«INFORMATICS AND ITS APPLICATIONS»
Volume 7, Issue 2, 2013
Content | Bibliography | About Authors
Abstract and Keywords.
PARAMETRICAL STATISTICAL AND ANALYTICAL MODELING OF DISTRIBUTIONS
IN NONLINEAR STOCHASTIC SYSTEMS ON MANIFOLDS .
- I.N. Sinitsyn IPI RAN, email@example.com
Abstract: Discrete parametrical statistical and analytical modeling methods in nonlinear Ito stochastic systems on manifolds
with Wiener and Poisson noises have been developed. For one- and multidimensional densities parametrization,
the coefficients in orthogonal expansions of different orders are taken. Special attention is paid to nonlinear
correlational theory of statistical and analytical modeling.
Keywords: analytical modeling; method of normal approximation; nonlinear correlational theory; nonlinear Ito
stochastic system on manifold; orthogonal expansions method; parametrization of one- and multidimensional
densities; statistical linearization method; statistical modeling
EVALUATION METHODS FOR EFFICIENCY AND DIRECTIVE TERMS OF PERFORMANCE
OF RESOURCE-INTENSIVE COMPUTING TASKS.
- I. K. Kupalov-Yaropolk Lebedev Institute of PrecisionMechanics and Computer Engineering, Russian Academy of Sciences,
- Yu. E. Malashenko Dorodnicyn Computing Center, Russian Academy of Sciences, firstname.lastname@example.org
- I. A. Nazarova Dorodnicyn Computing Center, Russian Academy of Sciences, email@example.com
- A. F. Ronzhin Dorodnicyn Computing Center, Russian Academy of Sciences, firstname.lastname@example.org
Abstract: The problem of effective use of the heterogeneous computing system is considered at parallel processing of diverse
tasks. In a case of date violation of works completion, the processor spent time belongs to production losses.
Planning and optimization controls are exercised on the basis of the guaranteed estimates constructed for the worst
Keywords: parallel computing; multiprocessor systems; optimization; the principle of guaranteed result
ON ESTIMATION OF THE EFFECTIVE BANDWIDTHS IN A SYSTEM WITH REGENERATIVE INPUT.
- A. V. Borodina Institute of Applied Mathematical Research, Karelian Research Center, Russian Academy of Sciences,
- E. V. Morozov Institute of Applied Mathematical Research, Karelian Research Center, Russian Academy of Sciences,
Abstract: The effective bandwidths (EB) of a communication system are considered. The EB guarantees that the stationary
workload overflow/loss probability to exceed a threshold is limited by a (small) quantity. It is shown how to calculate
EB in a fluid queue fed by an input with the independent increments. Then, a fluid system with regenerative
input is considered. Using heuristic arguments, an approximation of the limiting logarithmic exponential moment
generating function of the input was deduced. Numerical simulations show a satisfactory accuracy of the
approximation applied to a few systems with regenerative input.
Keywords: effective bandwidths; fluid queue; workload process; overflow/loss probability; effective bandwidths
approximation; regenerative estimation
STATIONARY WAITING TIME DISTRIBUTION IN QUEUEING SYSTEM WITH NEGATIVE
CUSTOMERS AND BUNKER FOR OUSTED CUSTOMERS UNDER FIRST–FIFO–FIFO SERVICE
- R. V. Razumchik IPI RAN, email@example.com
Abstract: Consideration is given to the single server queueing system with Poisson input flows of ordinary and negative
customers. An arriving ordinary customer occupies one place in an infinite buffer. Negative customer upon arrival
pushes out one ordinary customer from the queue in the buffer to another queue (bunker) and leaves the system.
Customers frombunker are served with relative priority. Service times of customers from buffer and bunker are both
exponentially distributed but with different rates. It is assumed that negative customer always pushes out the first
customer in the queue in the buffer and after service completion the first customer in the queue in the buffer enters
server or, if buffer is empty, the first customer in the queue in the bunker. Stationary waiting time distribution of an
arriving ordinary customer in terms of Laplace–Stieltjes transform is obtained.
Keywords: queueing system; negative customers; waiting time
CENTRAL LIMIT THEOREM FOR GENERALIZED CROSS-VALIDATION FUNCTION IN WAVELET THRESHOLDING METHOD.
