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Discretization error of irregular sampling approximations of stochastic integrals
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作者 ZHOU Li-kai SU Zhong-gen 《Applied Mathematics(A Journal of Chinese Universities)》 SCIE CSCD 2016年第3期296-306,共11页
This paper studies the limit distributions for discretization error of irregular sam- pling approximations of stochastic integral. The irregular sampling approximation was first presented in Hayashi et al.[3], which w... This paper studies the limit distributions for discretization error of irregular sam- pling approximations of stochastic integral. The irregular sampling approximation was first presented in Hayashi et al.[3], which was more general than the sampling approximation in Lindberg and Rootzen [10]. As applications, we derive the asymptotic distribution of hedging error and the Euler scheme of stochastic differential equation respectively. 展开更多
关键词 Euler scheme irregular sampling stochastic integral weak convergence hedging error
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Multivariate irregular sampling theorem 被引量:1
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作者 CHEN GuangGui FANG GenSun 《Science China Mathematics》 SCIE 2009年第11期2469-2478,共10页
In this paper,we prove a Marcinkiewicz-Zygmund type inequality for multivariate entire functions of exponential type with non-equidistant spaced sampling points. And from this result,we establish a multivariate irregu... In this paper,we prove a Marcinkiewicz-Zygmund type inequality for multivariate entire functions of exponential type with non-equidistant spaced sampling points. And from this result,we establish a multivariate irregular Whittaker-Kotelnikov-Shannon type sampling theorem. 展开更多
关键词 Marcinkiewicz-Zygmund type inequality multivariate irregular sampling theorem entire function of exponential type 94A20 94A12 41A35 41A80
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Irregularly sampled seismic data interpolation via wavelet-based convolutional block attention deep learning 被引量:2
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作者 Yihuai Lou Lukun Wu +4 位作者 Lin Liu Kai Yu Naihao Liu Zhiguo Wang Wei Wang 《Artificial Intelligence in Geosciences》 2022年第1期192-202,共11页
Seismic data interpolation,especially irregularly sampled data interpolation,is a critical task for seismic processing and subsequent interpretation.Recently,with the development of machine learning and deep learning,... Seismic data interpolation,especially irregularly sampled data interpolation,is a critical task for seismic processing and subsequent interpretation.Recently,with the development of machine learning and deep learning,convolutional neural networks(CNNs)are applied for interpolating irregularly sampled seismic data.CNN based approaches can address the apparent defects of traditional interpolation methods,such as the low computational efficiency and the difficulty on parameters selection.However,current CNN based methods only consider the temporal and spatial features of irregularly sampled seismic data,which fail to consider the frequency features of seismic data,i.e.,the multi-scale features.To overcome these drawbacks,we propose a wavelet-based convolutional block attention deep learning(W-CBADL)network for irregularly sampled seismic data reconstruction.We firstly introduce the discrete wavelet transform(DWT)and the inverse wavelet transform(IWT)to the commonly used U-Net by considering the multi-scale features of irregularly sampled seismic data.Moreover,we propose to adopt the convolutional block attention module(CBAM)to precisely restore sampled seismic traces,which could apply the attention to both channel and spatial dimensions.Finally,we adopt the proposed W-CBADL model to synthetic and pre-stack field data to evaluate its validity and effectiveness.The results demonstrate that the proposed W-CBADL model could reconstruct irregularly sampled seismic data more effectively and more efficiently than the state-of-the-art contrastive CNN based models. 展开更多
关键词 irregularly sampled seismic data reconstruction Deep learning U-Net Discrete wavelet transform Convolutional block attention module
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Reconstruction algorithm in lattice-invariant signal spaces
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作者 冼军 《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》 SCIE EI CAS CSCD 2005年第7期760-763,共4页
In this paper, we mainly pay attention to the weighted sampling and reconstruction algorithm in lattice-invariant signal spaces. We give the reconstruction formula in lattice-invariant signal spaces, which is a genera... In this paper, we mainly pay attention to the weighted sampling and reconstruction algorithm in lattice-invariant signal spaces. We give the reconstruction formula in lattice-invariant signal spaces, which is a generalization of former results in shift-invariant signal spaces. That is, we generalize and improve Aldroubi, Groechenig and Chen's results, respectively. So we obtain a general reconstruction algorithm in lattice-invariant signal spaces, which the signal spaces is sufficiently large to accommodate a large number of possible models. They are maybe useful for signal processing and communication theory. 展开更多
关键词 Lattice-invariant space Reconstruction algorithm irregular sampling
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Improved Sampling and Reconstruction in Spline Subspaces 被引量:2
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作者 Jun XIAN Song LI 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 2016年第2期447-460,共14页
As a special shift-invariant spaces, spline subspaces yield many advantages so that there are many practical applications for signal or image processing. In this paper, we pay attention to the sampling and reconstruct... As a special shift-invariant spaces, spline subspaces yield many advantages so that there are many practical applications for signal or image processing. In this paper, we pay attention to the sampling and reconstruction problem in spline subspaces. We improve lower bound of sampling set conditions in spline subspaces. Based on the improved explicit lower bound, a improved explicit convergence ratio of reconstruction algorithm is obtained. The improved convergence ratio occupies faster convergence rate than old one. At the end, some numerical examples are shown to validate our results. 展开更多
关键词 irregular sampling iterative algorithm error estimate spline subspace
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General A-P Iterative Algorithm in Shift-invariant Spaces 被引量:3
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作者 Jun XIAN Song LI 《Acta Mathematica Sinica,English Series》 SCIE CSCD 2009年第4期545-552,共8页
A general A-P iterative algorithm in a shift-invariant space is presented. We use the algorithm to show reconstruction of signals from weighted samples and also show that the general improved algorithm has better conv... A general A-P iterative algorithm in a shift-invariant space is presented. We use the algorithm to show reconstruction of signals from weighted samples and also show that the general improved algorithm has better convergence rate than the existing one. An explicit estimate for a guaranteed rate of convergence is given. 展开更多
关键词 irregular sampling iterative algorithm lattice-invariant space shift-invariant space spline subspace
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