統計数学セミナー

過去の記録 ~03/28次回の予定今後の予定 03/29~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
目的 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う.

2009年02月04日(水)

13:40-14:50   数理科学研究科棟(駒場) 128号室
Stefano Maria Iacus 氏 (Universita degli Studi di Milano)
Applications of Iterated Function Systems to Inference and Simulation
[ 講演概要 ]
The Iterated Function Systems (IFSs) were born in mid eighties as applications of the theory of discrete dynamical systems and as useful tools for buildings fractals and other similar sets or to produce image compression algorithms. The fundamental result on which the IFS method is based is the Banach contraction theorem because IFSs are defined as operators with some contractive property. In practical applications the crucial point is to solve the inverse problem: given an element f in some metric space (S,d), find a contraction T:S -> S that admits a unique fixed point p such that d(f,p)< eps. When eps=0 the inverse problem is solved exactly and the fixed point p can be identified with the operator T, but in most cases T is an approximation of the target f and T takes linear forms. We present applications of the IFS technique to the problem of estimation of distribution and density functions and to the simulation of L2 stochastic processes.
[ 参考URL ]
https://www.ms.u-tokyo.ac.jp/~kengok/statseminar/2008/12.html