Two related estimation problems
نویسندگان
چکیده
منابع مشابه
Randomized Shortest-Path Problems: Two Related Models
This letter addresses the problem of designing the transition probabilities of a finite Markov chain (the policy) in order to minimize the expected cost for reaching a destination node from a source node while maintaining a fixed level of entropy spread throughout the network (the exploration). It is motivated by the following scenario. Suppose you have to route agents through a network in some...
متن کاملAsymptotic Analysis in Stochastic Processes, Nonparametric Estimation, and Related Problems:
A New Look at the Stopping Times Related to the Trading Strategies Vilen Abramov We provide a probabilistic framework by which an analytic analysis can be performed for the trading strategies under various continuous price dynamics. This, in part, is done by making a connection to the cumulative sum (cusum) procedure of quality control. Although the cusum procedure has been studied quiet extens...
متن کاملBayesian estimation from few samples: community detection and related problems
We propose an efficient meta-algorithm for Bayesian estimation problems that is based on low-degree polynomials, semidefinite programming, and tensor decomposition. The algorithm is inspired by recent lower bound constructions for sum-of-squares and related to the method of moments. Our focus is on sample complexity bounds that are as tight as possible (up to additive lower-order terms) and oft...
متن کاملTwo Dynamic Discrete Choice Estimation Problems and Simulation Method Solutions
This paper considers two problems that frequently arise in dynamic discrete choice problems but have not received much attention with regard to simulation methods. The first problem is how to simulate unbiased simulators of probabilities conditional on past history. The second is simulating a discrete transition probability model when the underlying dependent variable is really continuous. Both...
متن کاملWriting and Related Problems for EFL Students
ESL students who write in English may present written material in a rhetorical and organizational mode that reflects the pattern which is valued in their native culture and rhetoric. Considering the violation of English code of writing in the writings of Iranian students, we will notice one common characteristic: They are reluctant (or ignorant of) to write a unified paragraph. Their writing co...
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 Journal of the Australian Mathematical Society. Series B. Applied Mathematics
سال: 1977
ISSN: 0334-2700,1839-4078
DOI: 10.1017/s0334270000001570