- O. V. Shestakov Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M. V. Lomonosov
Moscow State University; IPI RAN, firstname.lastname@example.org
Abstract: In this paper the asymptotic properties of generalized cross-validation function in wavelet thresholding method are analyzed. Generalized cross-validation function is minimized to choose the threshold. Asymptotic normality of generalized cross-validation function is proved.
Keywords: thresholding; generalized cross-validation; adaptive threshold; unbiased risk estimate; asymptotic normality
STATISTICAL TESTING FOR THE NONEXECUTABILITY OF FRAGMENTS OF THE CODE OF A LINEAR PROGRAM.
- V. Yu. Korolev Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University; IPI RAN,
- R. L. Smelyansky Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University,
- T. R. Smelyansky Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University,
- A. V. Shalimov Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University,
Abstract: A problem of statistical testing for the nonexecutiveness of fragments of the code of a linear program is considered.
Methods based on the minimization of prior error probabilities are considered as well as those based on the
minimization of posterior error probabilities.
Keywords: testing statistical hypotheses; geometric distribution; probability of the error of the first kind; probability
of the error of the second kind; Neyman–Pearson lemma; posterior error probability
BAYESIAN RECURRENT MODEL OF RELIABILITY GROWTH:
- A. A. Kudriavtsev Faculty of Computational Mathematics and Cybernetics, M. V. LomonosovMoscow State University,
- I. A. Sokolov IPI RAN, email@example.com
- S. Ya. Shorgin IPI RAN, firstname.lastname@example.org
Abstract: The paper is devoted to justification of expediency of Bayesian approach at the solution of the tasks connected with
determination of reliability of complex modifiable systems. As illustration, average value of reliability of system is
presented in a case where characteristics of “defectiveness” and “efficiency” of the means correcting imperfections
of system are uniformly distributed.
Keywords: modifiable information systems; reliability theory; Bayesian approach
THE ERROR-IN-VARIABLES MODEL IDENTIFICATION ON THE BASIS OF DEMING’S APPROACH.
- V. S. Timofeev Novosibirsk State Technical University, email@example.com
- V. Yu. Schekoldin Novosibirsk State Technical University, firstname.lastname@example.org
- A. Yu. Timofeeva Novosibirsk State Technical University, email@example.com
Abstract: Some approaches to regression models constructing with stochasticity for both endogenous and exogenous variables
are considered. The original geometric interpretation of particular cases of Deming regression for parameter
estimation’s functional is suggested. The proposition of mutual arrangement for straight, inverse, diagonal, and
orthogonal regressions is proved. The bias and standard deviation for regression parameter estimators in dependence
of weight’s coefficients ratio in Deming model has been obtained.
Keywords: least square estimation; Deming regression; geometric interpretation; dispersion ellipse
ASYMPTOTIC NORMALITY OF THE ESTIMATION OF THE MULTIVARIATE LOGISTIC REGRESSION.
- A. Yu. Khaplanov M.V. Lomonosov Moscow State University, Khaplanova@gmail.com
Abstract: Estimation of characteristics of the multivariate logistic regression with a diverging number of covariates has been
made. The convergence rate for estimate of characteristics of the multivariate logistic regression coefficients has
been obtained. Asymptotic normality of its rejection has been proved.
Keywords: logistic regression; convergence rate; asymptotic normality; high-dimensional covariates
ASYMPTOTIC EXPANSIONS FOR THE DISTRIBUTION FUNCTIONS OF STATISTICS CONSTRUCTED FROM SAMPLES WITH RANDOM SIZES.
- V. E. Bening Department o fMathematical Statistics, Faculty of Computational Mathematics and Cybernetics,
M. V. Lomonosov Moscow State University; IPI RAN, firstname.lastname@example.org
- N. K. Galieva Kazakhstan Branch of the M. V. Lomonosov Moscow State University, nurgul email@example.com
- V. Yu. Korolev Faculty of Computational Mathematics and Cybernetics, M. V. LomonosovMoscow State University; IPI RAN,
Abstract: A general transfer teorem is proved making it possible to construct asymptotic expansions for the distribution
function of a statistic constructed from the sample with a random size from the asymptotic expansion for the
distribution function of the random sample size and the asymptotic expansion for the distribution function of the
same statistic constructed from the samples with a nonrandom size.
