منابع مشابه
Real-valued Evolutionary Optimization using a Flexible Probability Density Estimator
Population-Based Incremental Learning (PBIL) is an abstraction of a genetic algorithm , which solves optimization problems by explicitly constructing a probabilistic model of the promising regions of the search space. At each iteration the model is used to generate a population of candidate solutions and is itself modiied in response to these solutions. Through the extension of PBIL to Real-val...
متن کاملAn Empirical Bayesian Kernel Density Estimator
Often times there is a need to infer the true underlying probability based on the observations, such as in, including but not limited to, data-mining, optimizing the process control parameters etc., Histograms, very rudimentary empirical density estimators, divide the whole data range into either equal or unequal sub intervals (bins) and then obtain the frequency of occurrence of each bin. They...
متن کاملA Spectral Estimator of Arma Parameters from Thresholded Data
We consider computationally-fast methods for estimating parameters in ARMA processes from binary time series data, obtained by thresholding the latent ARMA process. All methods involve matching estimated and expected autocorrelations of the binary series. In particular, we focus on the spectral representation of the likelihood of an ARMA process and derive a restricted form of this likelihood, ...
متن کاملA Berry-Esseen Type Bound for the Kernel Density Estimator of Length-Biased Data
Length-biased data are widely seen in applications. They are mostly applicable in epidemiological studies or survival analysis in medical researches. Here we aim to propose a Berry-Esseen type bound for the kernel density estimator of this kind of data.The rate of normal convergence in the proposed Berry-Esseen type theorem is shown to be O(n^(-1/6) ) modulo logarithmic term as n tends to infin...
متن کاملHarmonic Retrieval Using Cumulant-Based Estimator for ARMA Systems
In this paper, we propose a cumulant-based estimator for ARMA systems. The polyspectra, cumulants, and various other related statistics, such as bicepstra and bicoherence are all used to develop cumulant-based algorithms for estimating the parameters of linear (e.g. ARMA) or nonlinear processes. The use of cumulant-based estimator is useful: (1) if the additive noise is Gaussian and the signal ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 1988
ISSN: 0090-5364
DOI: 10.1214/aos/1176350839