Academic literature on the topic 'Multiplicative convolution'
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Journal articles on the topic "Multiplicative convolution"
Bercovici, Hari. "Multiplicative monotonic convolution." Illinois Journal of Mathematics 49, no. 3 (July 2005): 929–51. http://dx.doi.org/10.1215/ijm/1258138229.
Full textGao, Mingchu. "On bi-free multiplicative convolution." Studia Mathematica 248, no. 2 (2019): 129–46. http://dx.doi.org/10.4064/sm171024-4-5.
Full textPopa, Mihai, and Jiun-Chau Wang. "On multiplicative conditionally free convolution." Transactions of the American Mathematical Society 363, no. 12 (December 1, 2011): 6309–35. http://dx.doi.org/10.1090/s0002-9947-2011-05242-6.
Full textKieburg, Mario. "Additive matrix convolutions of Pólya ensembles and polynomial ensembles." Random Matrices: Theory and Applications 09, no. 04 (November 8, 2019): 2150002. http://dx.doi.org/10.1142/s2010326321500027.
Full textBelinschi, S. T., and H. Bercovici. "Hinčin's Theorem for Multiplicative Free Convolution." Canadian Mathematical Bulletin 51, no. 1 (March 1, 2008): 26–31. http://dx.doi.org/10.4153/cmb-2008-004-3.
Full textBormetti, Giacomo, and Sofia Cazzaniga. "Multiplicative noise, fast convolution and pricing." Quantitative Finance 14, no. 3 (November 16, 2012): 481–94. http://dx.doi.org/10.1080/14697688.2012.729857.
Full textHaraoka, Yoshishige. "Multiplicative middle convolution for KZ equations." Mathematische Zeitschrift 294, no. 3-4 (May 14, 2019): 1787–839. http://dx.doi.org/10.1007/s00209-019-02322-9.
Full textAstola, Jaakko. "Multiplicative complexity, convolution, and the DFT." Signal Processing 20, no. 1 (May 1990): 95. http://dx.doi.org/10.1016/0165-1684(90)90081-9.
Full textLeake, Jonathan, and Nick Ryder. "Connecting the q-multiplicative convolution and the finite difference convolution." Advances in Mathematics 374 (November 2020): 107334. http://dx.doi.org/10.1016/j.aim.2020.107334.
Full textLE, T. A., and J. W. SANDER. "CONVOLUTIONS OF RAMANUJAN SUMS AND INTEGRAL CIRCULANT GRAPHS." International Journal of Number Theory 08, no. 07 (August 28, 2012): 1777–88. http://dx.doi.org/10.1142/s1793042112501023.
Full textDissertations / Theses on the topic "Multiplicative convolution"
Hofmann, B., and G. Fleischer. "Stability Rates for Linear Ill-Posed Problems with Convolution and Multiplication Operators." Universitätsbibliothek Chemnitz, 1998. http://nbn-resolving.de/urn:nbn:de:bsz:ch1-199800987.
Full textEscande, Paul. "Compression et inférence des opérateurs intégraux : applications à la restauration d’images dégradées par des flous variables." Thesis, Toulouse, ISAE, 2016. http://www.theses.fr/2016ESAE0020/document.
Full textThe restoration of images degraded by spatially varying blurs is a problem of increasing importance. It is encountered in many applications such as astronomy, computer vision and fluorescence microscopy where images can be of size one billion pixels. Variable blurs can be modelled by linear integral operators H that map a sharp image u to its blurred version Hu. After discretization of the image on a grid of N pixels, H can be viewed as a matrix of size N x N. For targeted applications, matrices is stored with using exabytes on the memory. This simple observation illustrates the difficulties associated to this problem: i) the storage of a huge amount of data, ii) the prohibitive computation costs of matrix-vector products. This problems suffers from the challenging curse of dimensionality. In addition, in many applications, the operator is usually unknown or only partially known. There are therefore two different problems, the approximation and the estimation of blurring operators. They are intricate and have to be addressed with a global overview. Most of the work of this thesis is dedicated to the development of new models and computational methods to address those issues
Venkataraman, Mahalingam. "Improving accuracy in logarithmic multiplication using operand decomposition." [Tampa, Fla.] : University of South Florida, 2005. http://purl.fcla.edu/fcla/etd/SFE0001140.
