Smoothing algorithms for state–space models
نویسندگان
چکیده
منابع مشابه
Smoothing Algorithms for State-Space Models
A prevalent problem in statistical signal processing, applied statistics, and time series analysis is the calculation of the smoothed posterior distribution, which describes the uncertainty associated with a state, or a sequence of states, conditional on data from the past, the present, and the future. The aim of this paper is to provide a rigorous foundation for the calculation, or approximati...
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The relative smoothing rates of various gauge field smoothing algorithms are investigated on O(a2)-improved SU(3) Yang–Mills gauge field configurations. In particular, an O(a2)-improved version of APE smearing is motivated by considerations of smeared link projection and cooling. The extent to which the established benefits of improved cooling carry over to improved smearing is critically exami...
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هدف اصلی از این تحقیق به دست آوردن و مقایسه حق بیمه باورمندی در مدل های شمارشی گزارش نشده برای داده های طولی می باشد. در این تحقیق حق بیمه های پبش گویی بر اساس توابع ضرر مربع خطا و نمایی محاسبه شده و با هم مقایسه می شود. تمایل به گرفتن پاداش و جایزه یکی از دلایل مهم برای گزارش ندادن تصادفات می باشد و افراد برای استفاده از تخفیف اغلب از گزارش تصادفات با هزینه پائین خودداری می کنند، در این تحقیق ...
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2009
ISSN: 0020-3157,1572-9052
DOI: 10.1007/s10463-009-0236-2