multiply zoned media by Green element models

引用

TRANSPORT IN POROUS MEDIA 2001年第3期45卷 387-406页

作者： Taigbenu, AE Natl Univ Sci & Technol Dept Civil & Water Engn Bulawayo Zimbabwe

Flows in variably saturated media that exhibit second-type heterogeneity, in which abrupt changes of medium parameters occur, are simulated by the Green element method (GEM). Such media are usually encountered where soil formations have arisen by different geological or geomorphological processes spread over different time scales. Two challenges are posed when simulating flows in multiply zoned unsaturated media: one is the highly nonlinear nature of the flow within each zone, and the other is dealing with sharp contrast in medium parameters at the interfaces of different zones. Both challenges are accommodated in this paper using a flux-based Green element formulation to simulate the flow and incorporating the Picard and newton-raphson (N-R) algorithms to simplify the nonlinear discrete equations. Calculations are carried out on three numerical examples of infiltration into unsaturated soils in two spatial dimensions. The convergence rate of the N-R algorithm is superior to the Picard algorithm only for the first example, while none of the algorithms has a clear advantage for the other two examples. The N-R algorithm suffers from repeated calculation of derivatives of the medium parameters with respect to the pressure head, thereby compromising the accuracy of the solution and increasing computational cost.

关键词： Green element method unsaturated flow multiply zoned media Picard algorithm newton-raphson algorithm

来源：评论

学校读者我要写书评

暂无评论

Hydraulics of one- and two-dimensional flow fields in aquifers

引用

HYDROLOGICAL SCIENCES JOURNAL-JOURNAL DES SCIENCES HYDROLOGIQUES 1997年第1期42卷 1-14页

作者： Kabala, ZJ Thorne, B Department of Civil and Environmental Engineering Duke University Jorgensen Environmental Inc.

New solutions in the Laplace and time domains are developed that describe the transient response of a leaky aquifer to constant and transient discharge into a fully or partially penetrating sink with storage. A parameter estimation procedure based on the newton-raphson algorithm is found to be robust in a synthetic example involving a pumping test of a large-diameter well situated in a leaky strip aquifer. The analytical solutions presented may find applications in describing water movement in strip aquifers, in aquifers discharging into channels or streams, or in thin laboratory tanks.

关键词： .two-dimensional one-dimensional situated sink partially penetrating transient discharge newton-raphson algorithm leaky strip strip aquifers

来源：评论

学校读者我要写书评

暂无评论

Electrical Characterization and Efficiency Enhancement of Dye Sensitized Solar Cell Using Natural Sensitizer and TiO2 Nanoparticles Deposited by Electrophoretic Technique

引用

IEEE JOURNAL OF PHOTOVOLTAICS 2021年第4期11卷 1004-1013页

作者： Azizi, Tarek Kaddachi, Zouhour Ben Karoui, Moufida Touihri, Ala Eddinne Gharbi, Rached Ecole Natl Supurieure Ingenieurs Tunis Dept Elect Engn Tunis 1008 Tunisia Ctr Rech Technol Energie Lab Photovolta Tunis 1008 Tunisia

This article concerns the use of anthocyanin, mallow and their mixture as a low-cost natural dyes to sensitize the photo-anodes of dye sensitized solar cells (DSSCs) based on titanium dioxide (TiO2) layers, and investing their effect on the electrical performance of the realized cells. In fact, different layers of porous titanium dioxide (TiO2) were deposited on fluorine-doped tin oxide glass (FTO) via the electrophoretic deposition (EPD) technique, and then sensitized with natural dyes to form the photo-anode electrode for the DSSC. Four DSSCs are manufactured: three cells, each one is formed by a TiO2 single layer and a cell formed by two TiO2 layers. An electric model, with five parameters based on of the newton-raphson algorithm (NR), was used to extract the electrical parameters of the cell and establish a comparative study between simulated and experimental current-voltage characteristic (J-V). An improvement of short-circuit current and efficiency was obtained for the DSSC with two layers of TiO2 and sensitized with the mixture of mallow and anthocyanin. Indeed, an increase of short circuit current from 0.34 to 1.98 mA/cm(2) was observed and the efficiency reached 0.58%. This increase was more confirmed by external quantum efficiency (EQE). Nevertheless, after 96 hours under standard lighting at room temperature of 25 degrees C, a degradation of the efficiency of the cell with a rate value of 24% was noted.

关键词： Dye sensitized solar cell electrical model electrophoretic deposition J-V characteristics mixture of natural dyes natural dyes newton-raphson algorithm photovoltaic technology

来源：评论

学校读者我要写书评

暂无评论

Convergence acceleration scheme for self-consistent orthogonal-basis-set electronic structure methods

引用

MOLECULAR SIMULATION 2003年第4期29卷 269-286页

作者： Areshkin, DA Shenderova, OA Schall, JD Brenner, DW N Carolina State Univ Dept Mat Sci & Engn Raleigh NC 27695 USA

A new self-consistent convergence acceleration scheme that is a variant of the newton-raphson algorithm for non-linear systems of equations is presented. With this scheme, which is designed for use with minimal orthogonal basis set electronic structure methods, the conventional newton-raphson scaling with respect to the number of atoms is enhanced from quartic to cubic. The scheme is demonstrated using a self-consistent environment-dependent tight binding model for hydrocarbons that allows an efficient and reasonably precise simulation of charge density distortions due to external electric fields, finite system sizes, and surface effects. In the case of a metallic system, self-consistency convergence starts at a high fictitious temperature, typically 1500 K. As the electron density approaches the self-consistent configuration the temperature is decreased. Typically, seven to nine iterations are required to achieve self-consistency in metallic systems to a final temperature of 300 K. For systems with a finite band gap the convergence may start at the target temperature so that temperature reduction is unnecessary, and typically two iterations are needed to achieve self-consistency. The convergence algorithm can handle extremely high applied fields and is very robust with respect to initial electron densities.

关键词： convergence acceleration scheme newton-raphson algorithm self-consistent orthogonal-basis-set electronic structure method HOMO-LUMO gap

来源：评论

学校读者我要写书评

暂无评论

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案：

请选择收藏分类：

通借通还

建议与咨询 留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

时间限定

文献类型

馆藏选择

核心期刊

语言

文献类型

帮助

文字说明：

检索规则说明：

检索范例：

分类表

所选分类

限定检索结果

文献类型

馆藏范围

日期分布

学科分类号

主题

机构

作者

语言

请选择保存的检索档案： 新增检索档案 确定 取消

请选择收藏分类： 新增自定义分类 确定 取消

通借通还

建议与咨询留下您的常用邮箱和电话号码，以便我们向您反馈解决方案和替代方法

请选择保存的检索档案：

请选择收藏分类：