Full textSantos, Pedro. "Approximation Methods for Convolution Operators on the Real Line." Doctoral thesis, Universitätsbibliothek Chemnitz, 2005. http://nbn-resolving.de/urn:nbn:de:swb:ch1-200500362.
Full textKato, Fernando Hideki. "Análise de carteiras em tempo discreto." Universidade de São Paulo, 2004. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-24022005-005812/.
Full textIn this thesis, Markowitzs portfolio selection model will be extended by means of a discrete time analysis and more realistic hypotheses. A finite tensor product of Erlang densities will be used to approximate the multivariate probability density function of the single-period discrete returns of dependent assets. The Erlang is a particular case of the Gamma distribution. A finite mixture can generate multimodal asymmetric densities and the tensor product generalizes this concept to higher dimensions. Assuming that the multivariate density was independent and identically distributed (i.i.d.) in the past, the approximation can be calibrated with historical data using the maximum likelihood criterion. This is a large-scale optimization problem, but with a special structure. Assuming that this multivariate density will be i.i.d. in the future, then the density of the discrete returns of a portfolio of assets with nonnegative weights will be a finite mixture of Erlang densities. The risk will be calculated with the Downside Risk measure, which is convex for certain parameters, is not based on quantiles, does not cause risk underestimation and makes the single and multiperiod optimization problems convex. The discrete return is a multiplicative random variable along the time. The multiperiod distribution of the discrete returns of a sequence of T portfolios will be a finite mixture of Meijer G distributions. After a change of the distribution to the average compound, it is possible to calculate the risk and the return, which will lead to the multiperiod efficient frontier, where each point represents one or more ordered sequences of T portfolios. The portfolios of each sequence must be calculated from the future to the present, keeping the expected return at the desired level, which can be a function of time. A dynamic asset allocation strategy is to redo the calculations at each period, using new available information. If the time horizon tends to infinite, then the efficient frontier, in the average compound probability measure, will tend to only one point, given by the Kellys portfolio, whatever the risk measure is. To select one among several portfolio optimization models, it is necessary to compare their relative performances. The efficient frontier of each model must be plotted in its respective graph. As the weights of the assets of the portfolios on these curves are known, it is possible to plot all curves in the same graph. For a given expected return, the efficient portfolios of the models can be calculated, and the realized returns and their differences along a backtest can be compared.
Juhaňák, Pavel. "Zjednodušené násobení v konvolučních neuronových sítích." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2019. http://www.nusl.cz/ntk/nusl-403135.
Full textSlouka, Lukáš. "Implementace neuronové sítě bez operace násobení." Master's thesis, Vysoké učení technické v Brně. Fakulta informačních technologií, 2018. http://www.nusl.cz/ntk/nusl-386017.
Full textHEIDEMAN, MICHAEL THOMAS. "APPLICATIONS OF MULTIPLICATIVE COMPLEXITY THEORY TO CONVOLUTION AND THE DISCRETE FOURIER TRANSFORM (FAST, COMPUTATIONAL, DIGITAL FILTERING, SIGNAL PROCESSING, ALGORITHMS)." Thesis, 1986. http://hdl.handle.net/1911/15979.
Full textSantos, Pedro. "Approximation Methods for Convolution Operators on the Real Line." Doctoral thesis, 1998. https://monarch.qucosa.de/id/qucosa%3A18294.
Full textLemańczyk, Michał. "Recurrence of stochastic processes in some concentration of measure and entropy problems." Doctoral thesis, 2022. https://depotuw.ceon.pl/handle/item/4158.
