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一般正态线性模型中可估函数的线性Minimax估计 被引量:3
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作者 徐礼文 喻胜华 《经济数学》 2004年第1期39-44,共6页
对于一般正态线性模型 Y~ N (Xβ,σ2 V) ,这里 X和 V≥ 0是已知矩阵 ,β∈ Rp 和σ2 >0是未知参数 ,在二次损失下我们研究了可估函数 DXβ的线性估计在一切估计类中的 Minimax性 ,得到了 DXβ的唯一线性 Minimax估计 (有关唯一性... 对于一般正态线性模型 Y~ N (Xβ,σ2 V) ,这里 X和 V≥ 0是已知矩阵 ,β∈ Rp 和σ2 >0是未知参数 ,在二次损失下我们研究了可估函数 DXβ的线性估计在一切估计类中的 Minimax性 ,得到了 DXβ的唯一线性 Minimax估计 (有关唯一性在几乎处处意义下理解 ) 展开更多
关键词 二次损失 可估函数 线性Minimax估计 一般正态线性模型
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正态线性模型中可估函数的极小极大估计(英文)
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作者 回钰 《菏泽学院学报》 2000年第4期13-16,共4页
论述正态线形模型NL(Xβ,δ~2V),其中V为已知k×n正定矩阵,σ~2>0为未知参数,在二次损失|σ~2+β~TX^TV^1Xβ|~1||δ SXβ||下,根据可容许性理论,证明了SXβ的线性估计是其一切估计类中的唯一极小极大估计。
关键词 正态线性模型 二次损失 可估线性函数 极小极大估计 可容许性理论
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支持向量机方法在储层预测中的应用 被引量:23
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作者 乐友喜 袁全社 《石油物探》 EI CSCD 2005年第4期388-392,共5页
传统储层预测学习方法大都基于经验风险最小化准则,预测效果不理想。而基于结构化风险最小化准则的支持向量机方法,通过对推广误差(风险)上界的最小化达到最大的泛化能力和全局最优,具有可靠的预测能力。对支持向量机法的方法原理,即非... 传统储层预测学习方法大都基于经验风险最小化准则,预测效果不理想。而基于结构化风险最小化准则的支持向量机方法,通过对推广误差(风险)上界的最小化达到最大的泛化能力和全局最优,具有可靠的预测能力。对支持向量机法的方法原理,即非线性模式识别法和非线性函数估计法进行了讨论,并采用不同的样本数, 将其与神经网络法作对比,结果表明,2种方法的训练结果精度都较高,但对sinc函数的估计结果,支持向量机法更可靠。在胜利油田某区块应用了向量机法,以地震波波形作为输入向量进行了砂体孔隙度和含油性预测, 预测结果与已知结果吻合较好。 展开更多
关键词 支持向量机 波形 线性模式识别 线性函数估计 储层参数预测 油气预测
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基于一般化斜投影的异策略时序差分学习算法 被引量:4
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作者 吴毓双 陈筱语 +1 位作者 马静雯 陈兴国 《南京大学学报(自然科学版)》 CAS CSCD 北大核心 2017年第6期1052-1062,共11页
在强化学习的值函数线性估计问题中,时序差分不动点解和贝尔曼残差的方法都是对真实值函数的斜投影,然而这两种解经证明都不是最优解.通过对两种投影进行加权平均,提出了一种一般化的斜投影算子.基于此推导出两种残差时序差分学习算法,... 在强化学习的值函数线性估计问题中,时序差分不动点解和贝尔曼残差的方法都是对真实值函数的斜投影,然而这两种解经证明都不是最优解.通过对两种投影进行加权平均,提出了一种一般化的斜投影算子.基于此推导出两种残差时序差分学习算法,并给出了这两种算法在异策略下的收敛性证明.在著名的Baird的异策略反例实验上,与相关算法进行了对比,实验结果验证了所提算法的正确性和有效性. 展开更多
关键词 强化学习 线性函数估计 斜投影 异策略 时序差分学习
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Modular Transformation Formula for Certain Series
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作者 焦荣政 朱小林 《Chinese Quarterly Journal of Mathematics》 CSCD 2001年第2期94-97,共4页
In this paper we correct a transformation formula given by T.M.Apostol in reference [1]. Using this formula, we get an estimation of ζ(3).
