الصفحة 1
الصفحة 1
Nonlinear finite element analysis of composite and reinforced concrete beams
Nonlinear Finite Element Analysis of Composite and Reinforced Concrete Beams presents advanced methods and techniques for the analysis of composite and FRP reinforced concrete beams. The title introduces detailed numerical modeling methods and the modeling of the structural behavior of composite beams, including critical interfacial bond-slip behavior. It covers a new family of composite beam elements developed by the authors. Other sections cover nonlinear finite element analysis procedures and the numerical modeling techniques used in commercial finite element software that will be of particular interest to engineers and researchers executing numerical simulations.
New Trends in Optimal Filtering and Control for Polynomial and Time-Delay Systems
0. 1 Introduction Although the general optimal solution of the ?ltering problem for nonlinear state and observation equations confused with white Gaussian noises is given by the Kushner equation for the conditional density of an unobserved state with respect to obser- tions (see [48] or [41], Theorem 6. 5, formula (6. 79) or [70], Subsection 5. 10. 5, formula (5. 10. 23)), there are a very few known examples of nonlinear systems where the Ku- ner equation can be reduced to a ?nite-dimensional closed system of ?ltering eq- tions for a certain number of lower conditional moments.
Models for Discrete Longitudinal Data
This book provides a comprehensive treatment on modeling approaches for non-Gaussian repeated measures, possibly subject to incompleteness. The authors consider a variety of extensions, such as models for multivariate longitudinal measurements, random-effects models with serial correlation, and mixed models with non-Gaussian random effects. They sketch the general principles for how to deal with the commonly encountered issue of incomplete longitudinal data. The authors critique frequently used methods and propose flexible and broadly valid methods instead, and conclude with key concepts of sensitivity analysis. The book shows how the different approaches can be implemented within the SAS software package. The text is organized so the reader can skip the software-oriented chapters and sections without breaking the logical flow.
Modeling, Estimation and Control : Festschrift in Honor of Giorgio Picci on the Occasion of his Sixty-Fifth Birthday
Coefficients of Variations in Analysis of Macro-Policy Effects: An example of two-parameter Poisson-Dirichlet distributions.- How Many Experiments Are Needed to Adapt?- A Mutual Information Based Distance for Multivariate Gaussian Processes.- Differential Forms and Dynamical Systems.- An Algebraic Framework for Bayes Nets of Time Series.- A Birds Eye View on System Identification.- Further Results on the Byrnes-Georgiou-Lindquist Generalized Moment Problem.- Factor Analysis and Alternating Minimization.- Tensored PolynomialModels.- Distances Between Time-Series and Their Autocorrelation Statistics.- Global Identifiability of Complex Models, Constructed from Simple Submodels.- Identification of Hidden MarkovModels - Uniform LLN-s.- Identifiability and Informative Experiments in Open and Closed-Loop Identification.- On Interpolation and the Kimura-Georgiou Parametrization.- The Control of Error in Numerical Methods.- Contour Reconstruction and Matching Using Recursive Smoothing Splines.- Role of LQ Decomposition in Subspace Identification Methods.- Canonical Operators on Graphs.
Measurement Uncertainties in Science and Technology
At the turn of the 19th century, Carl Friedrich Gauß founded error calculus by predicting the then unknown position of the planet Ceres. Ever since, error calculus has occupied a place at the heart of science. In this book, Grabe illustrates the breakdown of traditional error calculus in the face of modern measurement techniques. Revising Gauß’ error calculus ab initio, he treats random and unknown systematic errors on an equal footing from the outset. Furthermore, Grabe also proposes what may be called well defined measuring conditions, a prerequisite for defining confidence intervals that are consistent with basic statistical concepts. The resulting measurement uncertainties are as robust and reliable as required by modern-day science, engineering and technology.