Full textNiech X = (Xi)i∈Z, gdzie Xi ∈ X a X jest (mierzaln¡) przestrzeni¡ stanów, b¦dzie procesem stochasty- cznym. Niniejsza rozprawa doktorska koncentruje si¦ na procesach czasów powrotu R = (Ri)i∈Z kolejnych powrotów Xi do A oraz ich roli zarówno w teorii prawdopodobie«stwa, jak i w teorii ergody- cznej. Przypomnijmy, »e dla danego podzbioru A ⊂ X odpowiadaj¡cy mu proces czasów powrotu jest zde niowany jako Ri = inf{j ≥ 0 : Xj ∈ A}, i = 0, inf{j > Ri−1 : Xj ∈ A}, i ≥ 1, sup{j < Ri+1 : Xj ∈ A}, i ≤ −1. (1.1) Gªównym rezultatem rozprawy w teorii prawdopodobie«stwa jest dowód nierówno±ci Bernsteina dla funkcjonaªów addytywnych ogólnych, niekoniecznie silnie aperiodycznych, ªa«cuchów Markowa, co daje odpowied¹ na pytanie sformuªowane w pracy [1] (patrz [A3]). Dowodzimy równie» pewnej nowej wersji nierówno±ci Bernsteina dla 1-zale»nych procesów (klasa ta jest silnie zwi¡zana z ªa«cuchami Markowa dzi¦ki tzw. technice regeneracji). Gªówne rezultaty w teorii ergodycznej dotycz¡ dokªadnych wzorów, b¡d¹ nierówno±ci, zwi¡zanych z entropi¡ (ang. entropy rate) punktowego iloczynu procesów (patrz [A1]). Staj¡ si¦ one narz¦dziem do rozwi¡zania kilku otwartych problemów. Podajemy nowy, jawny wzór na ci±nienie topologiczne ukªadów BBB-wolnych oraz, w pewnych przypadkach, dowodzimy jedyno±ci stanów równowagi dla ukªadu wyznaczonego przez BBB (co rozszerza rezultaty o wewn¦trznej ergodyczno±ci udowodnione w [3, 2]). Odpowiadamy na pytanie postawione w [3] o braku wªasno±ci Gibbsa dla miary o maksymalnej entropii (patrz [A2]). W ko«cu, odpowiadamy na kilka pyta« doty- cz¡cych entropii ukªadów BBB-wolnych z pracy [2] (patrz [A1]). Cz¦±¢ rezultatów rozprawy jest nowa, pozostaªe rezultaty pochodz¡ z nast¦puj¡cych trzech artykuªów: [A1] J. Kuªaga-Przymus and M.D. Lema«czyk. Entropy rate of product of independent processes. Preprint: arXiv:2004.07648, 2020. [A2] J. Kuªaga-Przymus and M.D. Lema«czyk. Hereditary subshifts whose measure of maximal en- tropy has no Gibbs property. To appear in Colloquium Mathematicum, arXiv:2004.07643, 2020. [A3] M.D. Lema«czyk. General Bernstein-like inequality for additive functionals of Markov chains. Journal of Theoretical Probability, 2020.
Books on the topic "Multiplicative convolution"
Heideman, Michael T. Multiplicative Complexity, Convolution, and the DFT. New York, NY: Springer New York, 1988.
Find full textS, Burrus C., ed. Multiplicative complexity, convolution, and the DFT. New York: Springer-Verlag, 1988.
Find full textHeideman, Michael T. Multiplicative Complexity, Convolution, and the DFT. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3.
Full textBook chapters on the topic "Multiplicative convolution"
Ramaré, Olivier. "Arithmetic Convolution." In Excursions in Multiplicative Number Theory, 3–16. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-73169-4_1.
Full textRamaré, Olivier. "The Convolution Method." In Excursions in Multiplicative Number Theory, 79–86. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-73169-4_8.
Full textHeideman, Michael T. "Convolution and Polynomial Multiplication." In Multiplicative Complexity, Convolution, and the DFT, 27–60. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_3.
Full textHeideman, Michael T. "Multiplicative Complexity of Discrete Fourier Transform." In Multiplicative Complexity, Convolution, and the DFT, 76–107. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_5.
Full textRamaré, Olivier. "Convolution Method and Non-Positive Functions." In Excursions in Multiplicative Number Theory, 275–78. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-73169-4_27.
Full textHeideman, Michael T. "Multiplicative Complexity of Linear and Bilinear Systems." In Multiplicative Complexity, Convolution, and the DFT, 5–26. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_2.
