Approximation and interpolation sum of exponential functions

Size: px
Start display at page:

Download "Approximation and interpolation sum of exponential functions"

Transcription

1 Approximation and interpolation sum of exponential functions József Dombi Department of Informatics University of Szeged, Hungary 1 Learning pliant operator Recall Dombi operator[] o(x) = o(x 1,,x n ) = 1 ( ( ) α ) 1/α (1) 1 + (1 xi ) x i x i [0, 1] If α > 0 then o(x 1,,x n ) is a conjunctive operator, and if α < 0 then o(x 1,, x n ) is a disjunctive operator and α 0 From (1) ( ) α o(x) 1 = ( ) α 1 xi () o(x) i=i x i Let us suppose, that α is known (In most cases is α = ±1) In the pliant concept we use the Dombi operator with sigmoid function σ i (t) = e λ i(t d i ) (3) so σ i (t) = x i Substituting (3) into ()

2 ( ) α o(x) 1 y = = e λ iα(t d i ) = a i e α it o(x) where a i = e αλ id i and α i = αλ i Interpolation sum of exponential functions Our task is now to approximate or interpolate the following function: ϕ(t) = a 1 e α 1t + a e α t + + a n e αnt (4) Let us given (t 1, y 1 ), (t, y ),, (t n, y n ) (and let us suppose that the abscissas are equidistant i e t i+1 t i = h, i = 1,,, n 1) First we deal with the interpolation case Because in (1) we have n variables (a 1, a,,a n, α 1, α,,α n ) we have to give n equations: y 1 = a 1 e α 1t 1 + a e α t a n e αnt 1 y = a 1 e α 1t + a e α t + + a n e αnt y n = a 1 e α 1t n + a e α t n + + a n e αnt n (5) Let us introduce new variables: p k = a k e α kt k, z k = e αkh, k = 1 n (6) Using this notation one term is in (4): a k e α kt j = a k e α k(t 1 +(j 1)h = a k e α kt 1 (e αkh ) j 1 = p k z j 1, (j = 1,,n), (k = 1,,n) Now (5) has the following form and we get the equations: y 1 = p 1 + p + p p n y = p 1 z 1 + p z + p 3 z p n z n y 3 = p 1 z 1 + p z + p 3z p nz n y 4 = p 1 z p z 3 + p 3z p nz 3 n (7) y n = p 1 z n p z n 1 + p 3 z n p n z n 1 n where p 1, p, p 3,,p n and z 1, z, z 3,, z n are n unknown quantities

3 3 Ramanujan solution Ramanujan find an interesting solution of (7)[1] In the following we make a detailed construction of the proof It is easy to verify that p 1 1 θz 1 = p 1 + p 1 z 1 θ + p 1 z 1 θ + p 1 θz = p + p z θ + p z θ + p n = p n + p n z n θ + p n zn 1 θz θ + n (8) The sum of (8) is: φ(θ) = 1 θz i = + θ z i + θ z i + Using (8) we get: φ(θ) = 1 θz i = y 1 + θy + θ y 3 + θ n y n θ n 1 y n + (9) The left hand side of (9) is a rational expression, and when it is simplified, then its numerator is an expression of the (n 1)-th degree in θ, and its denominator is an expression of the n-th degree in θ φ(θ) = 1 θz i = p 1 (1 θzi ) 1 θz 1 + p (1 θzi ) 1 θz + + p (1 θzi ) n 1 θz n (1 θzi ) = D(θ) N(θ) = = Y 1 + Y θ + Y 3 θ + + Y n θ n Z 1 θ + Z θ + Z 3 θ Z n θ n = y 1 + y θ + y 3 θ + + y n θ n 1, (10) and so (1+Z 1 θ+z θ + +Z n θ n )(y 1 +y θ+y 3 θ + +y n θ n 1 ) = Y 1 +Y θ+y 3 θ + +Y n θ n 1 Equating the coefficiens of the powers of θ, we have Y 1 = y 1 Y = y + y 1 Z 1 Y 3 = y 3 + y Z 1 + y 1 Z (11) Y n = y n + y n 1 Z 1 + y n Z + + y 1 Z n 1

4 and 0 = y n+1 + y n Z y 1 Z n 0 = y n+ + y n+1 Z y Z n 0 = y n+3 + y n+ Z y 3 Z n 0 = y n + y n 1 Z y n Z n (1) From (1) Z 1, Z,,Z n can easily be found, and since Y 1, Y,,Y n in (11) depend upon these values they can also be found Now, our task is splitting φ(θ) = 1 θz i = Y 1 + Y θ + Y 3 θ + + Y n θ n Z 1 θ + Z θ + Z 3 θ Z n θ n = (where Y 1,, Y n, Z 1,,Z n are known) into partial fractions, ie and comparing with (1), we see that which is the desired solution φ(θ) = q 1 1 r 1 θ + q 1 r θ + q 3 1 r 3 θ + + q n 1 r n θ, p 1 = q 1, z 1 = r 1 ; p = q, z = r ; p 3 = q 3, z 3 = r 3 ; p n = q n, z n = r n The question, how we can get this partial fraction form The denominator of (10) is: D(θ) = 1 + Z 1 θ + Z θ + + Z n θ n = n (1 r i θ) Let us substitude: θ = 1 ξ Z 1 ξ + Z 1 ξ + + Z 1 n ξ = (1 r 1 n 1 ξ )(1 r 1 ξ ) (1 r 1 n ξ )) = = 1 ξ n n (ξ r i )

5 Multipling both side by ξ n D (ξ) = ξ n + Z 1 ξ n Z n = n (ξ r i ) From D(θ) we build D (ξ) polinom, and the roots of D are the r i The nominator of (10) is: N(θ) = Y i θ i 1 = n j=1 (1 θr j) 1 θr i = p 1 (1 r θ)(1 r 3 θ) (1 r n θ)+ +p (1 r 1 θ)(1 r 3 θ) (1 r n θ)+ +p 3 (1 r 1 θ)(1 r θ) (1 r n θ)+ +p n (1 r θ)(1 r 3 θ) (1 r n 1 θ) = Y 1 + Y θ + Y 3 θ + + Y n θ n 1 From this we get the following linear equation systems: Y 1 Y = = i j, r j Y 3 = r j r k (13) i j,i k,j k Y n = i j r j From (14) we get can be determined by n equation of (7) if is given a i = e α it i