关键词 SERIES modular transformation Bernoulli polynomial zeta_function RESIDUE
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A novel robust approach for SLAM of mobile robot
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作者 马家辰 张琦 马立勇 《Journal of Central South University》 SCIE EI CAS 2014年第6期2208-2215,共8页
The task of simultaneous localization and mapping (SLAM) is to build environmental map and locate the position of mobile robot at the same time. FastSLAM 2.0 is one of powerful techniques to solve the SLAM problem. ... The task of simultaneous localization and mapping (SLAM) is to build environmental map and locate the position of mobile robot at the same time. FastSLAM 2.0 is one of powerful techniques to solve the SLAM problem. However, there are two obvious limitations in FastSLAM 2.0, one is the linear approximations of nonlinear functions which would cause the filter inconsistent and the other is the "particle depletion" phenomenon. A kind of PSO & Hjj-based FastSLAM 2.0 algorithm is proposed. For maintaining the estimation accuracy, H~ filter is used instead of EKF for overcoming the inaccuracy caused by the linear approximations of nonlinear functions. The unreasonable proposal distribution of particle greatly influences the pose state estimation of robot. A new sampling strategy based on PSO (particle swarm optimization) is presented to solve the "particle depletion" phenomenon and improve the accuracy of pose state estimation. The proposed approach overcomes the obvious drawbacks of standard FastSLAM 2.0 algorithm and enhances the robustness and efficiency in the parts of consistency of filter and accuracy of state estimation in SLAM. Simulation results demonstrate the superiority of the proposed approach. 展开更多
关键词 mobile robot simultaneous localization and mapping (SLAM) improved FastSLAM 2.0 H∞ filter particle swarmoptimization (PSO)
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Free Search Algorithm Based Estimation in WSN Location 被引量:1
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作者 周晖 李丹美 +1 位作者 邵世煌 徐晨 《Journal of Donghua University(English Edition)》 EI CAS 2009年第1期52-55,共4页
This paper proposes a novel intelligent estimation algorithm in Wireless Sensor Network nodes location based on Free Search,which converts parameter estimation to on-line optimization of nonlinear function and estimat... This paper proposes a novel intelligent estimation algorithm in Wireless Sensor Network nodes location based on Free Search,which converts parameter estimation to on-line optimization of nonlinear function and estimates the coordinates of senor nodes using the Free Search optimization.Compared to the least-squares estimation algorithms,the localization accuracy has been increased significantly,which has been verified by the simulation results. 展开更多
关键词 WSN LOCATION intelligent estimation Free Search optimization swarm intelligence
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可加模型的无交叉分位回归曲线与房价问题研究 被引量:4
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作者 何静 熊巍 田茂再 《数理统计与管理》 CSSCI 北大核心 2015年第4期707-718,共12页
高维数据分析是当前研究的热点话题,而在对其进行分析时,非参数方法由于其灵活,无需对模型进行假定,得到了广泛的发展和认可。其中可加模型不仅能够有效地对变量进行降维,避免"维数灾难"的发生;而且能够得到各个变量的边际效... 高维数据分析是当前研究的热点话题,而在对其进行分析时,非参数方法由于其灵活,无需对模型进行假定,得到了广泛的发展和认可。其中可加模型不仅能够有效地对变量进行降维,避免"维数灾难"的发生;而且能够得到各个变量的边际效应,具有很好的解释性。为了得到更加稳健的估计量,本文考虑利用分位回归方法对可加模型进行估计。分位回归方法由于其能够全面地刻画因变量在各个分位点上的变化趋势,并不受误差分布的限制,使得该方法具有更广泛的应用性。本文综合考虑以上优势,提出局部线性最小化检验函数估计方法和局部线性双核估计方法对可加模型进行估计。并且该方法能够有效地避免可加模型分位回归曲线的交叉问题.蒙特卡洛结果显示,与传统的均值估计法相比,不论误差分布的形式,我们提出的方法更具有优越性。用北京市二手房房价数据进行实证分析,进一步验证了本文提出的估计方法。 展开更多
关键词 可加模型 分位回归方法 局部线性最小化检验函数估计 局部线性双核估计 边际积分方法
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Partial functional linear quantile regression 被引量:4
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作者 TANG QingGuo CHENG LongSheng 《Science China Mathematics》 SCIE 2014年第12期2589-2608,共20页
This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables.... This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. The slope function is estimated by the functional principal component basis. The asymptotic distribution of the estimator of the vector of slope parameters is derived and the global convergence rate of the quantile estimator of unknown slope function is established under suitable norm. It is showed that this rate is optirnal in a minimax sense under some smoothness assumptions on the covariance kernel of the covariate and the slope function. The convergence rate of the mean squared prediction error for the proposed estimators is also established. Finite sample properties of our procedures are studied through Monte Carlo simulations. A real data example about Berkeley growth data is used to illustrate our proposed methodology. 展开更多
