منابع مشابه
Numerically stable cointegration analysis
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computations because the condition numbers of the resulting matrices are unnecessarily increased. Our note discusses how to use the structure of the problem to achieve numerically stable computations, based on QR and singular...
متن کاملEfficient and Numerically Stable Sparse Learning
We consider the problem of numerical stability and model density growth when training a sparse linear model from massive data. We focus on scalable algorithms that optimize certain loss function using gradient descent, with either l0 or l1 regularization. We observed numerical stability problems in several existing methods, leading to divergence and low accuracy. In addition, these methods typi...
متن کاملNumerically Stable Algorithm for Cycloidal Splines
We propose a knot insertion algorithm for splines that are piecewisely in L{1, x, sin x, cos x}. Since an ECC–system on [0, 2π] in this case does not exist, we construct a CCC–system by choosing the appropriate measures in the canonical representation. In this way, a B-basis can be constructed in much the same way as for weighted and tension splines. Thus we develop a corner cutting algorithm f...
متن کاملNumerically Stable Hidden Markov Model Implementation
Application of Hidden Markov Models to long observation sequences entails the computation of extremely small probabilities. These probabilities introduce numerical instability in the computations used to determine the probability of an observed sequence given a model, the most likely sequence of states, and the maximum likelihood model updates given an observation sequence. This paper explains ...
متن کاملTreba: Efficient Numerically Stable EM for PFA
Training probabilistic finite automata with the EM/Baum-Welch algorithm is computationally very intensive, especially if random ergodic automata are used initially, and additional strategies such as deterministic annealing are used. In this paper we present some optimization and parallelization strategies to the Baum-Welch algorithm that often allow for training of much larger automata with a l...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2002
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(02)00143-3