6 4 Ramanujan s example As an example we may solve the equations: x + y + z + v + u =, px + qy + rz + su + tv = 3, p x + q y + r z + s u + t v = 16, p 3 x + q 3 y + r 3 z + s 3 u + t 3 v = 31, p 4 x + q 4 y + r 4 z + s 4 u + t 4 v = 103, p 6 x + q 5 y + r 5 z + s 5 u + t 5 v = 35, p 6 x + q 6 y + r 6 z + s 6 u + t 6 v = 674, p 7 x + q 7 y + r 7 z + s 7 u + t 7 v = 1669, p 8 x + q 8 y + r 8 z + s 8 u + t 8 v = 456, p 9 x + q 9 y + r 9 z + s 9 u + t 9 v = 11595, where x, y, z, u, v, p, q, r, s, t are the unknowns Proceeding as before, we have x 1 θp + y 1 θq + z 1 θr + u 1 θs + v 1 θt = + 3θ + 16θ + 31θ θ θ θ θ θ θ 9 + By the method of indeterminate coefficients, this can be shown to be equal to + θ + 3θ + θ 3 + θ 4 1 θ 5θ + θ 3 + 3θ 4 θ 5 Splitting this into partial fractions, we get the values of the unknowns, as follows: x = 3 5, p = 1, y = z = u = , s = v = 8 5 5, t =, q = 3 + 5,, r = 3 5, 5 1, 5 + 1

7 5 New solution We start with (7): y 1 = p 1 + p + p p n y = p 1 z 1 + p z + p 3 z p n z n y 3 = p 1 z 1 + p z + p 3z p nz n y 4 = p 1 z p z 3 + p 3 z p n z 3 n (14) y n = p 1 z n p z n 1 + p 3 z n p n z n 1 n Let us build the polinom z n + s 1 z n 1 + s z n + + s n = 0 (15) The roots of (15) are z 1,,z n The following wellknown identities are valid s 1 = z i s = i j z i z j s n = ( 1) n z i (16) Based on (14) we show that: y 1 s n + y s n y n s 1 + y n+1 = 0 y s n + y 3 s n y n+1 s 1 + y n+ = 0 y n s n + y n+1 s n y n 1 s 1 + y n = 0 (17) The k th row is in (17): Using (14): s n pi z k 1 i Let us find the coefficient of p j : y k s n + y k+1 s n 1 + y k+ s n + + y n+k 1 s 1 + y n+k = 0 + s n 1 pi z k i + + s 1 pi z n+k i p j (s n z k 1 j + s n 1 z k j + + z n+k 1 j ) = 0 + z n+k 1 i = 0

8 because (15) is valid From (17) if y 1,,y n are given we can get s i If s i is given, then the roots of (15) are the solution for z i α i = lnz i h (18) If z i are given, then from (14) we get 6 Approximation sum of exponential functions Now we have more than n points: (t 1, y 1 ), (t, y ),, (t m, y m ) and ϕ(t) = a 1 e α1t + a e αt + + a m e αmt Suppose that the abscissas are equidistant ie t i+1 t i = h, i = 1,,, n 1, and m > n We build the polinom (15) and using the same construction: y 1 s n + y s n y n s 1 + y n+1 = 0 y s n + y 3 s n y n+1 s 1 + y n+ = 0 y n s n + y n+1 s n y m 1 s 1 + y m = 0 (19) we get it instead of (17) The A matrix of (19) and the constant vector b y 1 y y n y y 3 y n+1 A = y m n y m n+1 y m 1 y 1 b = y n

9 The best approximation of (19) is based on the least square method (A T A)s + A T b = 0 (0) The solution of (0) gives the s values: If s is given we can determine (15), and the roots of (15) are the z i values, and based on (16) α i can be determined Now we have to find the a i -values We use also the least square method: (ϕ(t i ) y i ) = m ( a i e α it j y j ) (1) j=1 The matrix is: e α 1t 1 e α t 1 e αnt 1 e α 1t e α t e αnt F = e α 1t m e α t m e αntm And the b = (y 1,,y n ) The best approximation of (1) is: (F T F)a + F T b = 0 where a is unknown

10 Figure 1: φ(x) = (009e x 1303e x 4481e 15x + e 17x e 14x )10 3 References [1] S Ramanujan Note on a set of simultaneous equations Journal of the Indian Mathematical Society, 94-94, 191 [] J Dombi A general class of fuzzy operators, the De Morgan class of fuzzy operators and fuzziness measures induced by fuzzy operators Fuzzy Sets and Systems Vol 8, 198, pp

Construction of Functions by Fuzzy Operators

Construction of Functions by Fuzzy Operators Acta Polytechnica Hungarica Vol. 4, No. 4, 007 Construction of Functions by Fuzzy Operators József Dombi Árpád tér, H-670 Szeged, Hungary, e-mail: dombi@inf.u-szeged.hu József Dániel Dombi Árpád tér, H-670

More information

Function Construction with Fuzzy Operators

Function Construction with Fuzzy Operators Magyar Kutatók 8. Nemzetközi Szimpóziuma 8 th International Symposium of Hungarian Researchers on Computational Intelligence and Informatics József Dombi Árpád tér, H-670 Szeged, Hungary, email: dombi@inf.u-szeged.hu

More information

The Sigmoidal Approximation of Łukasiewicz Operators

The Sigmoidal Approximation of Łukasiewicz Operators The Sigmoidal Approimation of Łukasiewicz Operators József Dombi, Zsolt Gera Universit of Szeged, Institute of Informatics e-mail: {dombi gera}@inf.u-szeged.hu Abstract: In this paper we propose an approimation

