منابع مشابه
Estimation of Asset Distributions from Option Prices: Analysis and Regularization
We analyze the stability of a method for estimating the risk-neutral density (RND) for the price of an asset from option prices. The method first applies the principle of maximum entropy, where the maximum entropy solution (MES) corresponds to the estimated RND. Next, it provides an effective characterization of the constraint qualification (CQ) under which the MES can be computed by solving th...
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Ideally pattern recognition machines provide constant output when the inputs are transformed under a group G of desired invariances These invariances can be achieved by enhancing the training data to include examples of inputs transformed by elements of G while leaving the corresponding targets unchanged Alternatively the cost function for training can include a regularization term that penaliz...
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This study deals with the 3D recovering of magnetic susceptibility model by incorporating the sparsity-based constraints in the inversion algorithm. For this purpose, the area under prospect was divided into a large number of rectangular prisms in a mesh with unknown susceptibilities. Tikhonov cost functions with two sparsity functions were used to recover the smooth parts as well as the sharp ...
متن کاملMaximum entropy: a complement to Tikhonov regularization for determination of pair distance distributions by pulsed ESR.
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متن کاملThe determination of pair distance distributions by pulsed ESR using Tikhonov regularization.
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 1998
ISSN: 0161-1712,1687-0425
DOI: 10.1155/s016117129800088x