Generalized Bayes Solutions in Estimation Problems
نویسندگان
چکیده
منابع مشابه
Empirical Bayes Estimation in Nonstationary Markov chains
Estimation procedures for nonstationary Markov chains appear to be relatively sparse. This work introduces empirical Bayes estimators for the transition probability matrix of a finite nonstationary Markov chain. The data are assumed to be of a panel study type in which each data set consists of a sequence of observations on N>=2 independent and identically dis...
متن کاملGeneralized Solutions in Nonlinear Stochastic Control Problems
An optimal stochastic control problem is considered for systems with unbounded controls satisfying an integral constraint. It is shown that there exists an optimal control within the class of generalized controls leading to impulse actions. Applying an approach of time transformation, developed recently for deterministic systems, the original control problem is shown to be equivalent to an opti...
متن کاملSolutions to Minimal Generalized Relative Pose Problems
We present a method to obtain the solutions to the generalized 6-point relative pose problem. The problem is to find the relative positions of two generalized cameras so that six corresponding image rays meet in space. Here, a generalized camera is a camera that captures some arbitrary set of rays and does not adhere to the central perspective projection model. The cameras are assumed to be cal...
متن کاملGeneralized Solutions of Nonlocal Elliptic Problems
An elliptic equation of order 2m with general nonlocal boundary-value conditions, in a plane bounded domain G with piecewise smooth boundary, is considered. Generalized solutions belonging to the Sobolev space Wm 2 (G) are studied. The Fredholm property of the unbounded operator corresponding to the elliptic equation, acting on L2(G), and defined for functions from the space Wm 2 (G) that satis...
متن کاملBAYES ESTIMATION USING A LINEX LOSS FUNCTION
This paper considers estimation of normal mean ? when the variance is unknown, using the LINEX loss function. The unique Bayes estimate of ? is obtained when the precision parameter has an Inverse Gaussian prior density
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 Mathematical Statistics
سال: 1963
ISSN: 0003-4851
DOI: 10.1214/aoms/1177704001