More information

The General Nilpotent System

The General Nilpotent System The General Nilpotent System József Dombi 1,2 Orsolya Csiszár 1 1 Óbuda University, Budapest, Hungary 2 University of Szeged, Hungary FSTA, Liptovský Ján, 2014 csiszar.orsolya@nik.uni-obuda.hu The General

More information

OWELL WEEKLY JOURNAL

OWELL WEEKLY JOURNAL Y \»< - } Y Y Y & #»»» q ] q»»»>) & - - - } ) x ( - { Y» & ( x - (» & )< - Y X - & Q Q» 3 - x Q Y 6 \Y > Y Y X 3 3-9 33 x - - / - -»- --

More information

Exam 1. (2x + 1) 2 9. lim. (rearranging) (x 1 implies x 1, thus x 1 0

Exam 1. (2x + 1) 2 9. lim. (rearranging) (x 1 implies x 1, thus x 1 0 Department of Mathematical Sciences Instructor: Daiva Pucinskaite Calculus I January 28, 2016 Name: Exam 1 1. Evaluate the it x 1 (2x + 1) 2 9. x 1 (2x + 1) 2 9 4x 2 + 4x + 1 9 = 4x 2 + 4x 8 = 4(x 1)(x

More information

The approximation of piecewise linear membership functions and Łukasiewicz operators

The approximation of piecewise linear membership functions and Łukasiewicz operators Fuzz Sets and Sstems 54 25 275 286 www.elsevier.com/locate/fss The approimation of piecewise linear membership functions and Łukasiewicz operators József Dombi, Zsolt Gera Universit of Szeged, Institute

More information

Exam in TMA4215 December 7th 2012

Exam in TMA4215 December 7th 2012 Norwegian University of Science and Technology Department of Mathematical Sciences Page of 9 Contact during the exam: Elena Celledoni, tlf. 7359354, cell phone 48238584 Exam in TMA425 December 7th 22 Allowed

More information

Dynamics and Control of Rotorcraft

Dynamics and Control of Rotorcraft Dynamics and Control of Rotorcraft Helicopter Aerodynamics and Dynamics Abhishek Department of Aerospace Engineering Indian Institute of Technology, Kanpur February 3, 2018 Overview Flight Dynamics Model

More information

" W I T H M I A L I O E T O W A R D istolste A N D O H A P l t T Y F O B, A I j L. ; " * Jm MVERSEO IT.

 W I T H M I A L I O E T O W A R D istolste A N D O H A P l t T Y F O B, A I j L. ;  * Jm MVERSEO IT. P Y V V 9 G G G -PP - P V P- P P G P -- P P P Y Y? P P < PG! P3 ZZ P? P? G X VP P P X G - V G & X V P P P V P» Y & V Q V V Y G G G? Y P P Y P V3»! V G G G G G # G G G - G V- G - +- - G G - G - G - - G

More information

Machine Learning. Probability Theory. WS2013/2014 Dmitrij Schlesinger, Carsten Rother

Machine Learning. Probability Theory. WS2013/2014 Dmitrij Schlesinger, Carsten Rother Machine Learning Probability Theory WS2013/2014 Dmitrij Schlesinger, Carsten Rother Probability space is a three-tuple (Ω, σ, P) with: Ω the set of elementary events σ algebra P probability measure σ-algebra

More information

Last Lecture. Biostatistics Statistical Inference Lecture 14 Obtaining Best Unbiased Estimator. Related Theorems. Rao-Blackwell Theorem

Last Lecture. Biostatistics Statistical Inference Lecture 14 Obtaining Best Unbiased Estimator. Related Theorems. Rao-Blackwell Theorem Last Lecture Biostatistics 62 - Statistical Inference Lecture 14 Obtaining Best Unbiased Estimator Hyun Min Kang February 28th, 213 For single-parameter exponential family, is Cramer-Rao bound always attainable?

More information

r/lt.i Ml s." ifcr ' W ATI II. The fnncrnl.icniccs of Mr*. John We mil uppn our tcpiiblicnn rcprc Died.

r/lt.i Ml s. ifcr ' W ATI II. The fnncrnl.icniccs of Mr*. John We mil uppn our tcpiiblicnn rcprc Died. $ / / - (\ \ - ) # -/ ( - ( [ & - - - - \ - - ( - - - - & - ( ( / - ( \) Q & - - { Q ( - & - ( & q \ ( - ) Q - - # & - - - & - - - $ - 6 - & # - - - & -- - - - & 9 & q - / \ / - - - -)- - ( - - 9 - - -

More information

SOLUTION FOR HOMEWORK 7, STAT p(x σ) = (1/[2πσ 2 ] 1/2 )e (x µ)2 /2σ 2.

SOLUTION FOR HOMEWORK 7, STAT p(x σ) = (1/[2πσ 2 ] 1/2 )e (x µ)2 /2σ 2. SOLUTION FOR HOMEWORK 7, STAT 6332 1. We have (for a general case) Denote p (x) p(x σ)/ σ. Then p(x σ) (1/[2πσ 2 ] 1/2 )e (x µ)2 /2σ 2. p (x σ) p(x σ) 1 (x µ)2 +. σ σ 3 Then E{ p (x σ) p(x σ) } σ 2 2σ

More information

AMATH 353 Lecture 9. Weston Barger. How to classify PDEs as linear/nonlinear, order, homogeneous or non-homogeneous.

