The elasticity of the hardened layer under pendulum surface plastic deformation is determined. Calculations are given using computer modeling Ansys 19.1 to estimate influence main technological parameters and modes SPD (Surface deformation) by amount metal rate upward gradient, which makes it possible establish actual tension ensure accuracy diametrical dimensions parts. dependence elastic rise...

In this paper we consider models for noncausal processes consisting of discrete-time descriptor dynamics and boundary conditions on the values of the process at the two ends of the interval on which the process is defined. We discuss the general solution and well-posedness of systems of this type and then apply the method of complementary processes to obtain a specification of the optimal smoot...

A new approach to low-complexity channel estimation in orthogonal-frequency division multiplexing (OFDM) systems is proposed. A lowrank approximation is applied to a linear minimum mean-squared error (LMMSE) estimator that uses the frequency correlation of the channel. By using the singular-value decomposition (SVD) an optimal low-rank estimator is derived, where performance is essentially pres...

This paper studies the off-policy evaluation problem, where one aims to estimate the value of a target policy based on a sample of observations collected by another policy. We first consider the single-state, or multi-armed bandit case, establish a finite-time minimax risk lower bound, and analyze the risk of three standard estimators. For the so-called regression estimator, we show that while ...

Value at Risk is a fundamental tool for managing market risks. It measures the worst loss to be expected of a portfolio over a given time horizon under normal market conditions at a given confidence level. Calculation of VaR frequently involves estimating the volatility of return processes and quantiles of standardized returns. In this paper, several semiparametric techniques are introduced to ...

The air quality design value is the mathematically determined pollutant concentration at a particular site that must be reduced to, or maintained at or below the National Ambient Air Quality Standards (NAAQS) in order to assure attainment. The design value may be calculated based on ambient measurements observed at a local monitor in a 3-year period or on model estimates. The design value, howe...

In the last few decades, risk managers have truly experienced a revolution. The rapid increase in the usage of risk management techniques has spread well beyond derivatives and is totally changing the way institutions approach their financial risk. In response to the financial disasters of the early 1990s a new method called VaR (Value at Risk) was developed as a simple method to quantify marke...

MOTIVATION Gene expression microarray experiments can generate data sets with multiple missing expression values. Unfortunately, many algorithms for gene expression analysis require a complete matrix of gene array values as input. For example, methods such as hierarchical clustering and K-means clustering are not robust to missing data, and may lose effectiveness even with a few missing values....

The thesis is composed of three papers, all dealing with the application of extreme value methods to the problem of moment estimation for heavy-tailed distributions. In Paper A, an asymptotically normally distributed estimate for the expected value of a positive random variable with infinite variance is introduced. Its behavior relative to estimation using the sample mean is investigated by sim...

We present a fully nonparametric method to estimate the value function, via simulation, in the context of expected infinite-horizon discounted rewards for Markov chains. Estimating such value functions plays an important role in approximate dynamic programming. We incorporate “soft information” into the estimation algorithm, such as knowledge of convexity, monotonicity, or Lipchitz constants. I...