Full textHeideman, Michael T. "Introduction." In Multiplicative Complexity, Convolution, and the DFT, 1–4. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_1.
Full textHeideman, Michael T. "Constrained Polynomial Multiplication." In Multiplicative Complexity, Convolution, and the DFT, 61–75. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_4.
Full textHeideman, Michael T. "Restricted and Constrained DFTs." In Multiplicative Complexity, Convolution, and the DFT, 108–18. New York, NY: Springer New York, 1988. http://dx.doi.org/10.1007/978-1-4612-3912-3_6.
Full textDettweiler, Michael, and Mirjam Jöllenbeck. "Monodromy of the Multiplicative and the Additive Convolution." In Algorithmic and Experimental Methods in Algebra, Geometry, and Number Theory, 177–97. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-70566-8_7.
Full textConference papers on the topic "Multiplicative convolution"
Tong, Gan, and Libo Huang. "Fast Convolution based on Winograd Minimum Filtering: Introduction and Development." In 5th International Conference on Computer Science and Information Technology (COMIT 2021). Academy and Industry Research Collaboration Center (AIRCC), 2021. http://dx.doi.org/10.5121/csit.2021.111716.
Full textMakarov, Anatoly M., and Alexander S. Ermakov. "Method Development for Solving Fredholm Integral Equations of The Second Kind Based on The Mellin Multiplicative Convolution in The Class of Trigonometric-Logarithmic Functions." In 2021 Radiation and Scattering of Electromagnetic Waves (RSEMW). IEEE, 2021. http://dx.doi.org/10.1109/rsemw52378.2021.9494103.
Full textFranz, Uwe. "Multiplicative monotone convolutions." In Quantum Probability. Warsaw: Institute of Mathematics Polish Academy of Sciences, 2006. http://dx.doi.org/10.4064/bc73-0-10.
Full textLimonova, Elena, Daniil Matveev, Dmitry Nikolaev, and Vladimir V. Arlazarov. "Bipolar morphological neural networks: convolution without multiplication." In Twelfth International Conference on Machine Vision, edited by Wolfgang Osten and Dmitry P. Nikolaev. SPIE, 2020. http://dx.doi.org/10.1117/12.2559299.
Full textVasudevan, Aravind, Andrew Anderson, and David Gregg. "Parallel Multi Channel convolution using General Matrix Multiplication." In 2017 IEEE 28th International Conference on Application-specific Systems, Architectures and Processors (ASAP). IEEE, 2017. http://dx.doi.org/10.1109/asap.2017.7995254.
Full textXu, Ziru, Yunbo Wang, Mingsheng Long, and Jianmin Wang. "PredCNN: Predictive Learning with Cascade Convolutions." In Twenty-Seventh International Joint Conference on Artificial Intelligence {IJCAI-18}. California: International Joint Conferences on Artificial Intelligence Organization, 2018. http://dx.doi.org/10.24963/ijcai.2018/408.
Full textKorpi, Dani, Mikko Honkala, Janne M. J. Huttunen, and Vesa Starck. "DeepRx MIMO: Convolutional MIMO Detection with Learned Multiplicative Transformations." In ICC 2021 - IEEE International Conference on Communications. IEEE, 2021. http://dx.doi.org/10.1109/icc42927.2021.9500518.
Full textBipin, B., and Jyothisha J. Nair. "Image convolution optimization using sparse matrix vector multiplication technique." In 2016 International Conference on Advances in Computing, Communications and Informatics (ICACCI). IEEE, 2016. http://dx.doi.org/10.1109/icacci.2016.7732252.
Full textVillasana T., Pedro J., and Stanislaw Gorlow. "Exact Multiplicative Factor Updates for Convolutional Beta-NMF in 2D." In 2019 27th European Signal Processing Conference (EUSIPCO). IEEE, 2019. http://dx.doi.org/10.23919/eusipco.2019.8902709.
Full textDas, Anindya B., and Aditya Ramamoorthy. "Distributed Matrix-Vector Multiplication: A Convolutional Coding Approach." In 2019 IEEE International Symposium on Information Theory (ISIT). IEEE, 2019. http://dx.doi.org/10.1109/isit.2019.8849395.
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