AMATH 353 Lecture 9. Weston Barger. How to classify PDEs as linear/nonlinear, order, homogeneous or non-homogeneous. AMATH 353 ecture 9 Weston Barger 1 Exam What you need to know: How to classify PDEs as linear/nonlinear, order, homogeneous or non-homogeneous. The definitions for traveling wave, standing wave, wave train

More information

Differentiable Functions

Differentiable Functions Differentiable Functions Let S R n be open and let f : R n R. We recall that, for x o = (x o 1, x o,, x o n S the partial derivative of f at the point x o with respect to the component x j is defined as

More information

Chapter 2 Interpolation

Chapter 2 Interpolation Chapter 2 Interpolation Experiments usually produce a discrete set of data points (x i, f i ) which represent the value of a function f (x) for a finite set of arguments {x 0...x n }. If additional data

More information

Linear Differential Equations. Problems

Linear Differential Equations. Problems Chapter 1 Linear Differential Equations. Problems 1.1 Introduction 1.1.1 Show that the function ϕ : R R, given by the expression ϕ(t) = 2e 3t for all t R, is a solution of the Initial Value Problem x =

More information

1. COMPLEX NUMBERS. z 1 + z 2 := (a 1 + a 2 ) + i(b 1 + b 2 ); Multiplication by;

1. COMPLEX NUMBERS. z 1 + z 2 := (a 1 + a 2 ) + i(b 1 + b 2 ); Multiplication by; 1. COMPLEX NUMBERS Notations: N the set of the natural numbers, Z the set of the integers, R the set of real numbers, Q := the set of the rational numbers. Given a quadratic equation ax 2 + bx + c = 0,

More information

Algebra II Vocabulary Alphabetical Listing. Absolute Maximum: The highest point over the entire domain of a function or relation.

Algebra II Vocabulary Alphabetical Listing. Absolute Maximum: The highest point over the entire domain of a function or relation. Algebra II Vocabulary Alphabetical Listing Absolute Maximum: The highest point over the entire domain of a function or relation. Absolute Minimum: The lowest point over the entire domain of a function

More information

Confidence Regions For The Ratio Of Two Percentiles

Confidence Regions For The Ratio Of Two Percentiles Confidence Regions For The Ratio Of Two Percentiles Richard Johnson Joint work with Li-Fei Huang and Songyong Sim January 28, 2009 OUTLINE Introduction Exact sampling results normal linear model case Other

More information

Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) a n z n. n=0

Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) a n z n. n=0 Lecture 22 Power series solutions for 2nd order linear ODE s (not necessarily with constant coefficients) Recall a few facts about power series: a n z n This series in z is centered at z 0. Here z can

More information

Estimation Theory. as Θ = (Θ 1,Θ 2,...,Θ m ) T. An estimator

Estimation Theory. as Θ = (Θ 1,Θ 2,...,Θ m ) T. An estimator Estimation Theory Estimation theory deals with finding numerical values of interesting parameters from given set of data. We start with formulating a family of models that could describe how the data were

More information

Example 9 Algebraic Evaluation for Example 1

Example 9 Algebraic Evaluation for Example 1 A Basic Principle Consider the it f(x) x a If you have a formula for the function f and direct substitution gives the indeterminate form 0, you may be able to evaluate the it algebraically. 0 Principle

More information

HOMEWORK 3 - GEOMETRY OF CURVES AND SURFACES. where ν is the unit normal consistent with the orientation of α (right hand rule).

HOMEWORK 3 - GEOMETRY OF CURVES AND SURFACES. where ν is the unit normal consistent with the orientation of α (right hand rule). HOMEWORK 3 - GEOMETRY OF CURVES AND SURFACES ANDRÉ NEVES ) If α : I R 2 is a curve on the plane parametrized by arc length and θ is the angle that α makes with the x-axis, show that α t) = dθ dt ν, where

More information

Notes on policy gradients and the log derivative trick for reinforcement learning

Notes on policy gradients and the log derivative trick for reinforcement learning Notes on policy gradients and the log derivative trick for reinforcement learning David Meyer dmm@{1-4-5.net,uoregon.edu,brocade.com,...} June 3, 2016 1 Introduction The log derivative trick 1 is a widely

More information

Equations in Quadratic Form

Equations in Quadratic Form Equations in Quadratic Form MATH 101 College Algebra J. Robert Buchanan Department of Mathematics Summer 2012 Objectives In this lesson we will learn to: make substitutions that allow equations to be written

More information

Lecture 7: Kinematics: Velocity Kinematics - the Jacobian

Lecture 7: Kinematics: Velocity Kinematics - the Jacobian Lecture 7: Kinematics: Velocity Kinematics - the Jacobian Manipulator Jacobian c Anton Shiriaev. 5EL158: Lecture 7 p. 1/?? Lecture 7: Kinematics: Velocity Kinematics - the Jacobian Manipulator Jacobian

More information

Grade 9 Linear Equations in Two Variables

Grade 9 Linear Equations in Two Variables ID : cn-9-linear-equations-in-two-variables [1] Grade 9 Linear Equations in Two Variables For more such worksheets visit www.edugain.com Answer the questions (1) In the graph of the linear equation 4x

More information

Solutions to Exam 1, Math Solution. Because f(x) is one-to-one, we know the inverse function exists. Recall that (f 1 ) (a) =

Solutions to Exam 1, Math Solution. Because f(x) is one-to-one, we know the inverse function exists. Recall that (f 1 ) (a) = Solutions to Exam, Math 56 The function f(x) e x + x 3 + x is one-to-one (there is no need to check this) What is (f ) ( + e )? Solution Because f(x) is one-to-one, we know the inverse function exists

More information

Multi-layer Neural Networks

Multi-layer Neural Networks Multi-layer Neural Networks Steve Renals Informatics 2B Learning and Data Lecture 13 8 March 2011 Informatics 2B: Learning and Data Lecture 13 Multi-layer Neural Networks 1 Overview Multi-layer neural

More information

8.4 Integration of Rational Functions by Partial Fractions Lets use the following example as motivation: Ex: Consider I = x+5

8.4 Integration of Rational Functions by Partial Fractions Lets use the following example as motivation: Ex: Consider I = x+5 Math 2-08 Rahman Week6 8.4 Integration of Rational Functions by Partial Fractions Lets use the following eample as motivation: E: Consider I = +5 2 + 2 d. Solution: Notice we can easily factor the denominator

More information

Multiclass Classification-1

Multiclass Classification-1 CS 446 Machine Learning Fall 2016 Oct 27, 2016 Multiclass Classification Professor: Dan Roth Scribe: C. Cheng Overview Binary to multiclass Multiclass SVM Constraint classification 1 Introduction Multiclass

