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Displaying results 1 to 13 of 13.

  1. Adaptive wavelet Galerkin methods for linear inverse problems
    Author: Cohen, Albert; Hoffmann, Marc; Reiß, Markus
    Published: 2002
    Publisher:  Humboldt-Universität, Berlin

    We introduce and analyse numerical methods for the treatment of inverse problems, based on an adaptive wavelet Galerkin discretization. These methods combine the theoretical advantages of the wavelet-vaguelette decomposition (WVD) in terms of... more

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    Staats- und Universitätsbibliothek Bremen
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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 20 (2002,50)
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    We introduce and analyse numerical methods for the treatment of inverse problems, based on an adaptive wavelet Galerkin discretization. These methods combine the theoretical advantages of the wavelet-vaguelette decomposition (WVD) in terms of optimally adapting to the unknown smoothness of the solution, together with the numerical simplicity of Galerkin methods. Two strategies are proposed: the first one simply combines a thresholding algorithm on the data with a Galerkin inversion on a fixed liner space, while the second one performs the inversion through an adaptive procedure in which a smaller space adapted to the solution is iteratively constructed. For both methods, we recover the same minimax rates achieved by WVD for various function classes modeling the solution.

     
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/65296
    Series: Discussion papers of interdisciplinary research project 373 ; 2002,50
    Scope: Online-Ressource (PDF-Datei: 22 S., 883,95 KB)
  2. Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
    Author: Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
    Published: 2002
    Publisher:  Humboldt-Universität, Berlin

    We study the problem of estimating the coefficients of a diffusion (Xl, t 2:: 0); the estimation is based on discrete data Xn . . n = 0, 1, ... ,N. The sampling frequency delta t is constant , and asymptotics arc taken at the number of observations... more

    Location:
    Staats- und Universitätsbibliothek Bremen
    Inter-library loan:
    No inter-library loan

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    DS 20 (2002,57)
    Inter-library loan:
    No inter-library loan

     

    We study the problem of estimating the coefficients of a diffusion (Xl, t 2:: 0); the estimation is based on discrete data Xn . . n = 0, 1, ... ,N. The sampling frequency delta t is constant , and asymptotics arc taken at the number of observations tends to infinity. We prove that the problem of estimating both the diffusion coefficient - the volatility - and the drift in a nonparametric setting is ill-posed: The minimax rates of convergence for Sobolev constraints and squared-crror lOBS coincide with that of a respectively first and second order linear inverse problem. To ensure ergodicity and limit technical difficulties we restrict ourselves to scalar diffusions living on a compact interval with reflecting boundary conditions. An important consequence of this result is that we can characterize quantitatively the difference between the estimation of a diffusion in the low frequency sampling case and inference problems in other related frameworks: nonparametric estimation of a diffusion based on continuous or high frequency data: but also parametric estimation for fixed delta, in which case root-N-consistent estimators usually exist. Our approach is based on the spectral analysis of the associated Markov semigroup. A rate-optimal estimation of the coefficients is obtained via the nonparametric estimation of an eigenvalue-eigenfunction pair of the transition operator of the discrete time Markov chain (X/lA, n = 0,1, ... ,N) in a suitable Sobolev norm: together with an estimation of its invariant density. -- Diffusion processes ; Nonparametric estimation ; Discrete Sarnpling ; Low frequency data ; Spectral approximation ; Ill-posed problems

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    hdl: 10419/65321
    Series: Discussion papers of interdisciplinary research project 373 ; 2002,57
    Scope: Online-Ressource (PDF-Datei: 38 S., 1,75 MB)
  3. Nonparametric estimation of scalar diffusions based on low frequency data is ill-posed
    Author: Gobet, Emmanuel; Hoffmann, Marc; Reiß, Markus
    Published: 2002
    Publisher:  Sonderforschungsbereich 373, Berlin

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    W 1190 (2002.57)
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    Unlimited inter-library loan, copies and loan
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Print
    Series: Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373, Quantifikation und Simulation Ökonomischer Prozesse ; 2002,57
    Subjects: Nichtparametrisches Verfahren; Schätztheorie; Markov-Kette; Theorie
    Scope: 38 S
    Notes:
  4. Völkische Germanistik anhand Josef Nadlers Sicht auf Johann Nestroy
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656358879
    Other identifier:
    9783656358879
    Edition: 1. Auflage, digitale Originalausgabe
    Subjects: Germanistik; Wiener Volkstheater
    Other subjects: Nestroy, Johann (1801-1862); Nadler, Josef (1884-1963); (Produktform)Electronic book text; (BISAC Subject Heading)LIT004170: LITERARY CRITICISM / European / German; Völkischer Germanistik; (VLB-WN)9563: Deutsche Sprachwissenschaft, Deutschsprachige Literaturwissenschaft
    Scope: Online-Ressource, 6 Seiten
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  5. Napoleon Bonaparte als literarisches Spiegelbild von Sehnsüchten, Erwartungen und Verteufelung
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag, München