Introduction to Stochastic Integration
The theory of stochastic integration, also called the Ito calculus, has a large spectrum of applications in virtually every scientific area involving random functions, but it can be a very difficult subject for people without much mathematical background. The Ito calculus was originally motivated by the construction of Markov diffusion processes from infinitesimal generators. Previously, the construction of such processes required several steps, whereas Ito constructed these diffusion processes directly in a single step as the solutions of stochastic integral equations associated with the infinitesimal generators. Moreover, the properties of these diffusion processes can be derived from the stochastic integral equations and the Ito formula. This introductory textbook on stochastic integration provides a concise introduction to the Ito calculus
International reflections on the Netherlands didactics of mathematics : Visions on and experiences with realistic mathematics education
This book, inspired by the ICME 13 Thematic Afternoon on “European Didactic Traditions”, takes readers on a journey with mathematics education researchers, developers and educators in eighteen countries, who reflect on their experiences with Realistic Mathematics Education (RME), the domain-specific instruction theory for mathematics education developed in the Netherlands since the late 1960s. Authors from outside the Netherlands discuss what aspects of RME appeal to them, their criticisms of RME and their past and current RME-based projects.
Inference in Hidden Markov Models
This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states.In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Simulation in hidden Markov models is addressed in five different chapters that cover both Markov chain Monte Carlo and sequential Monte Carlo approaches. Many examples illustrate the algorithms and theory. The book also carefully treats Gaussian linear state-space models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markov models.
Implementing machine learning for finance : A systematic approach to predictive risk and performance analysis for investment portfolios
Introduces pattern recognition and future price forecasting that exerts effects on time series analysis models, such as the Autoregressive Integrated Moving Average (ARIMA) model, Seasonal ARIMA (SARIMA) model, and Additive model, and it covers the Least Squares model and the Long Short-Term Memory (LSTM) model. It presents hidden pattern recognition and market regime prediction applying the Gaussian Hidden Markov Model. The book covers the practical application of the K-Means model in stock clustering. It establishes the practical application of the Variance-Covariance method and Simulation method (using Monte Carlo Simulation) for value at risk estimation. It also includes market direction classification using both the Logistic classifier and the Multilayer Perceptron classifier. Finally, the book presents performance and risk analysis for investment portfolios. You will: Understand the fundamentals of the financial market and algorithmic trading, as well as supervised and unsupervised learning models that are appropriate for systematic investment portfolio management / Know the concepts of feature engineering, data visualization, and hyperparameter optimization / Design, build, and test supervised and unsupervised ML and DL models / Discover seasonality, trends, and market regimes, simulating a change in the market and investment strategy problems and predicting market direction and prices / Structure and optimize an investment portfolio with preeminent asset classes and measure the / underlying risk
Generalized Curvatures
The central object of this book is the measure of geometric quantities describing N a subset of the Euclidean space (E ,), endowed with its standard scalar product. Let us state precisely what we mean by a geometric quantity. Consider a subset N S of points of the N-dimensional Euclidean space E , endowed with its standard N scalar product. LetG be the group of rigid motions of E . We say that a 0 quantity Q(S) associated toS is geometric with respect toG if the corresponding 0 quantity Q[g(S)] associated to g(S) equals Q(S), for all g?G . For instance, the 0 diameter ofS and the area of the convex hull ofS are quantities geometric with respect toG . But the distance from the origin O to the closest point ofS is not, 0 since it is not invariant under translations ofS. It is important to point out that the property of being geometric depends on the chosen group. For instance, ifG is the 1 N group of projective transformations of E , then the property ofS being a circle is geometric forG but not forG , while the property of being a conic or a straight 0 1 line is geometric for bothG andG . This point of view may be generalized to any 0 1 subsetS of any vector space E endowed with a groupG acting on it.
Fundamentals of pattern recognition and machine learning
Fundamentals of Pattern Recognition and Machine Learning is designed for a one or two-semester introductory course in Pattern Recognition or Machine Learning at the graduate or advanced undergraduate level. The book combines theory and practice and is suitable to the classroom and self-study.
Financial Modeling Under Non-Gaussian Distributions
Practitioners and researchers who have handled financial market data know that asset returns do not behave according to the bell-shaped curve, associated with the Gaussian or normal distribution. Indeed, the use of Gaussian models when the asset return distributions are not normal could lead to a wrong choice of portfolio, the underestimation of extreme losses or mispriced derivative products. Consequently, non-Gaussian models and models based on processes with jumps are gaining popularity among financial market practitioners.