More information

Summary of Special Cases

Summary of Special Cases L Hôpital s Rule L Hôpital s Rule provides a convenient way of finding limits of indeterminate quotients. Effectively, it states that if one wishes to find a limit of a quotient and both and either 0 or

More information

Mathematical Statistics

Mathematical Statistics Mathematical Statistics Chapter Three. Point Estimation 3.4 Uniformly Minimum Variance Unbiased Estimator(UMVUE) Criteria for Best Estimators MSE Criterion Let F = {p(x; θ) : θ Θ} be a parametric distribution

More information

Matrix concentration inequalities

Matrix concentration inequalities ELE 538B: Mathematics of High-Dimensional Data Matrix concentration inequalities Yuxin Chen Princeton University, Fall 2018 Recap: matrix Bernstein inequality Consider a sequence of independent random

More information

LIMITS AT INFINITY MR. VELAZQUEZ AP CALCULUS

LIMITS AT INFINITY MR. VELAZQUEZ AP CALCULUS LIMITS AT INFINITY MR. VELAZQUEZ AP CALCULUS RECALL: VERTICAL ASYMPTOTES Remember that for a rational function, vertical asymptotes occur at values of x = a which have infinite its (either positive or

More information

The multidimensional Ito Integral and the multidimensional Ito Formula. Eric Mu ller June 1, 2015 Seminar on Stochastic Geometry and its applications

The multidimensional Ito Integral and the multidimensional Ito Formula. Eric Mu ller June 1, 2015 Seminar on Stochastic Geometry and its applications The multidimensional Ito Integral and the multidimensional Ito Formula Eric Mu ller June 1, 215 Seminar on Stochastic Geometry and its applications page 2 Seminar on Stochastic Geometry and its applications

More information

Radial-Basis Function Networks

Radial-Basis Function Networks Radial-Basis Function etworks A function is radial () if its output depends on (is a nonincreasing function of) the distance of the input from a given stored vector. s represent local receptors, as illustrated

More information

Theory and Applications of Stochastic Systems Lecture Exponential Martingale for Random Walk

Theory and Applications of Stochastic Systems Lecture Exponential Martingale for Random Walk Instructor: Victor F. Araman December 4, 2003 Theory and Applications of Stochastic Systems Lecture 0 B60.432.0 Exponential Martingale for Random Walk Let (S n : n 0) be a random walk with i.i.d. increments

More information

Section 2.4: Add and Subtract Rational Expressions

Section 2.4: Add and Subtract Rational Expressions CHAPTER Section.: Add and Subtract Rational Expressions Section.: Add and Subtract Rational Expressions Objective: Add and subtract rational expressions with like and different denominators. You will recall

More information

MAC Module 5 Vectors in 2-Space and 3-Space II

MAC Module 5 Vectors in 2-Space and 3-Space II MAC 2103 Module 5 Vectors in 2-Space and 3-Space II 1 Learning Objectives Upon completing this module, you should be able to: 1. Determine the cross product of a vector in R 3. 2. Determine a scalar triple

More information

b n x n + b n 1 x n b 1 x + b 0

b n x n + b n 1 x n b 1 x + b 0 Math Partial Fractions Stewart 7.4 Integrating basic rational functions. For a function f(x), we have examined several algebraic methods for finding its indefinite integral (antiderivative) F (x) = f(x)

More information

or i 2 = -1 i 4 = 1 Example : ( i ),, 7 i and 0 are complex numbers. and Imaginary part of z = b or img z = b

or i 2 = -1 i 4 = 1 Example : ( i ),, 7 i and 0 are complex numbers. and Imaginary part of z = b or img z = b 1 A- LEVEL MATHEMATICS P 3 Complex Numbers (NOTES) 1. Given a quadratic equation : x 2 + 1 = 0 or ( x 2 = -1 ) has no solution in the set of real numbers, as there does not exist any real number whose

More information

Quadratic reciprocity (after Weil) 1. Standard set-up and Poisson summation

Quadratic reciprocity (after Weil) 1. Standard set-up and Poisson summation (December 19, 010 Quadratic reciprocity (after Weil Paul Garrett garrett@math.umn.edu http://www.math.umn.edu/ garrett/ I show that over global fields k (characteristic not the quadratic norm residue symbol

More information

Quadratic reciprocity (after Weil) 1. Standard set-up and Poisson summation

Quadratic reciprocity (after Weil) 1. Standard set-up and Poisson summation (September 17, 010) Quadratic reciprocity (after Weil) Paul Garrett garrett@math.umn.edu http://www.math.umn.edu/ garrett/ I show that over global fields (characteristic not ) the quadratic norm residue

More information

Partitions into Values of a Polynomial

Partitions into Values of a Polynomial Partitions into Values of a Polynomial Ayla Gafni University of Rochester Connections for Women: Analytic Number Theory Mathematical Sciences Research Institute February 2, 2017 Partitions A partition

More information

Continuous Data with Continuous Priors Class 14, Jeremy Orloff and Jonathan Bloom

Continuous Data with Continuous Priors Class 14, Jeremy Orloff and Jonathan Bloom 1 Learning Goals Continuous Data with Continuous Priors Class 14, 18.0 Jeremy Orloff and Jonathan Bloom 1. Be able to construct a ian update table for continuous hypotheses and continuous data. 2. Be able

More information

Using the z-table: Given an Area, Find z ID1050 Quantitative & Qualitative Reasoning

Using the z-table: Given an Area, Find z ID1050 Quantitative & Qualitative Reasoning Using the -Table: Given an, Find ID1050 Quantitative & Qualitative Reasoning between mean and beyond 0.0 0.000 0.500 0.1 0.040 0.460 0.2 0.079 0.421 0.3 0.118 0.382 0.4 0.155 0.345 0.5 0.192 0.309 0.6

More information

Analysis of Systems with State-Dependent Delay

Analysis of Systems with State-Dependent Delay Analysis of Systems with State-Dependent Delay Matthew M. Peet Arizona State University Tempe, AZ USA American Institute of Aeronautics and Astronautics Guidance, Navigation and Control Conference Boston,

More information

Notes on Complex Analysis

Notes on Complex Analysis Michael Papadimitrakis Notes on Complex Analysis Department of Mathematics University of Crete Contents The complex plane.. The complex plane...................................2 Argument and polar representation.........................

