- Tytuł:
- Ryszard Zieliński’s contribution to statistical optimization and fixed-precision estimation
- Autorzy:
- Męczarski, Marek
- Powiązania:
- https://bibliotekanauki.pl/articles/747417.pdf
- Data publikacji:
- 2012
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Tematy:
-
stochastic approximation, Kiefer-Wolfowitz procedure, gradient estimation, response surface analysis, simplex design, confidence set, stopping rule, fixed-precision estimation
aproksymacja stochastyczna, procedura Kiefera\--Wol\-fowitza, estymacja gradientu, analiza powierzchni odpowiedzi, plan sympleksowy, zbiór ufności, reguła zatrzymania, estymacja stałoprecyzyjna - Opis:
-
W tej części opisane będą wyniki Profesora Ryszarda Zielińskiego w dziedzinie klasycznej aproksymacji stochastycznej, analizy powierzchni odpowiedzi oraz konstrukcji zbiorów ufności o zadanej precyzji.
Professor Ryszard Zieliński's results in stochastic approximation, extremal experimental design in the framework of response surface analysis and fixed-precision set estimation are outlined. First, he proposed a randomized version of Fabian's (1967) gradient estimate in the Kiefer-Wolfowitz procedure, which reduced the number of required observations and improved the rate of convergence. Second, when considering response surface analysis and experimental designs for the gradient estimation, he constructed a randomized simplex design which resulted in the unbiased estimator. Third, he gave a method to construct confidence sets with prescribed accuracy (i. e. the width and the confidence level) by sampling independent copies of a process of interest. Professor Ryszard Zieliński's results in stochastic approximation, extremal experimental design in the framework of response surface analysis and fixed precision set estimation are outlined. First, he proposed a randomized version of Fabian's (1967) gradient estimate in the Kiefer-Wolfowitz procedure, which reduced the number of required observations and improved the rate of convergence. Second, when considering response surface analysis and experimental designs for the gradient estimation, he constructed a randomized simplex design which resulted in the unbiased estimator. Third, he gave a method to construct confidence sets with prescribedaccuracy (i. e. the width and the confidence level) by sampling independent copiesof a process of interest. - Źródło:
-
Mathematica Applicanda; 2012, 40, 2
1730-2668
2299-4009 - Pojawia się w:
- Mathematica Applicanda
- Dostawca treści:
- Biblioteka Nauki
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