Research output: Contribution to journal › Article › peer-review
Conditional Optimization of the Functional Computational Kernel Algorithm for Approximating the Probability Density on the Basis of a Given Sample. / Bulgakova, T. E.; Voytishek, A. V.
In: Computational Mathematics and Mathematical Physics, Vol. 61, No. 9, 3, 09.2021, p. 1401-1415.Research output: Contribution to journal › Article › peer-review
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TY - JOUR
T1 - Conditional Optimization of the Functional Computational Kernel Algorithm for Approximating the Probability Density on the Basis of a Given Sample
AU - Bulgakova, T. E.
AU - Voytishek, A. V.
N1 - Publisher Copyright: © 2021, Pleiades Publishing, Ltd.
PY - 2021/9
Y1 - 2021/9
N2 - The problem of obtaining a numerical functional approximation of probability density on the basis of a given or simulated sample values with a prescribed error level at the minimum cost is considered. A computational algorithm for solving this problem that is a functional version of the kernel estimate of the probability density is proposed. This algorithm is similar to the functional computational kernel statistical algorithm for the approximate solution of the Fredholm integral equation of second kind, for which the theory of conditional optimization was earlier built. In this paper, this theory is built for the constructed functional computational kernel algorithm of approximating the probability density.
AB - The problem of obtaining a numerical functional approximation of probability density on the basis of a given or simulated sample values with a prescribed error level at the minimum cost is considered. A computational algorithm for solving this problem that is a functional version of the kernel estimate of the probability density is proposed. This algorithm is similar to the functional computational kernel statistical algorithm for the approximate solution of the Fredholm integral equation of second kind, for which the theory of conditional optimization was earlier built. In this paper, this theory is built for the constructed functional computational kernel algorithm of approximating the probability density.
KW - conditionally optimal parameters
KW - functional computational kernel algorithm
KW - functional computational statistical algorithm
KW - numerical approximation of functions
KW - numerical functional approximation of probability density
UR - http://www.scopus.com/inward/record.url?scp=85117296752&partnerID=8YFLogxK
U2 - 10.1134/S0965542521090062
DO - 10.1134/S0965542521090062
M3 - Article
AN - SCOPUS:85117296752
VL - 61
SP - 1401
EP - 1415
JO - Computational Mathematics and Mathematical Physics
JF - Computational Mathematics and Mathematical Physics
SN - 0965-5425
IS - 9
M1 - 3
ER -
ID: 34569518