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在二进制输入加性高斯白噪声信道下,研究了基于多边缘型低密度奇偶校验码(Multi-edge Low Density Parity Check,MET-LDPC)的密度进化算法。针对高斯近似算法在前期迭代中的不准确问题,提出了一种改进算法。在分析MET-LDPC码的密度进化的基础上,将全密度进化与高斯近似算法结合,通过设置切换限制条件,弥补早期迭代的不准确,提高编码阈值估计的准确性。仿真结果表明,与MET-LDPC全密度进化算法相比,所提算法可以有效提高编码阈值估计的准确性,对LDPC编码的设计有一定的参考价值。 相似文献
33.
ABSTRACTCloud computing is an evolutionary technology that offers on-demand resources and elastic services through the Internet. Most providers adopt fixed-price mechanisms (e.g. pay-as-you-go). However, a few providers have recently employed auction-like approaches to price cloud services. Meanwhile, cloud consumers pay more attention to Quality of Service (QoS) such as availability, which measures how well a service is performed. This paper proposes a novel auction approach that can efficiently allocate resources according to customers’ QoS preferences. The QoS-based pricing can generate more revenue than a fixed-price strategy. This research lies at the intersection of cloud computing, economics, and information systems. 相似文献
34.
Kwangil Bae 《期货市场杂志》2019,39(6):704-720
This study investigates compound basket options, which are options on portfolios of options. Although they may be new to financial markets, they are available as equity basket options, equity spread options, stocks of holding companies, and collateralized debt obligations. Using moments of portfolio values, we provide formulas for pricing compound basket options. According to numerical analysis, a lower bound and a weighted average of bounds yield relatively small errors. Additionally, ignoring the compound feature increases the pricing error of equity basket options because the feature captures the capital structure and leverage effect of stock prices. 相似文献
35.
Hanspeter Schmidli 《Scandinavian actuarial journal》2017,2017(9):751-760
We consider a diffusion approximation to a risk process with dividends and capital injections. Tax has to be paid on dividends, but capital injections lead to an exemption from tax. That is, tax is only paid for the aggregate excess of dividends over the capital injections. The value of a strategy is the expected value of the discounted dividend payments after tax minus the discounted capital injections. We solve the problem and show that the optimal dividend strategy is a barrier strategy. 相似文献
36.
This study aims to propose a tangible approach to delimiting the probabilistic hinterland of a port of interest. We first build a geometric model for the probabilistic port hinterland based on intermodal network flows jointly using discrete choice analysis and geographical information of shippers. We further design an algorithm that can efficiently determine the hinterland boundaries using the sample approximation of shippers’ choice probabilities. We provide theoretical results that characterize the minimum computational effort required to achieve a certain degree of accuracy in the sample approximation. We also offer two numerical case studies to justify the proposed approach. 相似文献
37.
在海上地震勘探中我们最常见的干扰波就是多次波。多次波的存在,严重地干扰了地震记录,妨碍我们对有效波的辨认。在剖面上存在较强的多次波时,如果在解释中不能正确地把多次波识别出来,就会造成错误的地质解释。所以,在海洋地震资料的处理中,多次波的衰减是极为重要的一个环节,对于中、深层海洋地震资料,本文采用如下方法压制多次波,先进行SRME方法去除长周期多次波能量,再应用tau-p域内预测反褶积去除占大部分的短周期多次波,最后用高精度Rado变换去除剩余的多次波,实际资料结果表明,该方法有不错的效果。 相似文献
38.
A test statistic is considered for testing a hypothesis for the mean vector for multivariate data, when the dimension of the vector, p, may exceed the number of vectors, n, and the underlying distribution need not necessarily be normal. With n,p→∞, and under mild assumptions, but without assuming any relationship between n and p, the statistic is shown to asymptotically follow a chi‐square distribution. A by product of the paper is the approximate distribution of a quadratic form, based on the reformulation of the well‐known Box's approximation, under high‐dimensional set up. Using a classical limit theorem, the approximation is further extended to an asymptotic normal limit under the same high dimensional set up. The simulation results, generated under different parameter settings, are used to show the accuracy of the approximation for moderate n and large p. 相似文献
39.
Ben Pelzer 《Statistica Neerlandica》2013,67(2):190-201
We discuss saddlepoint approximations to the distribution of the sum of independent non‐identically distributed binomial random variables. We examine the accuracy of the saddlepoint methods for a sum of 10 binomials with different sets of parameter values. The numerical results indicate that the saddlepoint approximations provide very accurate estimates for the probability mass function and the right‐tail probabilities for the cumulative distribution function of the sum. 相似文献
40.
增量神经网络(IncNet)的结构是由增长和剪枝控制,并且与训练数据的复杂性相匹配。用扩展卡尔曼滤波算法作为其学习算法。双径向转移函数比其它常用于人工神经网络的转移函数更具有灵活性。最新的改进是在多维空间中(具有N-1个参数)增加转移函数的旋转常数值。通过对逼近基准和心理分类问题的结果分析,清楚地表明比其他分类网络模型具有更强的泛化性。 相似文献