Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 20 for “"Moment matching"”.
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Moment Matching and Modal Truncation for Linear Systems
While moment matching can effectively reduce the dimension of a linear, time-invariant system, it can simultaneously fail to improve the stable time-step for the forward Euler scheme. In the context of a semi-discrete heat equation with spatially smooth forcing, the high frequency modes are …
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Minimum-correction second-moment matching : theory, algorithms and applications
… U under the constraint that a prescribed second-moment matrix P̃ must be matched, i.e.Ũ[T superscript]Ũ . We obtain a closed-form formula for the unique global optimizer Ũ for the full-rank case, which is related to U by an SPD (symmetric positive definite) linear transform. This result is …
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Moment matching technique for fast and robust uncertainty quantifications of complex systems
… and robust alternative, this study suggests a moment matching (MM) technique. MM can dramatically reduce required sample points to only a few, which enables a direct use of a high-precision parallel multiscale finite element analysis (PM-FEA) for uncertainty quantification. This study …
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CKLS modelio silpnosios aproksimacijos diskrečiaisiais atsitiktiniais dydžiais /
… for the CKLS model using split-step, moments matching, and approximate moment matching techniques. We decompose the model into deterministic and stochastic parts, so that we need to construct a discretization scheme for the stochastic part only because the deterministic part is easily …
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Weak approximations of CKLS model by discrete random variables /
… for the CKLS model using split-step, moments matching, and approximate moment matching techniques. We decompose the model into deterministic and stochastic parts, so that we need to construct a discretization scheme for the stochastic part only because the deterministic part is easily …
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Model-Order Reduction Techniques for Circuits and Interconnects Simulation
… The theoretical and practical aspects of moment-matching, Krylov subspace-based methods, and rational approximations techniques are studied. The moment-matching techniques are directly applied to p-n junction device equations to accurately model the carrier dynamic in the junctions. A …
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On Laplace transforms, generalized gamma convolutions, and their applications in risk aggregation
… 4, we explore the topic of risk aggregation with moment matching \\approximations. We put forward a refined moment matching approximation (MMA) method for approximating the distributions of the sums of insurance risks. Our method approximates the distributions of interest to any desired precision, …
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The Ph(t)/Ph(t)/s/c Queueing Model and Approximation
… for the mean, variance and higher-order moments of the number of entities in the system at time t for the Ph(t)/Ph(t)/s/c queueing model. This model can be thought as a reparameterization to the G(t)/GI(t)/s. Our approach is to partition the state space into known and identifiable …
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The Vyncke et al. solution for pricing European-style arithmetic Asian options
… and lower bounds for the true option price. A moment-matching formula is used to and a weighted average solution of the two bounds, thereby obtaining a fast approximation to the true price. This method is implemented and tested against an accurate Monte Carlo benchmark and compared with some …
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Optimal control and model reduction for wave energy systems: A moment-based approach
… arising from the framework of model reduction by moment-matching, this thesis presents two main contributions. Firstly, this monograph proposes a comprehensive moment-based model reduction framework, tailored for WEC systems, addressing linear and nonlinear model reduction cases, providing a …
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TESTING THE EQUALITY OF SEVERAL COVARIANCE FUNCTIONS FOR FUNCTIONAL DATA
… derived and methods based on Welch-Satterthwaite moment-matching or random permutation are proposed to approximate the null distributions. The asymptotic powers are also investigated and all the tests are shown to be root-n consistent. Intensive simulation studies are conducted to compare the …
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Parameterized model order reduction for nonlinear dynamical systems
… linear method for nonlinear systems with a moment matching paramneterized technique for linear systems. Exploiting these two methods one can create four different algorithms or generating PROMs of nonlinear systems. The algorithms were tested on three different systems: a MEM switch and two …
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Ecosystem Models in a Bayesian State Space Framework
… into lognormal SSMs. Our approach, based off of moment matching, allows practitioners to embed process models with arbitrary variance structures into lognormally distributed stochastic process and observation components of a state space model. We compare and contrast the interpretations of our …
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Language Models as Opinion Models: Techniques and Applications
… than 3x baseline performance. A new minibatch-moment-matching (M3) objective lets us train a 400M-parameter model to nearly match the HTE prediction performance of an 8B model at a fraction of the inference cost. Transfer, however, falters out of distribution on held-out experiments and …
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Learning in non-stationary Environments
… of this thesis, I motivated a spectral-based moment-matching regularization loss. The approach is based on the characterization of domain differences via spectral differences described above. Applied to neural networks, domains can be matched in latent or label space. Furthermore, I …
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Generalised Bayesian matrix factorisation models
… ability to generate correlated binary vectors. Moment-matching is used to allow binary data with specified correlation to be generated, based on dichotomisation of the Gaussian distribution. We then develop a novel and simple method for binary PCA based on Gaussian dichotomisation. The third …
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Architecture and CAD techniques for optimizing FPGAs and reliability of integrated circuits.
… temperatures across the chip is based on moment matching and moves most of the computation offline. Our temperature computation technique offers a speedup of 441X when compared to a conventional technique based on a Backward-Euler approach with average and maximum errors of 0.89 C and 2.7 …
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Sources of productivity growth in Vietnam: Three essays
… model, estimated by the generalised method of moments technique, the paper reveals opposite patterns of learning between exporters who pursue their export activities persistently and intermittent exporters whose export is merely a temporary activity. The former experience a U-shaped pattern of …
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Sources of productivity growth in Vietnam: Three essays
… model, estimated by the generalised method of moments technique, the paper reveals opposite patterns of learning between exporters who pursue their export activities persistently and intermittent exporters whose export is merely a temporary activity. The former experience a U-shaped pattern of …
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Bayesian learning for high-dimensional nonlinear dynamical systems : methodologies, numerics and applications to fluid flows
… filter based on minimal-correction second-moment matching that works especially well under the adversity of small ensemble size, sparse observations and chaotic dynamics. We also obtain a localization technique for filtering with high-dimensional systems that can be applied to nonlinear …