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Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution
Optimal Conditional Confidence Interval the Shape Parameter a Weibull Distribution
2009/9/17
Optimal Conditional Confidence Interval for the Shape Parameter of a Weibull Distribution。
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables
Optimal Stopping Problems Generalized Averages Discrete Random Variables
2009/9/17
On the Values of Optimal Stopping Problems for Generalized Averages of Discrete Random Variables。
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2009/9/16
We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from Sto...
Optimal properties of some Bayesian inferences
relative surprise inferences probability of covering a false value unbiasedness Bayes factors relative belief ratios
2009/9/16
Relative surprise regions are shown to minimize, among Bayesian credible regions, the prior probability of covering a false value from the prior. Such regions are also shown to be unbiased in the sens...
Optimal weighting for false discovery rate control
False discovery rate multiple testing p-value weighting power maximization
2009/9/16
How to weigh the Benjamini-Hochberg procedure? In the context of multiple hypothesis testing, we propose a new step-wise procedure that controls the false discovery rate (FDR) and we prove it to be mo...
Optimal Control for Absolutely Continuous Stochastic Processes and the Mass Transportation Problem
Absolutely continuous stochastic process mass transportation problem Salisburyfi problem
2009/4/29
We study the optimal control problem for Rd-valued absolutely continuous stochastic processes with given marginal distributions at every time. When $d=1$, we show the existence and the uniqueness of a...
Consider a two-person zero-sum game played on a random n by n matrix where the entries are iid normal random variables. Let Z be the number of rows in the support of the optimal strategy for player I ...
On the Novikov-Shiryaev Optimal Stopping Problems in Continuous Time
Levy processes optimal stopping problem Appell polynomials pasting principles
2009/4/24
Novikov and Shiryaev (2004) give explicit solutions to a class of optimal stopping problems for random walks based on other similar examples given in Darling et al. (1972). We give the analogue of the...
On the false discovery rate and an asymptotically optimal rejection curve
Crossing point extended Glivenko–Cantelli theorem false discoveryproportion false discovery rate familywise error rate
2010/3/19
In this paper we introduce and investigate a new rejection curve
for asymptotic control of the false discovery rate (FDR) in multiple
hypotheses testing problems. We first give a heuristic motivatio...
A Stochastic View of Optimal Regret through Minimax Duality
Stochastic View Optimal Regret Minimax Duality
2010/3/19
We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to t...
Optimal Policies Search for Sensor Management
Sensor(s) Management Partially Observable Markov Decision Process Stochastic Gradient Estimation AESA Radar
2010/3/19
This paper introduces a new approach to solve
sensor management problems. Classically sensor management
problems can be well formalized as Partially-Observed Markov
Decision Processes (POMPD). The ...
SMART：A statistical framework for optimal design matrix generation with application to fMRI
statistical framework optimal design matrix generation fMRI
2010/3/18
The general linear model (GLM) is a well established tool for analyzing functional magnetic resonance imaging (fMRI) data. Most fMRI analyses via GLM proceed in a massively univariate
fashion where t...
Characterization of Balanced Fractional 2m Factorial Designs of Resolution R*({1}|3) and GA-optimal Designs
association algebra BFF designs estimable parametric functions GA-optimality criterion resolution simple arrays
2009/3/10
In this paper, based on the assumption that the four-factor and higher-order interactions are to be negligible, we consider a balanced fractional 2m factorial design derived from a simple array such t...
Some Properties of the Point Optimal Invariant Test for the Constancy of Parameters
characteristic function constancy of parameters locally best invariant test point optimal invariant test power envelope
2009/3/10
In this paper we consider the time-varying parameter model. Since there is no uniformly most powerful test for the constancy of parameters, the locally best invariant (LBI) test has often been conside...
Finite Sample Properties of Estimators for the Optimal Portfolio Weight
mean-variance model simultaneous estimation statistical decision theory portfolio selection
2009/3/9
This paper considers the problem of estimating the optimal portfolio weight to the mean-variance model in finance when parameters are unknown. For this purpose, we consider the following two classes o...