搜索结果: 16-25 共查到“统计学 Parameter Estimation”相关记录25条 . 查询时间(0.128 秒)
Computational Methods for Parameter Estimation in Climate Models
Parametric Uncertainties InverseProblems SimulatedAnnealing Climate Models
2009/9/22
Intensive computational methods have been used by Earth scientists
in a wide range of problems in data inversion and uncertainty quantication such
as earthquake epicenter location and climate projec...
Parameter estimation of ODE's via nonparametric estimators
Asymptotics M-estimator Nonparametric regression Parametric estimation Splines
2009/9/16
Ordinary differential equations (ODE's) are widespread models in physics, chemistry and biology. In particular, this mathematical formalism is used for describing the evolution of complex systems and ...
Filtering and parameter estimation for a jump stochastic process with discrete observations
Filtering parameter estimation discrete observations
2009/3/19
A compound Poisson process is considered. We estimate the current position of the stochastic process based on past discrete-time observations (non-linear discrete filtering problem) in Bayesian settin...
Parameter estimation of S-distributions with alternating regression
Alternating regression Parameter estimation S-distribution S-system
2009/2/23
We propose a novel 3-way alternating regression (3-AR) method as an effective strategy for the
estimation of parameter values in S-distributions from frequency data. The 3-AR algorithm is very fast a...
Parameter estimation for fractional Ornstein-Uhlenbeck processes
Parameter estimation fractional Ornstein-Uhlenbeck processes
2010/3/17
We study a least squares estimator bT for the Ornstein-Uhlenbeck
process, dXt = Xtdt+dBHt , driven by fractional Brownian motion BH
with Hurst parameter H 12 . We prove the strong consistence o...
Parameter estimation for computationally intensive nonlinear regression with an application to climate modeling
Equilibrium climate sensitivity observed and modeled climate space–time modeling statistical surrogate temperature data
2010/3/17
Nonlinear regression is a useful statistical tool, relating observed
data and a nonlinear function of unknown parameters. When the
parameter-dependent nonlinear function is computationally intensive...
Parameter Estimation in Manneville-Pomeau Processes
Manneville-Pomeau Maps Long and Not so Long Dependence Estimation Autocorrelation Decay
2010/4/30
In this work we study a class of stochastic processes {Xt}t2N, where Xt = (◦ T t
s )(X0) is obtained from the iterations of the transformation Ts, invariant for an ergodic probability μs on [0,...
We consider estimation procedures which are recursive in the sense
that each successive estimator is obtained from the previous one by a
simple adjustment. We propose a wide class of recursive estim...
Rate of Convergence in Recursive Parameter Estimation procedures
recursive estimation estimating equations stochastic approximation
2010/4/29
We consider estimation procedures which are recursive in the sense
that each successive estimator is obtained from the previous one by a
simple adjustment. We study rate of convergence of recursive ...
Recursive Parameter Estimation：Asymptotic expansion
recursive estimation estimating equations stochasticapproximation.
2010/4/29
We consider estimation procedures which are recursive in the
sense that each successive estimator is obtained from the previous
one by a simple adjustment. The model considered in the paper is
very...