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Smooth s-cobordisms of elliptic 3-manifolds
The oval 3-manifolds tectonic structure smooth
2014/12/25
The main result of this paper states that a symplectic s-cobordism of elliptic 3-manifolds is diffeomorphic to a product (assuming a canonical contact structure on the boundary). Based on this theorem...
Smooth and symplectic symmetries of an infinite family of distinct exotic K3 surfaces are studied, and a comparison with the corresponding symmetries of the standard K3 is made. The action on the K3 l...
Fourier methods for smooth distribution function estimation
Fourier analysis kernel distribution estimation mean integrated squared error optimal bandwidth sinc kernel
2013/6/14
In this paper we show how to use Fourier transform methods to analyze the asymptotic behavior of kernel distribution function estimators. Exact expressions for the mean integrated squared error in ter...
Tangent space estimation for smooth embeddings of Riemannian manifolds
Riemannian manifolds tangent space estimation manifold sampling manifold learning Chernoff bounds for sums of random matrices singular value perturbation.
2012/9/17
Numerous dimensionality reduction problems in data analysis involve the recovery of low-dimensional models or the learning of manifolds underlying sets of data. Many manifold learning methods require ...
Let (V,A) be a weighted graph with a finite vertex set V,with a symmetric matrix of nonnegative weightsAand with Laplacian ∆. LetS∗: V ×V 7→ R be a symmetric kernel defined on the vertex s...
Smooth and non-smooth estimates of a monotone hazard
failure rate isotonic regression asymptotics penalized estimators smooth-ing
2011/3/24
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the ...
Smooth and non-smooth estimates of a monotone hazard
failure rate isotonic regression asymptotics penalized estimators smooth-ing
2011/3/23
We discuss a number of estimates of the hazard under the assumption that the hazard is monotone on an interval [0,a]. The usual isotonic least squares estimators of the hazard are inconsistent at the ...
Smooth plug-in inverse estimators in the current status continuous mark model
asymptotic distribution bivariate kernel estimation continuous mark variable consistency current status data plug-in estimation
2011/3/21
We consider the problem of estimating the joint distribution function of the event time and a continuous mark variable when the event time is subject to interval censoring case 1 and the continuous ma...
Approximation of conditional densities by smooth mixtures of regressions
Finite mixtures of normal distributions smoothly mixing regressions mixtures of experts Bayesian conditional density estimation
2010/10/14
This paper shows that large nonparametric classes of conditional multivariate densities can be approximated in the Kullback--Leibler distance by different specifications of finite mixtures of normal ...
A simple smooth backfitting method for additive models
Backfitting nonparametric regression local linear smoothing
2010/4/26
In this paper a new smooth backfitting estimate is proposed for
additive regression models. The estimate has the simple structure of
Nadaraya–Watson smooth backfitting but at the same time achieves
...