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  6. Im Zeichen der Hölle: Sehnsucht, Fremdbestimmung und Isolation in Paula Ludwigs "Fragment 1938"
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656361367
    Other identifier:
    9783656361367
    Edition: 1. Auflage, digitale Originalausgabe
    Subjects: Schriftstellerin
    Other subjects: Ludwig, Paula (1900-1974); Goll, Claire (1891-1977); (Produktform)Electronic book text; (BISAC Subject Heading)LIT004170: LITERARY CRITICISM / European / German; Paula Ludwig;Fragment;Fragment 1938;Isolation;Fremdbestimmung;Exillyrik;Gewissensmigrantin;Exil;Emigration; (VLB-WN)9563: Deutsche Sprachwissenschaft, Deutschsprachige Literaturwissenschaft
    Scope: Online-Ressource, 19 Seiten
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  7. Das Scheitern des jungen Helmbrecht bei Wernher der Gärtners "Helmbrecht"
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656364757
    Other identifier:
    9783656364757
    Edition: 1. Auflage, digitale Originalausgabe
    Subjects: Erzählung; Scheitern
    Other subjects: Werner der Gärtner (ca. 2. H. 13. Jh.); (Produktform)Electronic book text; (BISAC Subject Heading)LIT004170: LITERARY CRITICISM / European / German; Wernher der Gärtner;Helmbrecht;Ständemobilität;Ordnung;Hybris; (VLB-WN)9563: Deutsche Sprachwissenschaft, Deutschsprachige Literaturwissenschaft
    Scope: Online-Ressource, 16 Seiten
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  8. Die Französische Revolution am Beispiel von E. T. A. Hoffmanns Erzählung ´Das Majorat´
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656364313
    Other identifier:
    9783656364313
    Edition: 1. Auflage, digitale Originalausgabe
    Subjects: Majorat; Erzählung
    Other subjects: Hoffmann, E. T. A. (1776-1822); Link, Jürgen (1940-); (Produktform)Electronic book text; (BISAC Subject Heading)LIT004170: LITERARY CRITICISM / European / German; französische;revolution;beispiel;hoffmanns;erzählung;majorat´; (VLB-WN)9563: Deutsche Sprachwissenschaft, Deutschsprachige Literaturwissenschaft
    Scope: Online-Ressource, 14 Seiten
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  9. "Handeln oder gehandelt werden": Im Spannungsverhältnis zwischen Schein und Sein der Figur Strapinsky in Gottfried Kellers ´Kleider machen Leute´
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag GmbH, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656369479
    Other identifier:
    Other subjects: (Produktform)Electronic book text; handeln,spannungsverhaeltnis,schein,sein,figur,strapinsky,gottfried,kellers,leute; (VLB-WN)1563
    Scope: Online-Ressource
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  10. Im Zeichen der Hölle: Sehnsucht, Fremdbestimmung und Isolation in Paula Ludwigs "Fragment 1938"
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag GmbH, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656362173
    Other identifier:
    Other subjects: (Produktform)Electronic book text; paula ludwig,fragment,fragment 1938,isolation,fremdbestimmung,exillyrik,gewissensmigrantin,exil,emigration; (VLB-WN)1563
    Scope: Online-Ressource
    Notes:

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  11. Die Französische Revolution am Beispiel von E. T. A. Hoffmanns Erzählung ´Das Majorat´
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag GmbH, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656364641
    Other identifier:
    Other subjects: (Produktform)Electronic book text; franzoesische,revolution,beispiel,hoffmanns,erzaehlung,majorat; (VLB-WN)1563
    Scope: Online-Ressource
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  12. Das Scheitern des jungen Helmbrecht bei Wernher der Gärtners "Helmbrecht"
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag GmbH, München

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    Source: Union catalogues
    Language: German
    Media type: Ebook
    Format: Online
    ISBN: 9783656364870
    Other identifier:
    Other subjects: (Produktform)Electronic book text; wernher der gaertner,helmbrecht,staendemobilitaet,ordnung,hybris; (VLB-WN)1563
    Scope: Online-Ressource
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  13. Napoleon Bonaparte als literarisches Spiegelbild von Sehnsüchten, Erwartungen und Verteufelung
    Author: Hoffmann, Marc
    Published: 2013
    Publisher:  GRIN Verlag GmbH, München