نتایج جستجو برای: minimax
تعداد نتایج: 7119 فیلتر نتایج به سال:
fθ log (fθ/f̂) is used to examine various ways of choosing prior distributions; the principal type of choice studied is minimax. We seek asymptotically least favorable predictive densities for which the corresponding asymptotic risk is minimax. A result resembling Stein’s paradox for estimating normal means by the maximum likelihood holds for the uniform prior in the multivariate location family...
An experimental analysis of some variables of minimax theory.An experimental analysis of some variables of minimax theory.
Suppose Nature picks a probability measure P on a complete separable metric space X at random from a measurable set P fP g Then without knowing a statistician picks a measure Q on X Finally the statistician su ers a loss D P jjQ the relative entropy between P and Q We show that the minimax and maximin values of this game are always equal and there is always a minimax strategy in the closure of ...
In this paper, we propose a novel implementation of a minimax decision rule for continuous density hidden Markovmodel-based robust speech recognition. By combining the idea of the minimax decision rule with a normal Viterbi search, we derive a recursive minimax search algorithm, where the minimax decision rule is repetitively applied to determine the partial paths during the search procedure. B...
In this paper we formulate and study a minimax control problem for a class of parabolic systems with controlled Dirichlet boundary conditions and uncertain distributed perturbations under pointwise control and state constraints. We prove an existence theorem for minimax solutions and develop effective penalized procedures to approximate state constraints. Based on a careful variational analysis...
Let be a random sample from a normal distribution with unknown mean and known variance The usual estimator of the mean, i.e., sample mean is the maximum likelihood estimator which under squared error loss function is minimax and admissible estimator. In many practical situations, is known in advance to lie in an interval, say for some In this case, the maximum likelihood estimator...
This paper shows that optimal set-membership filtering (SMF) is identical to minimax ( ) filtering, if optimal SMF corresponds to the smallest error bound specification that leads to a non-empty feasible solution. An adaptive minimax filtering algorithm that uses optimal quadratic approximations to the minimax cost function is proposed for adaptive implementation of optimal SMF. The proposed al...
In this chapter, the robust optimal control of linear quadratic system is considered. This problem is first formulated as a minimax optimal control problem. We prove that it admits a solution. Based on this result, we show that this infinite-dimensional minimax optimal control problem can be approximated by a sequence of finite-dimensional minimax optimal parameter selection problems. Furthermo...
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