Results 11 to 20 of about 10,242 (124)
IDENTIFICATION AND STATISTICAL DECISION THEORY [PDF]
Econometric Theory, 2022 Econometricians have usefully separated study of estimation into identification and statistical components. Identification analysis, which assumes knowledge of the probability distribution generating observable data, places an upper bound on what may be ...
C. Manski
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A Statistical Decision-Theoretical Perspective on the Two-Stage Approach to Parameter Estimation [PDF]
IEEE Conference on Decision and Control, 2022 One of the most important problems in system identification and statistics is how to estimate the unknown parameters of a given model. Optimization methods and specialized procedures, such as Empirical Minimization (EM) can be used in case the likelihood
Braghadeesh Lakshminarayanan, C. Rojas
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A Note on the Estimation Method of Intervention Effects based on Statistical Decision Theory [PDF]
Annual Conference on Information Sciences and Systems, 2019 In this paper, we deal with the problem of estimating the intervention effect in the statistical causal analysis using the structural equation model and the causal diagram.
Shunsuke Horii, Tota Suko
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Statistical analysis of various splitting criteria for decision trees
Journal of Algorithms & Computational Technology, 2023 Decision trees are frequently used to overcome classification problems in the fields of data mining and machine learning, owing to their many perks, including their clear and simple architecture, excellent quality, and resilience.
F. Aaboub +2 more
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Minimax theory for a class of nonlinear statistical inverse problems [PDF]
, 2015 We study a class of statistical inverse problems with nonlinear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the nonlinearity.
Kolyan Ray, J. Schmidt-Hieber
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Hidden Markov graphical models with state‐dependent generalized hyperbolic distributions
Canadian Journal of Statistics, EarlyView.Abstract In this article, we develop a novel hidden Markov graphical model to investigate time‐varying interconnectedness between different financial markets. To identify conditional correlation structures under varying market conditions and accommodate shape features embedded in financial time series, we rely upon the generalized hyperbolic family of ...
Beatrice Foroni +2 more
wiley +1 more source
Computers and chess masters: The role of AI in transforming elite human performance
British Journal of Psychology, EarlyView.Abstract Advances in Artificial Intelligence (AI) have made significant strides in recent years, often supplementing rather than replacing human performance. The extent of their assistance at the highest levels of human performance remains unclear. We analyse over 11.6 million decisions of elite chess players, a domain commonly used as a testbed for AI
Merim Bilalić, Mario Graf, Nemanja Vaci
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Computing Skinning Weights via Convex Duality
Computer Graphics Forum, EarlyView.We present an alternate optimization method to compute bounded biharmonic skinning weights. Our method relies on a dual formulation, which can be optimized with a nonnegative linear least squares setup. Abstract We study the problem of optimising for skinning weights through the lens of convex duality.
J. Solomon, O. Stein
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Larry Brown’s Contributions to Parametric Inference, Decision Theory and Foundations: A Survey
Statistical Science, 2019 This article gives a panoramic survey of the general area of parametric statistical inference, decision theory and foundations of statistics for the period 1965–2010 through the lens of Larry Brown’s contributions to varied aspects of this massive ...
J. Berger, A. Dasgupta
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Miners' Reward Elasticity and Stability of Competing Proof‐of‐Work Cryptocurrencies
International Economic Review, EarlyView.ABSTRACT Proof‐of‐Work cryptocurrencies employ miners to sustain the system through algorithmic reward adjustments. We develop a stochastic model of the multicurrency mining and identify conditions for stable transaction speeds. Bitcoin's algorithm requires hash supply elasticity <$<$1 for stability, while ASERT remains stable for any elasticity and ...
Kohei Kawaguchi +2 more
wiley +1 more source