On the Relative Approximation Error of the Generalized Pareto Approximation for a High Quantile

Extremes ◽  
2003 ◽  
Vol 6 (4) ◽  
pp. 335-360 ◽  
Author(s):  
J. Beirlant ◽  
J.-P. Raoult ◽  
R. Worms
2014 ◽  
Vol 13 (1) ◽  
Author(s):  
Milan Hladík

AbstractWe study the problem of computing the maximal and minimal possible eigenvalues of a symmetric matrix when the matrix entries vary within compact intervals. In particular, we focus on computational complexity of determining these extremal eigenvalues with some approximation error. Besides the classical absolute and relative approximation errors, which turn out not to be suitable for this problem, we adapt a less known one related to the relative error, and also propose a novel approximation error. We show in which error factors the problem is polynomially solvable and in which factors it becomes NP-hard.


Author(s):  
Kim Batselier ◽  
Andrzej Cichocki ◽  
Ngai Wong

Abstract In this article, two new algorithms are presented that convert a given data tensor train into either a Tucker decomposition with orthogonal matrix factors or a multi-scale entanglement renormalization ansatz (MERA). The Tucker core tensor is never explicitly computed but stored as a tensor train instead, resulting in both computationally and storage efficient algorithms. Both the multilinear Tucker-ranks as well as the MERA-ranks are automatically determined by the algorithm for a given upper bound on the relative approximation error. In addition, an iterative algorithm with low computational complexity based on solving an orthogonal Procrustes problem is proposed for the first time to retrieve optimal rank-lowering disentangler tensors, which are a crucial component in the construction of a low-rank MERA. Numerical experiments demonstrate the effectiveness of the proposed algorithms together with the potential storage benefit of a low-rank MERA over a tensor train.


2020 ◽  
Vol 2 (7) ◽  
pp. 91-99
Author(s):  
E. V. KOSTYRIN ◽  
◽  
M. S. SINODSKAYA ◽  

The article analyzes the impact of certain factors on the volume of investments in the environment. Regression equations describing the relationship between the volume of investment in the environment and each of the influencing factors are constructed, the coefficients of the Pearson pair correlation between the dependent variable and the influencing factors, as well as pairwise between the influencing factors, are calculated. The average approximation error for each regression equation is determined. A correlation matrix is constructed and a conclusion is made. The developed econometric model is implemented in the program of separate collection of municipal solid waste (MSW) in Moscow. The efficiency of the model of investment management in the environment is evaluated on the example of the growth of planned investments in the activities of companies specializing in the export and processing of solid waste.


2013 ◽  
Vol 13 (04) ◽  
pp. 1350017 ◽  
Author(s):  
KUMAR S. RAY ◽  
BIMAL KUMAR RAY

This paper applies reverse engineering on the Bresenham's line drawing algorithm [J. E. Bresenham, IBM System Journal, 4, 106–111 (1965)] for polygonal approximation of digital curve. The proposed method has a number of features, namely, it is sequential and runs in linear time, produces symmetric approximation from symmetric digital curve, is an automatic algorithm and the approximating polygon has the least non-zero approximation error as compared to other algorithms.


2021 ◽  
Vol 54 (1-2) ◽  
pp. 141-151
Author(s):  
Dragan Živanović ◽  
Milan Simić

An implementation of a two-stage piece-wise linearization method for reduction of the thermocouple approximation error is presented in the paper. First, the whole thermocouple measurement chain of a transducer is described, and possible error is analysed to define the required level of accuracy for linearization of the transfer characteristics. Evaluation of linearization functions and analysis of approximation errors are performed by the virtual instrumentation software package LabVIEW. The method is appropriate for thermocouples and other sensors where nonlinearity varies a lot over the range of input values. The basic principle of this method is to first transform the abscissa of the transfer function by a linear segment look-up table in such a way that significantly nonlinear parts of the input range are expanded before a standard piece-wise linearization. In this way, applying equal-segment linearization two times has a similar effect to non-equal-segment linearization. For a given examples of the thermocouple transfer functions, the suggested method provides significantly better reduction of the approximation error, than the standard segment linearization, with equal memory consumption for look-up tables. The simple software implementation of this two-stage linearization method allows it to be applied in low calculation power microcontroller measurement transducers, as a replacement of the standard piece-wise linear approximation method.


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