More information

Adding and Subtracting Rational Expressions. Add and subtract rational expressions with the same denominator.

Adding and Subtracting Rational Expressions. Add and subtract rational expressions with the same denominator. Chapter 7 Section 7. Objectives Adding and Subtracting Rational Expressions 1 3 Add and subtract rational expressions with the same denominator. Find a least common denominator. Add and subtract rational

More information

Machine Learning. B. Unsupervised Learning B.2 Dimensionality Reduction. Lars Schmidt-Thieme, Nicolas Schilling

Machine Learning. B. Unsupervised Learning B.2 Dimensionality Reduction. Lars Schmidt-Thieme, Nicolas Schilling Machine Learning B. Unsupervised Learning B.2 Dimensionality Reduction Lars Schmidt-Thieme, Nicolas Schilling Information Systems and Machine Learning Lab (ISMLL) Institute for Computer Science University

More information

More on Bayes and conjugate forms

More on Bayes and conjugate forms More on Bayes and conjugate forms Saad Mneimneh A cool function, Γ(x) (Gamma) The Gamma function is defined as follows: Γ(x) = t x e t dt For x >, if we integrate by parts ( udv = uv vdu), we have: Γ(x)

More information

Lecture 14. Clustering, K-means, and EM

Lecture 14. Clustering, K-means, and EM Lecture 14. Clustering, K-means, and EM Prof. Alan Yuille Spring 2014 Outline 1. Clustering 2. K-means 3. EM 1 Clustering Task: Given a set of unlabeled data D = {x 1,..., x n }, we do the following: 1.

More information

Considering our result for the sum and product of analytic functions, this means that for (a 0, a 1,..., a N ) C N+1, the polynomial.

Considering our result for the sum and product of analytic functions, this means that for (a 0, a 1,..., a N ) C N+1, the polynomial. Lecture 3 Usual complex functions MATH-GA 245.00 Complex Variables Polynomials. Construction f : z z is analytic on all of C since its real and imaginary parts satisfy the Cauchy-Riemann relations and

More information

LOWELL, MICHIGAN, MAY 28, Every Patriotic American Salutes His Nation's Flag

LOWELL, MICHIGAN, MAY 28, Every Patriotic American Salutes His Nation's Flag / U N K U Y N Y 8 94 N /U/ N N 3 N U NY NUN ;!! - K - - 93 U U - K K»- [ : U K z ; 3 q U 9:3 - : z 353 «- - - q x z- : N / - q - z 6 - x! -! K N - 3 - U N x >» } ( ) - N Y - q K x x x Y 3 z - x x - x 8

More information

Interpolation on the unit circle

Interpolation on the unit circle Lecture 2: The Fast Discrete Fourier Transform Interpolation on the unit circle So far, we have considered interpolation of functions at nodes on the real line. When we model periodic phenomena, it is

More information

Approximating models. Nancy Reid, University of Toronto. Oxford, February 6.

Approximating models. Nancy Reid, University of Toronto. Oxford, February 6. Approximating models Nancy Reid, University of Toronto Oxford, February 6 www.utstat.utoronto.reid/research 1 1. Context Likelihood based inference model f(y; θ), log likelihood function l(θ; y) y = (y

More information

The form factor program a review and new results

The form factor program a review and new results The form factor program a review and new results the nested SU(N)-off-shell Bethe ansatz H. Babujian, A. Foerster, and M. Karowski FU-Berlin Budapest, June 2006 Babujian, Foerster, Karowski (FU-Berlin)

More information

Since x + we get x² + 2x = 4, or simplifying it, x² = 4. Therefore, x² + = 4 2 = 2. Ans. (C)

Since x + we get x² + 2x = 4, or simplifying it, x² = 4. Therefore, x² + = 4 2 = 2. Ans. (C) SAT II - Math Level 2 Test #01 Solution 1. x + = 2, then x² + = Since x + = 2, by squaring both side of the equation, (A) - (B) 0 (C) 2 (D) 4 (E) -2 we get x² + 2x 1 + 1 = 4, or simplifying it, x² + 2

More information

1. Introduction. 2. Outlines

1. Introduction. 2. Outlines 1. Introduction Graphs are beneficial because they summarize and display information in a manner that is easy for most people to comprehend. Graphs are used in many academic disciplines, including math,

More information

Algorithms for Variational Learning of Mixture of Gaussians

Algorithms for Variational Learning of Mixture of Gaussians Algorithms for Variational Learning of Mixture of Gaussians Instructors: Tapani Raiko and Antti Honkela Bayes Group Adaptive Informatics Research Center 28.08.2008 Variational Bayesian Inference Mixture

More information

ECE 275B Homework # 1 Solutions Version Winter 2015

ECE 275B Homework # 1 Solutions Version Winter 2015 ECE 275B Homework # 1 Solutions Version Winter 2015 1. (a) Because x i are assumed to be independent realizations of a continuous random variable, it is almost surely (a.s.) 1 the case that x 1 < x 2

More information

Lecture Notes 1 Probability and Random Variables. Conditional Probability and Independence. Functions of a Random Variable

Lecture Notes 1 Probability and Random Variables. Conditional Probability and Independence. Functions of a Random Variable Lecture Notes 1 Probability and Random Variables Probability Spaces Conditional Probability and Independence Random Variables Functions of a Random Variable Generation of a Random Variable Jointly Distributed

More information

Ancestor Problem for Branching Trees

Ancestor Problem for Branching Trees Mathematics Newsletter: Special Issue Commemorating ICM in India Vol. 9, Sp. No., August, pp. Ancestor Problem for Branching Trees K. B. Athreya Abstract Let T be a branching tree generated by a probability

