Composite Exponential Approximations

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Exponential Models: Approximations for Probabilities

Welch & Peers (1963) used a root-information prior to obtain posterior probabilities for a scalar parameter exponential model and showed that these Bayes probabilities had the confidence property to second order asymptotically. An important undercurrent of this indicates that the constant information reparameterization provides location model structure, for which the confidence property ...

متن کامل

Exponential Models: Approximations for Probabilities

Welch & Peers (1963) used a root-information prior to obtain posterior probabilities for a scalar parameter exponential model and showed that these Bayes probabilities had the confidence property to second order asymptotically. An important undercurrent of this indicates that the constant information reparameterization provides location model structure, for which the confidence property was and...

متن کامل

Preconditioning Lanczos Approximations to the Matrix Exponential

The Lanczos method is an iterative procedure to compute an orthogonal basis for the Krylov subspace generated by a symmetric matrix A and a starting vector v. An interesting application of this method is the computation of the matrix exponential exp(−τA)v. This vector plays an important role in the solution of parabolic equations where A results from some form of discretization of an elliptic o...

متن کامل

Coxian Approximations of Matrix-Exponential Distributions

In this paper, we study the approximation of matrix-exponential distributions by Coxian distributions. Based on the spectral polynomial algorithm, we develop an algorithm for computing Coxian representations of Coxian distributions that are approximations of matrix-exponential distributions. As a specialization, we show that phase-type (PH) distributions can be approximated by Coxian distributi...

متن کامل

Multivariate exponential integral approximations: a moment approach

We propose a method to approximate a class of exponential multivariate integrals using moment relaxations. Using this approach, both lower and upper bounds of the integrals are obtained and we show that these bound values asymptotically converge to the real value of the integrals when the moment degree r increases. We further demonstrate the method by calculating both hypercubic and order stati...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Mathematics of Computation

سال: 1982

ISSN: 0025-5718

DOI: 10.2307/2007467