关键词 partial functional linear quantile regression quantile estimator functional principal coraponent analysis convergence rate
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Wavelet estimations for density derivatives 被引量:2
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作者 LIU YouMing WANG HuiYing 《Science China Mathematics》 SCIE 2013年第3期483-495,共13页
Donoho et al. in 1996 have made almost perfect achievements in wavelet estimation for a density function f in Besov spaces Bsr,q(R). Motivated by their work, we define new linear and nonlinear wavelet estimators flin,... Donoho et al. in 1996 have made almost perfect achievements in wavelet estimation for a density function f in Besov spaces Bsr,q(R). Motivated by their work, we define new linear and nonlinear wavelet estimators flin,nm, fnonn,m for density derivatives f(m). It turns out that the linear estimation E(‖flinn,m-f(m)‖p) for f(m) ∈ Bsr,q(R) attains the optimal when r≥ p, and the nonlinear one E(‖fnonn,m-f(m)‖p) does the same if r≤p/2(s+m)+1 . In addition, our method is applied to Sobolev spaces with non-negative integer exponents as well. 展开更多
关键词 wavelet estimators OPTIMALITY Besov spaces Sobolev spaces density derivative
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FINITE ELEMENT APPROXIMATION FOR A CLASS OF PARAMETER ESTIMATION PROBLEMS 被引量:3
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作者 CHANG Yanzhen YANG Danping 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2014年第5期866-882,共17页
This paper investigates the finite element approximation of a class of parameter estimation problems which is the form of performance as the optimal control problems governed by bilinear parabolic equations,where the ... This paper investigates the finite element approximation of a class of parameter estimation problems which is the form of performance as the optimal control problems governed by bilinear parabolic equations,where the state and co-state are discretized by piecewise linear functions and control is approximated by piecewise constant functions.The authors derive some a priori error estimates for both the control and state approximations.Finally,the numerical experiments verify the theoretical results. 展开更多
关键词 A priori error estimate finite element approximation optimal control problems
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ASYMPTOTIC NORMALITY OF SOME ESTIMATORS IN A FIXED-DESIGN SEMIPARAMETRIC REGRESSION MODEL WITH LINEAR TIME SERIES ERRORS 被引量:10
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作者 JinhongYOU CHENMin GemaiCHEN 《Journal of Systems Science & Complexity》 SCIE EI CSCD 2004年第4期511-522,共12页
Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is con... Consider a semiparametric regression model with linear time series errors Y_k= x′ _kβ + g(t_k) + ε_k, 1 ≤ k ≤ n, where Y_k's are responses, x_k =(x_(k1),x_(k2),···,x_(kp))′ and t_k ∈ T is contained in R are fixed design points, β =(β_1,β_2,···,β_p)′ is an unknown parameter vector, g(·) is an unknown bounded real-valuedfunction defined on a compact subset T of the real line R, and ε_k is a linear process given byε_k = ∑ from j=0 to ∞ of ψ_je_(k-j), ψ_0=1, where ∑ from j=0 to ∞ of |ψ_j| < ∞, and e_j,j=0, +-1, +-2,···, ard i.i.d. random variables. In this paper we establish the asymptoticnormality of the least squares estimator of β, a smooth estimator of g(·), and estimators of theautocovariance and autocorrelation functions of the linear process ε_k. 展开更多
关键词 semiparametric regression model fixed-design asymptotic normality lineartime series errors
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The nonparametric estimation of long memory spatio-temporal random field models 被引量:2
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作者 WANG LiHong 《Science China Mathematics》 SCIE CSCD 2015年第5期1115-1128,共14页
This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some m... This paper considers the local linear estimation of a multivariate regression function and its derivatives for a stationary long memory(long range dependent) nonparametric spatio-temporal regression model.Under some mild regularity assumptions, the pointwise strong convergence, the uniform weak consistency with convergence rates and the joint asymptotic distribution of the estimators are established. A simulation study is carried out to illustrate the performance of the proposed estimators. 展开更多
关键词 asymptotic behaviors local linear regression estimation long memory random fields spatiotemporal random field models
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