More information

Radial-Basis Function Networks

Radial-Basis Function Networks Radial-Basis Function etworks A function is radial basis () if its output depends on (is a non-increasing function of) the distance of the input from a given stored vector. s represent local receptors,

More information

Lecture Notes 1 Probability and Random Variables. Conditional Probability and Independence. Functions of a Random Variable

Lecture Notes 1 Probability and Random Variables. Conditional Probability and Independence. Functions of a Random Variable Lecture Notes 1 Probability and Random Variables Probability Spaces Conditional Probability and Independence Random Variables Functions of a Random Variable Generation of a Random Variable Jointly Distributed

More information

Theorem [Mean Value Theorem for Harmonic Functions] Let u be harmonic on D(z 0, R). Then for any r (0, R), u(z 0 ) = 1 z z 0 r

Theorem [Mean Value Theorem for Harmonic Functions] Let u be harmonic on D(z 0, R). Then for any r (0, R), u(z 0 ) = 1 z z 0 r 2. A harmonic conjugate always exists locally: if u is a harmonic function in an open set U, then for any disk D(z 0, r) U, there is f, which is analytic in D(z 0, r) and satisfies that Re f u. Since such

More information

Simplifying Rational Expressions and Functions

Simplifying Rational Expressions and Functions Department of Mathematics Grossmont College October 15, 2012 Recall: The Number Types Definition The set of whole numbers, ={0, 1, 2, 3, 4,...} is the set of natural numbers unioned with zero, written

More information

The Laplace Approximation

The Laplace Approximation The Laplace Approximation Sargur N. University at Buffalo, State University of New York USA Topics in Linear Models for Classification Overview 1. Discriminant Functions 2. Probabilistic Generative Models

More information

1 + lim. n n+1. f(x) = x + 1, x 1. and we check that f is increasing, instead. Using the quotient rule, we easily find that. 1 (x + 1) 1 x (x + 1) 2 =

1 + lim. n n+1. f(x) = x + 1, x 1. and we check that f is increasing, instead. Using the quotient rule, we easily find that. 1 (x + 1) 1 x (x + 1) 2 = Chapter 5 Sequences and series 5. Sequences Definition 5. (Sequence). A sequence is a function which is defined on the set N of natural numbers. Since such a function is uniquely determined by its values

More information

Two Posts to Fill On School Board

Two Posts to Fill On School Board Y Y 9 86 4 4 qz 86 x : ( ) z 7 854 Y x 4 z z x x 4 87 88 Y 5 x q x 8 Y 8 x x : 6 ; : 5 x ; 4 ( z ; ( ) ) x ; z 94 ; x 3 3 3 5 94 ; ; ; ; 3 x : 5 89 q ; ; x ; x ; ; x : ; ; ; ; ; ; 87 47% : () : / : 83

More information

Birth and Death Processes. Birth and Death Processes. Linear Growth with Immigration. Limiting Behaviour for Birth and Death Processes

Birth and Death Processes. Birth and Death Processes. Linear Growth with Immigration. Limiting Behaviour for Birth and Death Processes DTU Informatics 247 Stochastic Processes 6, October 27 Today: Limiting behaviour of birth and death processes Birth and death processes with absorbing states Finite state continuous time Markov chains

More information

Chapter 2 Exponential Families and Mixture Families of Probability Distributions

Chapter 2 Exponential Families and Mixture Families of Probability Distributions Chapter 2 Exponential Families and Mixture Families of Probability Distributions The present chapter studies the geometry of the exponential family of probability distributions. It is not only a typical

More information

11 a 12 a 21 a 11 a 22 a 12 a 21. (C.11) A = The determinant of a product of two matrices is given by AB = A B 1 1 = (C.13) and similarly.

11 a 12 a 21 a 11 a 22 a 12 a 21. (C.11) A = The determinant of a product of two matrices is given by AB = A B 1 1 = (C.13) and similarly. C PROPERTIES OF MATRICES 697 to whether the permutation i 1 i 2 i N is even or odd, respectively Note that I =1 Thus, for a 2 2 matrix, the determinant takes the form A = a 11 a 12 = a a 21 a 11 a 22 a

More information

ACCEPTS HUGE FLORAL KEY TO LOWELL. Mrs, Walter Laid to Rest Yesterday

ACCEPTS HUGE FLORAL KEY TO LOWELL. Mrs, Walter Laid to Rest Yesterday $ j < < < > XXX Y 928 23 Y Y 4% Y 6 -- Q 5 9 2 5 Z 48 25 )»-- [ Y Y Y & 4 j q - Y & Y 7 - -- - j \ -2 -- j j -2 - - - - [ - - / - ) ) - - / j Y 72 - ) 85 88 - / X - j ) \ 7 9 Y Y 2 3» - ««> Y 2 5 35 Y

More information

Lectures 9-10: Polynomial and piecewise polynomial interpolation

Lectures 9-10: Polynomial and piecewise polynomial interpolation Lectures 9-1: Polynomial and piecewise polynomial interpolation Let f be a function, which is only known at the nodes x 1, x,, x n, ie, all we know about the function f are its values y j = f(x j ), j

More information

Mixtures of Gaussians. Sargur Srihari

Mixtures of Gaussians. Sargur Srihari Mixtures of Gaussians Sargur srihari@cedar.buffalo.edu 1 9. Mixture Models and EM 0. Mixture Models Overview 1. K-Means Clustering 2. Mixtures of Gaussians 3. An Alternative View of EM 4. The EM Algorithm

More information

PROBLEM SET 3: PROOF TECHNIQUES

PROBLEM SET 3: PROOF TECHNIQUES PROBLEM SET 3: PROOF TECHNIQUES CS 198-087: INTRODUCTION TO MATHEMATICAL THINKING UC BERKELEY EECS FALL 2018 This homework is due on Monday, September 24th, at 6:30PM, on Gradescope. As usual, this homework

