Search Results - subject:"singular values"

Gradient methods for stochastic optimization in relative scale

Nesterov, Jurij Evgenʹevič; Rodomanov, Anton - 2024 - Version 0.3.0

Persistent link: https://www.econbiz.de/10015077358

On GMM inference : partial identification, identification strength, and non-standard asymptotics

Poskitt, Donald Stephen - 2020

Persistent link: https://www.econbiz.de/10012610875

Determinants of tourism industry in selected European countries : a smooth partial least squares approach

Malec, Lukáš; Abrhám, Josef - In: Economic research 29 (2016) 1, pp. 66-84

Persistent link: https://www.econbiz.de/10012221552

Heuristic Analysis of Time Series Internal Structure

Mert, Cihan; Milnikov, Alexander - In: IBSU Scientific Journal 4 (2010) 2, pp. 149-155

A method of analysis of Time Series Internal Structures based on Singular Spectrum Analysis is discussed. It has been shown that in the case when the Time Series contains deterministic additive components rank of the trajectory matrices equal to number of parameters of the components. Also it...

Persistent link: https://www.econbiz.de/10008836630

Prospective mortality tables : taking heterogeneity into account

Tomas, Julien; Planchet, Frédéric - In: Insurance / Mathematics & economics 63 (2015), pp. 169-190

Persistent link: https://www.econbiz.de/10011349838

Multiplier impact of wine activity on inter-industry interactions

Ciaschini, Maurizio; Socci, Claudio - In: Agricultural Economics Review 06 (2005) 2

Wine is usually studied as a separate activity. Our attempt is to introduce it within the industries composing output that react to disposable income changes. We first harmonize the available data in a Social Accounting framework. From this data base we get the parameters of a multi-industry...

Persistent link: https://www.econbiz.de/10005805306

Matricvariate and matrix multivariate T distributions and associated distributions

Díaz-García, José; Gutiérrez-Jáimez, Ramón - In: Metrika 75 (2012) 7, pp. 963-976

density of the singular values are obtained for real normed division algebras. Copyright Springer-Verlag 2012 …

Persistent link: https://www.econbiz.de/10010995048

A robust semi-definite optimization based solution to the robust order reduction problem for parametric uncertain dissipative linear systems

Barb, F.D. - Faculteit der Economische Wetenschappen, Erasmus … - 2004

In this paper we address the problem of reducing the order of a linear system affected by uncertainties from the robust dissipative perspective introduced in Barb. Firstly, we show that all major balanced truncation techniques developed and reported in the literature of the last two decades see...

Persistent link: https://www.econbiz.de/10010731645

A robust semi-definite optimization based solution to the robust order reduction problem for parametric uncertain dissipative linear systems

Barb, F.D. - Erasmus University Rotterdam, Econometric Institute - 2004

. Index Terms Dissipativity, balanced truncations, Matrix-Cube theory, generalized singular values. I. INTRODUCTION AND … the classical line of balanced realization theory we shall call them the dissipative singular values of the system (3 … corresponding small ’s. This natural interpretation of the dissipative singular values points out the idea behind the reduction …

Persistent link: https://www.econbiz.de/10005000466

Locating coalescing singular values of large two-parameter matrices

Dieci, Luca; Gasparo, M. Grazia; Papini, Alessandra; … - In: Mathematics and Computers in Simulation (MATCOM) 81 (2011) 5, pp. 996-1005

and bounded. We consider a technique to locate parameter values where some of the q dominant (q≤n) singular values of A …

Persistent link: https://www.econbiz.de/10011050581