Keywords: sample with a random size; asymptotic expansion; transfer theorem; mixture of probability distributions;
Laplace distribution; Student distribution
ON CONVERGENCE OF RANDOM WALKS GENERATED BY COMPOUND COX PROCESSES TO LEVY PROCESSES.
- V. Yu. Korolev Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University; IPI RAN,
- L. M. Zaks Department of Modeling and Mathematical Statistics, Alpha-Bank, firstname.lastname@example.org
- A. I. Zeifman Vologda State Pedagogical University; IPI RAN, email@example.com
Abstract: A functional limit theoremis proved establishing weak convergence of random walks generated by compound doubly
stochastic Poisson processes to Levy processes in the Skorokhod space. As corollaries, theorems on convergence of
random walks with jumps having finite variances to Levy processes with mixed normal distributions, in particular,
to stable Levy processes have been proved.
Keywords: stable distribution; Levy process; stable Levy process; compound doubly stochastic Poisson process
(compound Cox process); Skorokhod space; transfer theorem
STATISTICAL MECHANISMS OF THE SUBJECT DOMAINS ASSOCIATIVE PORTRAITS FORMATION
ON THE BASIS OF BIG NATURAL LANGUAGE TEXTS FOR THE SYSTEMS OF KNOWLEDGE EXTRACTION.
- M. M. Charnine IPI RAN, firstname.lastname@example.org
- N. V. Somin IPI RAN, email@example.com
- I. P. Kuznetsov IPI RAN, firstname.lastname@example.org
- Yu. I. Morozova IPI RAN, email@example.com
- I. V. Galina IPI RAN, irn firstname.lastname@example.org
- E. B. Kozerenko IPI RAN, email@example.com
Abstract: Associative relations between terms, concepts and other elements of natural language play an important role in
decision of a wide variety of application tasks including intelligent texts processing, knowledge extraction, and
management comprizing the formation of knowledge bases and semantic information retrieval. The paper presents
the methods of automatic establishment of the associative relations between terms and concepts in the texts
from Internet and creation of subject domains associative portraits designed for the tasks of intelligent systems
development. An associative portrait of a subject domain (APSD) is a dictionary of the meaningful support terms
and word combinations interconnected by associative relations. It is essential that the APSD are constructed
automatically on the basis of statistical analysis of big volumes of texts. The theoretical impact of the proposed
method consists in the use of statistics, corpus linguistics, and distributional semantics for processing big volumes
of natural language texts which are dynamically updated and enriched in the Internet for constructing the model of
a subject domain in the form of APSD.
Keywords: automatic processing of text corpora; statistical methods; intelligent Internet technologies; lexical
semantic analysis; knowledge extraction from texts; semantic retrieval; semantic vectors; semantic context space
INFORMATION TECHNOLOGIES FOR CREATING THE DATABASE
OF EQUIVALENT VERBAL FORMS IN THE RUSSIAN-FRENCH MULTIVARIANT PARALLEL CORPUS.
- S. Loiseau Universite Paris 13, Sorbonne Paris Cite, Laboratoire LDI (Lexiques, dictionnaires, informatique), CNRS, UMR 7187,
- D. V. Sitchinava Institute of the Russian Language of the Russian Academy of Sciences, firstname.lastname@example.org
- A. A. Zalizniak Institute of Linguistics of the Russian Academy of Sciences; Institute of Informatics Problems of the Russian Academy of Sciences,
- I. M. Zatsman Institute of Informatics Problems of the Russian Academy of Sciences, email@example.com
Abstract: The Russian-French parallel corpus as a part of the Russian National Corpus is being transformed into a
multivariant corpus with several translations corresponding to each original texts. Concurrently, a database of
functionally equivalent lexicogrammatical verbal forms is being created using the multivariant corpus. The main
purpose of database creation is to calculate the statistical estimates of the equivalences between Russian and French
verbal forms. The paper discusses an information technology for creating the Russian-French multivariant parallel
corpus and the database simultaneously.
Keywords: parallel multivariant corpora; Russian National Corpus; information technologies; XML marking up
Russian-French parallel texts; lexicogrammatical form; functional equivalence; statistical estimates of equivalences