More information

Asymptotic enumeration of correlation-immune functions

Asymptotic enumeration of correlation-immune functions Asymptotic enumeration of correlation-immune functions E. Rodney Canfield Jason Gao Catherine Greenhill Brendan D. McKay Robert W. Robinson Correlation-immune functions 1 Correlation-immune functions Suppose

More information

Learning From Data Lecture 25 The Kernel Trick

Learning From Data Lecture 25 The Kernel Trick Learning From Data Lecture 25 The Kernel Trick Learning with only inner products The Kernel M. Magdon-Ismail CSCI 400/600 recap: Large Margin is Better Controling Overfitting Non-Separable Data 0.08 random

More information

ECE 275B Homework # 1 Solutions Winter 2018

ECE 275B Homework # 1 Solutions Winter 2018 ECE 275B Homework # 1 Solutions Winter 2018 1. (a) Because x i are assumed to be independent realizations of a continuous random variable, it is almost surely (a.s.) 1 the case that x 1 < x 2 < < x n Thus,

More information

Lecture 2: Conjugate priors

Lecture 2: Conjugate priors (Spring ʼ) Lecture : Conjugate priors Julia Hockenmaier juliahmr@illinois.edu Siebel Center http://www.cs.uiuc.edu/class/sp/cs98jhm The binomial distribution If p is the probability of heads, the probability

More information

A GUIDE FOR MORTALS TO TAME CONGRUENCE THEORY

A GUIDE FOR MORTALS TO TAME CONGRUENCE THEORY A GUIDE FOR MORTALS TO TAME CONGRUENCE THEORY Tame congruence theory is not an easy subject and it takes a considerable amount of effort to understand it. When I started this project, I believed that this

More information

AI Programming CS F-20 Neural Networks

AI Programming CS F-20 Neural Networks AI Programming CS662-2008F-20 Neural Networks David Galles Department of Computer Science University of San Francisco 20-0: Symbolic AI Most of this class has been focused on Symbolic AI Focus or symbols

More information

APPLICATIONS OF DIFFERENTIATION

APPLICATIONS OF DIFFERENTIATION 4 APPLICATIONS OF DIFFERENTIATION APPLICATIONS OF DIFFERENTIATION 4.4 Indeterminate Forms and L Hospital s Rule In this section, we will learn: How to evaluate functions whose values cannot be found at

More information

Midterm Exam Solution

Midterm Exam Solution Midterm Exam Solution Name PID Honor Code Pledge: I certify that I am aware of the Honor Code in effect in this course and observed the Honor Code in the completion of this exam. Signature Notes: 1. This

More information

II. DIFFERENTIABLE MANIFOLDS. Washington Mio CENTER FOR APPLIED VISION AND IMAGING SCIENCES

II. DIFFERENTIABLE MANIFOLDS. Washington Mio CENTER FOR APPLIED VISION AND IMAGING SCIENCES II. DIFFERENTIABLE MANIFOLDS Washington Mio Anuj Srivastava and Xiuwen Liu (Illustrations by D. Badlyans) CENTER FOR APPLIED VISION AND IMAGING SCIENCES Florida State University WHY MANIFOLDS? Non-linearity

More information

(0, 0), (1, ), (2, ), (3, ), (4, ), (5, ), (6, ).

(0, 0), (1, ), (2, ), (3, ), (4, ), (5, ), (6, ). 1 Interpolation: The method of constructing new data points within the range of a finite set of known data points That is if (x i, y i ), i = 1, N are known, with y i the dependent variable and x i [x

More information

Target Localization and Circumnavigation Using Bearing Measurements in 2D

Target Localization and Circumnavigation Using Bearing Measurements in 2D Target Localization and Circumnavigation Using Bearing Measurements in D Mohammad Deghat, Iman Shames, Brian D. O. Anderson and Changbin Yu Abstract This paper considers the problem of localization and

More information

CS250: Discrete Math for Computer Science. L6: CNF and Natural Deduction for PropCalc

CS250: Discrete Math for Computer Science. L6: CNF and Natural Deduction for PropCalc CS250: Discrete Math for Computer Science L6: CNF and Natural Deduction for PropCalc How to Simplify a PropCalc Formula: (p q) ((q r) p) How to Simplify a PropCalc Formula: 1. Get rid of s using def. of

More information

A free-vibration thermo-elastic analysis of laminated structures by variable ESL/LW plate finite element

A free-vibration thermo-elastic analysis of laminated structures by variable ESL/LW plate finite element A free-vibration thermo-elastic analysis of laminated structures by variable ESL/LW plate finite element Authors: Prof. Erasmo Carrera Dr. Stefano Valvano Bologna, 4-7 July 2017 Research group at Politecnico

More information

5 n N := {1, 2,...} N 0 := {0} N R ++ := (0, ) R + := [0, ) a, b R a b := max{a, b} f g (f g)(x) := f(x) g(x) (Z, Z ) bz Z Z R f := sup z Z f(z) κ: Z R ++ κ f : Z R f(z) f κ := sup z Z κ(z). f κ < f κ

More information

Solutions for Field Theory Problem Set 1

Solutions for Field Theory Problem Set 1 Solutions for Field Theory Problem Set 1 FROM THE TEXT: Page 355, 2a. ThefieldisK = Q( 3, 6). NotethatK containsqand 3and 6 3 1 = 2. Thus, K contains the field Q( 2, 3). In fact, those two fields are the

More information

Linear regressive realizations of LTI state space models

Linear regressive realizations of LTI state space models Preprints of the 15th IFAC Symposium on System Identification Saint-Malo, France, July 6-8, 2009 Linear regressive realizations of LTI state space models Karel J. Keesman and Nurulhuda Khairudin Systems

More information

MIT Spring 2016

MIT Spring 2016 Exponential Families II MIT 18.655 Dr. Kempthorne Spring 2016 1 Outline Exponential Families II 1 Exponential Families II 2 : Expectation and Variance U (k 1) and V (l 1) are random vectors If A (m k),

More information