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Analysis

This paper addresses the model reduction problem for parametric linear time-invariant (LTI) systems, a common challenge in engineering and control theory. The core contribution lies in proposing a greedy algorithm based on reduced basis methods (RBM) for approximating high-order rational functions with low-order ones in the frequency domain. This approach leverages the linearity of the frequency domain representation for efficient error estimation. The paper's significance lies in providing a principled and computationally efficient method for model reduction, particularly for parametric systems where multiple models need to be analyzed or simulated.
Reference

The paper proposes to use a standard reduced basis method (RBM) to construct this low-order rational function. Algorithmically, this procedure is an iterative greedy approach, where the greedy objective is evaluated through an error estimator that exploits the linearity of the frequency domain representation.

Analysis

This paper explores the application of Conditional Restricted Boltzmann Machines (CRBMs) for analyzing financial time series and detecting systemic risk regimes. It extends the traditional use of RBMs by incorporating autoregressive conditioning and Persistent Contrastive Divergence (PCD) to model temporal dependencies. The study compares different CRBM architectures and finds that free energy serves as a robust metric for regime stability, offering an interpretable tool for monitoring systemic risk.
Reference

The model's free energy serves as a robust, regime stability metric.