搜索结果: 1-15 共查到“理论统计学 problems”相关记录40条 . 查询时间(0.133 秒)
Efficiently Using Second Order Information in Large l1 Regularization Problems
Efficiently Using Second Order Information Large l1 Regularization Problems
2013/4/28
We propose a novel general algorithm LHAC that efficiently uses second-order information to train a class of large-scale l1-regularized problems. Our method executes cheap iterations while achieving f...
A General Iterative Shrinkage and Thresholding Algorithm for Non-convex Regularized Optimization Problems
A General Iterative Shrinkage Thresholding Algorithm Non-convex Regularized Optimization Problems
2013/5/2
Non-convex sparsity-inducing penalties have recently received considerable attentions in sparse learning. Recent theoretical investigations have demonstrated their superiority over the convex counterp...
Large-Margin Metric Learning for Partitioning Problems
Large-Margin Metric Learning Partitioning Problems
2013/4/28
In this paper, we consider unsupervised partitioning problems, such as clustering, image segmentation, video segmentation and other change-point detection problems. We focus on partitioning problems b...
Tchebycheff systems and extremal problems for generalized moments: a brief survey
Tchebycheff systems Markov systems extremal problems
2011/7/19
A brief presentation of basics of the theory of Tchebycheff and Markov systems of functions and its applications to extremal problems for integrals of such functions is given.
A Finite-Time Analysis of Multi-armed Bandits Problems with Kullback-Leibler Divergences
Finite-Time Multi-armed Bandits Problems Kullback-Leibler Divergences
2011/6/20
We consider a Kullback-Leibler-based algorithmfor the stochastic multi-armed bandit prob-
lem in the case of distributions with finite supports (not necessarily known beforehand),
whose asymptotic r...
Besov priors for Bayesian inverse problems
Bayesian inverse problems Fernique-like theorem
2011/6/16
We consider the inverse problem of estimating a function u from
noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the
problem and widen the existing theory, which is developed...
A Threshold Regularization Method for Inverse Problems
Inverse problems regularization oracle inequalities hard thresholding
2011/6/16
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally res...
The Convex Geometry of Linear Inverse Problems
Optimization and Control (math.OC) Statistics Theory (math.ST)
2010/12/17
In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimensi...
Two switching multiple disorder problems for Brownian motions
Multiple disorder problem optimal switching problem Brownian motion
2010/11/8
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability ...
Identification and well-posedness in a class of nonparametric problems
Identification well-posedness nonparametric problems
2010/10/19
This is a companion note to Zinde-Walsh (2010), arXiv:1009.4217v1[MATH.ST], to clarify and extend results on identification in a number of problems that lead to a system of convolution equations. Exam...
Asymptotic optimality of the cross-entropy method for Markov chain problems
Asymptotic optimality cross-entropy method Markov chain problems
2010/3/11
The correspondence between the cross-entropymethod and the zero-variance
approximation to simulate a rare event problem in Markov chains is shown. This
leads to a sufficient condition that the cross...
Intrinsic Bounds and False Discovery Rate Control in Multiple Testing Problems
Multiple testing False Discovery Rate Benjamini Hochberg’s procedure power criticality proportion of true null hypotheses
2010/3/11
When testing a large number of independent hypotheses, three different questions are of
interest: are some hypotheses true alternatives? How many of them? Which of them?
These questions give rise to...
The Three Doors Problems
Three Doors Problems Monty Hall Problem elementary probability theory
2010/3/10
The Three Doors Problem, or Monty Hall Problem, is familiar to statisticians
as a paradox in elementary probability theory often found in elementary
probability texts (especially in their exercises ...
On some problems in the article “Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh
problems Efficient Likelihood Estimation State Space Models
2010/3/11
Upon reading the paper Efficient Likelihood Estimation
in State Space Models by Cheng-Der Fuh I found a number of problems in the
formulations and a number of mathematical errors. Together, these fi...
Bayesian predictive densities for linear regression models under alpha-divergence loss：some results and open problems
shrinkage prior Bayesian predictive density alpha-divergence Stein effect
2010/3/10
This paper considers estimation of the predictive density for
a normal linear model with unknown variance under -divergence loss for
−1 1. We first give a general canonical form for the...