Electromagnetic Theory for Microwaves and Optoelectronics
This book is a first year graduate text on electromagnetic fields and waves. At the same time it serves as a useful reference for researchers and engineers in the areas of microwaves and optoelectronics. Following the presentation of the physical and mathematical foundations of electromagnetic theory, the book discusses the field analysis of electromagnetic waves confined in material boundaries, or so-called guided waves, electromagnetic waves in the dispersive media and anisotropic media, Gaussian beams and scalar diffraction theory. The theories and methods presented in the book are foundations of wireless engineering, microwave and millimeter wave techniques, optoelectronics and optical fiber communication.
Diagnosis of Process Nonlinearities and Valve Stiction : Data Driven Approaches
In this book, Higher Order Statistical (HOS) theory is used to develop indices for detecting and quantifying signal non-Gaussianity and nonlinearity. These indices, together with specific patterns in the mapping of process output and controller output are used to diagnose the causes of poor control loop performance.
Dependence in Probability and Statistics
This book gives a detailed account of some recent developments in the field of probability and statistics for dependent data. The book covers a wide range of topics from Markov chain theory and weak dependence with an emphasis on some recent developments on dynamical systems, to strong dependence in times series and random fields. A special section is devoted to statistical estimation problems and specific applications. The book is written as a succession of papers by some specialists of the field, alternating general surveys, mostly at a level accessible to graduate students in probability and statistics, and more general research papers mainly suitable to researchers in the field. The first part of the book considers some recent developments on weak dependent time series, including some new results for Markov chains as well as some developments on new notions of weak dependence. This part also intends to fill a gap between the probability and statistical literature and the dynamical system literature. The second part presents some new results on strong dependence with a special emphasis on non-linear processes and random fields currently encountered in applications. Finally, in the last part, some general estimation problems are investigated, ranging from rate of convergence of maximum likelihood estimators to efficient estimation in parametric or non-parametric time series models, with an emphasis on applications with non-stationary data.
Continuous time processes for finance : Switching, self-exciting, fractional and other recent dynamics
This book explores recent topics in quantitative finance with an emphasis on applications and calibration to time-series. This last aspect is often neglected in the existing mathematical finance literature while it is crucial for risk management. The first part of this book focuses on switching regime processes that allow to model economic cycles in financial markets. After a presentation of their mathematical features and applications to stocks and interest rates, the estimation with the Hamilton filter and Markov Chain Monte-Carlo algorithm (MCMC) is detailed. A second part focuses on self-excited processes for modeling the clustering of shocks in financial markets.
Machine-learning-assisted intelligent processing and optimization of complex systems
Focuses on the most recent developments in intelligent optimization methods and their applications in various test cases. The reprint covers various topics, including distributed multiagent modeling, metaheuristic algorithms, multisource data fusion, mobile computing and mobile sensing, machine learning-based intelligent processing for modeling complex manufacturing systems, and data-driven intelligent modeling
Linear and Generalized Linear Mixed Models and Their Applications
This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models, and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it has included recently developed methods, such as mixed model diagnostics, mixed model selection, and jackknife method in the context of mixed models.
Linear and Generalized Linear Mixed Models and Their Applications
This book covers two major classes of mixed effects models—linear mixed models and generalized linear mixed models—and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. It offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it discusses the latest developments and methods in the field, incorporating relevant updates since publication of the first edition. These include advances in high-dimensional linear mixed models in genome-wide association studies (GWAS), advances in inference about generalized linear mixed models with crossed random effects, new methods in mixed model prediction, mixed model selection, and mixed model diagnostics.
Kernel Methods for Machine Learning with Math and Python: 100 Exercises for Building Logic
Addresses the fundamentals of kernel methods for machine learning by considering relevant math problems and building Python programs. The book’s main features are as follows: Includes 100 exercises, which have been carefully selected and refined. As their solutions are provided in the main text, readers can solve all of the exercises by reading the book. / The mathematical premises of kernels are proven and the correct conclusions are provided, helping readers to understand the nature of kernels. / Source programs and running examples are presented to help readers acquire a deeper understanding of the mathematics used. / Once readers have a basic understanding of the functional analysis topics covered in Chapter 2, the applications are discussed in the subsequent chapters. Here, no prior knowledge of mathematics is assumed. / Considers both the kernel for reproducing kernel Hilbert space (RKHS) and the kernel for the Gaussian process; a clear distinction is made between the two.
