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In-Depth Information
M F
F
G
p
G
V
M F
G
p
F
Ω
(
p
G
)
G
M F
Ω
(
p
G
)
G
Ω
(
p
)
Ω
(
p
G
)
F
G
p
1 G
p
G
V
W
Fig. 4.5 Illustration of the stability of the mapping M F . The first probability vector p G is inside V F
and modeled accurately by p G . The second probability vector p G is slightly outsi de V F and
modeled by the d om ain
p G which
is quite close to p G . The third vector p G is far from V F leading to bad approximation results
(p G ). Back war d transformation by F G leads to the domain
Ω
Ω
0
1
0
1
p a 1
ss 1
p a 2
ss 2
F a G
p a 1
ss 1
0
1
@
A
p a 1
ss 1
p a 2
ss 2
p a 3
ss 1
p a 3
ss 2
@
A
p a 1
ss 1
F a G
@
A
p a 2
ss 2
p a 1
ss 1
1 p a 2
ss 2
þ p a 1
ss 1 p a 2
1
¼
¼
p a 1
ss 1 þ p a 2
ss 2
ss 2
F a G
p a 1
p a 2
ss 2
ss 1 ;
p a 2
ss 2
p a 2
ss 2
1 p a 1
ss 1
þ p a 1
ss 1 p a 2
F a G
p a 1
p a 2
ss 2
ss 1 ;
p a 1
ss 1 þ p a 2
ss 2
ss 2
2
:
p a 1
ss 1
p a 2
ss 2
¼ F G
1
can be derived. Here, F a G
¼ F a G ,
In the same way, the global mapping F 1
G
1
1
F a G
¼ F a G , and F a G
is defined as F 1 according to ( 4.7 ). It is easy to see
that F G F G p G ¼ p G
W .
However, since the space V consists of four free probabilities p a 1
8 p G
ss 1 , p a 2
ss 2 , p a 3
ss 1 , p a 3
ss 2
ss 2 1) and the space W only of the two p a s 1
ss 1 , p a s 2
(apart from the restriction p a 3
ss 1 þ p a 3
ss 2 ,
the image space V F ¼ F G ( W ) is really a proper subset of V , i.e., there exist
probabilities p G
V : p G 2 V F .
Thus, F G is really the inverse of F G . Since ran F G ¼ V F V is a proper subset
of V , the inverse F 1 G is not defined over all elements of V . Unfortunately, our
observations are made in the space V . But technically, the mapping M F defined by
Algorithm 4.2 can be applied to all vectors of V .
The good news is: since F G and F G are continuous and V , W are convex, as long
as ou r a ssumptions hold (Assumption 4.3 and the one of the nonlinear approach),
i.e., p G
V F , the result of the mapping M F converges to the right solution
p G ¼ F G p ð . If our assumptions are violated, i.e., p G 2 V F , the r es ult of M F is
oscillating. Yet, the second good news is: the closer the distance of p G to V F , the
less is the oscillation. This is illustrated in Fig. 4.5 .
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