6期

最新文章

• Vanishing shortcoming and asymptotic relative efficiency (vol 28, pg 215, 2000) AI翻译
  作者：Inglot, T; Kallenberg, WCM; Ledwina, T
  作者单位：University of Wroclaw; University of Twente; Polish Academy of Sciences; Institute of Mathematics of the Polish Academy of Sciences
• On the determination of optimal designs for an interference model AI翻译
  作者：Kunert, J; Martin, RJ
  作者单位：Dortmund University of Technology; University of Sheffield
  摘要：This paper generalizes Kushner's method for finding optimal repeated measurements designs to find optimal designs under an interference model. The model we assume is for a one-dimensional layout without guard plots and with different left and right neighbor effects. The resulting optimal designs may need many blocks or may not even exist as a finite design. The results give lower bounds for optimality criteria on finite designs and the design structure can be used to suggest efficient small de...
• Adaptive optimization and D-optimum experimental design AI翻译
  作者：Pronzato, L
  作者单位：Centre National de la Recherche Scientifique (CNRS); Universite Cote d'Azur
  摘要：We consider the situation where one has to maximize a function eta(theta, x) with respect to x is an element of R-q, when a is unknown and estimated by least squares through observations y(k) = f(inverted perpendicular)(x(k))theta + epsilon (k), with epsilon (k) some random error. Classical applications are regulation and extremum control problems. The approach we adopt corresponds to maximizing the sum of the current estimated objective and a penalization for poor estimation: x(k+1) maximizes...
• Asymptotically minimax regret procedures in regression model selection and the magnitude of the dimension penalty AI翻译
  作者：Goldenshluger, A; Greenshtein, E
  作者单位：University of Haifa; Technion Israel Institute of Technology
  摘要：This paper addresses the topic of model selection in regression. We emphasize the case of two models, testing which model provides a better prediction based on n observations. Within a family of selection rules, based on maximizing a penalized log-likelihood under a normal model, we search for asymptotically minimax rules over a class G of possible joint distributions of the explanatory and response variables. For the class g of multivariate normal joint distributions it is shown that asymptot...
• Statistical estimation for multiplicative cascades AI翻译
  作者：Ossiander, M; Waymire, EC
  作者单位：Oregon State University
  摘要：The probability distribution of the cascade generators in a random multiplicative cascade represents a hidden parameter which is reflected in the fine scale limiting behavior of the scaling exponents (sample moments) of a single sample cascade realization as a.s. constants. We identify a large class of cascade generators uniquely determined by these scaling exponents. For this class we provide both asymptotic consistency and confidence intervals for two different estimators of the cumulant gen...
• Estimating the K function of a point process with an application to cosmology AI翻译
  作者：Stein, ML; Quashnock, JM; Loh, JM
  作者单位：University of Chicago; University of Chicago
  摘要：Motivated by the study of an important data set for understanding the large-scale structure of the universe, this work considers the estimation of the reduced second-moment function, or K function, of a stationary point process on R observed over a large number of segments of possibly varying lengths. Theory and simulation are used to compare the behavior of isotropic and rigid motion correction estimators and some modifications of these estimators. These results generally support the use of m...
• A note on sequential detection with exponential penalty for the delay AI翻译
  作者：Beibel, M
  作者单位：University of Freiburg
  摘要：We study the continuous time analogue of the Bayes problem of Poor. As usual the results on the optimal solution are more explicit than in the discrete time set-up.
• The consistency of the BIC Markov order estimator AI翻译
  作者：Csiszár, I; Shields, PC
  作者单位：HUN-REN; HUN-REN Alfred Renyi Institute of Mathematics; Hungarian Academy of Sciences; University System of Ohio; University of Toledo
  摘要：The Bayesian Information Criterion (BIC) estimates the order of a Markov chain (with finite alphabet A) from observation of a sample path x(1), x(2), ..., x(n), as that value k = (k) over cap that minimizes the sum of the negative logarithm of the kth order maximum likelihood and the penalty term \A\(k)(\A\-1)/2. We show that (k) over cap equals the correct order of the chain, eventually almost surely as it --> infinity, thereby strengthening earlier consistency results that assumed an apriori...
• Constrained D- and D1-optimal designs for polynomial regression AI翻译
  作者：Dette, H; Franke, T
  作者单位：Ruhr University Bochum
  摘要：In the common polynomial regression model of degree m we consider the problem of determining the D- and D-1-optimal designs subject to certain constraints for the D-1-efficiencies in the models of degree m - j, m - j + 1..... m + k(m > j greater than or equal to 0, k greater than or equal to 0 given). We present a complete solution of these problems, which on the one hand allow a fast computation of the constrained optimal designs and on the other hand give an answer to the question of the exi...
• Asymptotically efficient strategies for a stochastic scheduling problem with order constraints AI翻译
  作者：Fuh, CD; Hu, IC
  作者单位：Academia Sinica - Taiwan; Hong Kong University of Science & Technology
  摘要：Motivated by an application in computerized adaptive tests, we consider the following sequential design problem. There are J jobs to be processed according to a predetermined order. A single machine is available to process these J jobs. Each job under processing evolves stochastically as a Markov chain and earns rewards as it is processed, not otherwise. The Markov chain has transition probabilities parameterized by an unknown parameter theta. The objective is to determine how long each job sh...