The paper considers model selection in regression under the additional structural constraints on admissible models where the number of potential predictors miht be even larger than the available sample size. We develop a Bayesian formalism which is used as a natural tool for generating a wide class of model selection criteria based on penalized least squares estimation with various complexity p...

A problem of robust guaranteed cost control of stochastic discrete-time systems with parametric uncertainties under Markovian switching is considered. The jump Markovian switching is modelled by a discrete-time Markov chain and the noise or stochastic environmental disturbance is modelled by a sequence of identically independently normally distributed random variables. Using linear matrix inequ...

The extrusion of section from round billet poses a great challenge for theoretical modeling of the process using upper bound method. The greatest difficulty in three-dimensional upper bound method is to determine kinematically admissible velocity field. The SERR (Spatial Elementary Rigid Region) technique is fairly applicable for analyzing extrusion of sections having re-entrant corners. A modi...

The non-fragile guaranteed controller design problem for an interval system and a given cost function is discussed. A sufficient condition is established such that the closed-loop system stability and cost function is guaranteed to be no more than a certain upper bound with all admissible uncertainties as well as a controller gain perturbation uncertainty. A modified interval system described b...

In this paper, we propose a novel test of the 3M-CAPM under a positivity constraint on the estimated stochastic discount factor (SDF) and, more importantly, an upper bound on its volatility. The positivity constraint rules out arbitrage opportunities, while the restriction on SDF volatility rules out unduly large Sharpe ratios and is based on a sensible upper bound on investors’ risk aversion. ...

For the multisensor system with uncertain noise variances, using the minimax robust estimation principle, the local and weighted measurement fusion robust time-varying Kalman predictors are presented based on the worst-case conservative system with the conservative upper bound of noise variances. The actual prediction error variances are guaranteed to have a minimal upper bound for all admissib...

In this paper, we consider the robust filtering problem for discrete time-varying systems with sensor delayed measurement subject to norm-bounded parameter uncertainties. The sensor delayed measurement is assumed to be a linear function of a stochastic variable that satisfies Bernoulli random binary distribution. An upper bound for the actual covariance of uncertain stochastic parameter system ...

In this note we give an upper bound for λ(n), the maximum number of edges in a strongly multiplicative graph of order n, which is sharper than the upper bound obtained by Beineke and Hegde [1].

Motivated by the conjecture on the L(2, 1)-labelling number λ(G) of a graph G by Griggs and Yeh [2] and the question: “Is the upper bound (∆+3)/4 for λ(G) for chordal graphs with maximum degree ∆ is sharp?”, posed by Sakai [3], we study the bounds for λ(G) for chordal graphs in this paper. Let G be a chordal graph on n vertices with maximum degree ∆ and maximum clique number ω. We improve the u...