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Wyświetlanie 1-15 z 28
Tytuł:
Bayesian and Non Bayesian Method of Estimation of Scale Parameter of Gamma Distribution under Symmetric and Asymmetric Loss Functions
Autorzy:
Gupta, Isha
Gupta, Rahul
Powiązania:
https://bibliotekanauki.pl/articles/1177726.pdf
Data publikacji:
2018
Wydawca:
Przedsiębiorstwo Wydawnictw Naukowych Darwin / Scientific Publishing House DARWIN
Tematy:
Bayes Estimator
Linex Loss Function
Precautionary Loss Function
Risk Function
Squared Error Loss Function
Opis:
In this investigation, we consider Bayesian and Non-Bayesian estimation problems of unknown scale parameter of Gamma distribution assuming the shape parameter as known and derive Bayes and Classical (Non-Bayes) estimators of the scale parameter. Bayes estimators are obtained under symmetric (squared error) and asymmetric (linex and precautionary) loss functions using a non-informative prior. The risk efficiency of Bayes estimators is also obtained under these loss functions. Finally, the simulation study is done to compare the performance of these estimators using MATLAB software.
Źródło:
World Scientific News; 2018, 101; 172-191
2392-2192
Pojawia się w:
World Scientific News
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On the classification of observations in the switching regression
O klasyfikacji obserwacji w regresji przełącznikowej
Autorzy:
Pruska, Krystyna
Powiązania:
https://bibliotekanauki.pl/articles/904610.pdf
Data publikacji:
1997
Wydawca:
Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
Tematy:
switching regression model
discrimination analysis
loss function
Opis:
The paper discusses the method of determining the sample division indicator for the switching regression model in case of two states generating values of the explained variable, which ensures the least risk of making a mistake, understood as the expected value of relevant loss function. This paper is an attempt to take advantage of the discrimination analysis elements in the switching regression analysis.
Źródło:
Acta Universitatis Lodziensis. Folia Oeconomica; 1997, 141
0208-6018
2353-7663
Pojawia się w:
Acta Universitatis Lodziensis. Folia Oeconomica
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Measurement of effectiveness of new products implementation process according to APQP/PPAP requirements - proposition of indices
Autorzy:
Rewilak, J.
Tokaj, T.
Powiązania:
https://bibliotekanauki.pl/articles/406760.pdf
Data publikacji:
2012
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
APQP
PPAP
flowchart
FMEA
Taguchi
loss function
Opis:
One of the requirements of the process approach is to identify the methods and evaluation criteria for process measurement. The effectiveness described as the ability to execute scheduled tasks and the objectives may be the measure used to evaluate processes. The article presents a few concepts of efficiency indicators that can be used in assessing the activities carried out within the framework of the implementation of new projects, according to APQP&PPAP guidelines. This paper proposes four concepts of indicators to assess the effectiveness of the above-described process, including index based on the Taguchi loss function.
Źródło:
Management and Production Engineering Review; 2012, 3, 4; 69-79
2080-8208
2082-1344
Pojawia się w:
Management and Production Engineering Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayes optimal stopping of a homogeneous poisson process under linex loss function and variation in the prior
Autorzy:
Męczarski, Marek
Zieliński, Ryszard
Powiązania:
https://bibliotekanauki.pl/articles/1339171.pdf
Data publikacji:
1997
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
prior distribution uncertainty
homogeneous Poisson process
LINEX loss function
Opis:
A homogeneous Poisson process (N(t),t ≥ 0) with the intensity function m(t)=θ is observed on the interval [0,T]. The problem consists in estimating θ with balancing the LINEX loss due to an error of estimation and the cost of sampling which depends linearly on T. The optimal T is given when the prior distribution of θ is not uniquely specified.
Źródło:
Applicationes Mathematicae; 1996-1997, 24, 4; 457-463
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Adaptive and precise peak detection algorithm for fibre Bragg grating using generative adversarial network
Autorzy:
Kumar, Sunil
Sengupta, Somnath
Powiązania:
https://bibliotekanauki.pl/articles/2174853.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Stowarzyszenie Elektryków Polskich
Tematy:
Fibre Bragg grating
generative model
discriminative model
loss function
Opis:
An adaptive and precise peak wavelength detection algorithm for fibre Bragg grating using generative adversarial network is proposed. The algorithm consists of generative model and discriminative model. The generative model generates a synthetic signal and is sampled for training using a deep neural network. The discriminative model predicts the real fibre Bragg grating signal by the calculation of the loss functions. The maxima of loss function of the discriminative signal and the minima of loss function of the generative signal are matched and the desired peak wavelength of fibre Bragg grating is determined. The proposed algorithm is verified theoretically and experimentally for a single fibre Bragg grating peak. The accuracy has been obtained as ±0.2 pm. The proposed algorithm is adaptive in the sense that any random fibre Bragg grating peak can be identified within a short wavelength range.
Źródło:
Opto-Electronics Review; 2022, 30, 4; art. no. e144227
1230-3402
Pojawia się w:
Opto-Electronics Review
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian estimation of the Gini index and the Bonferroni index for the Dagum distribution with the application of different priors
Autorzy:
Arora, Sangeeta
Mahajan, Kalpana K.
Jangra, Vikas
Powiązania:
https://bibliotekanauki.pl/articles/2107043.pdf
Data publikacji:
2022-06-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
Inequality measures
Bayes estimator
credible interval
LINEX loss function
Opis:
Bayesian estimators and highest posterior density credible intervals are obtained for two popular inequality measures, viz. the Gini index and the Bonferroni index in the case of the Dagum distribution. The study considers informative and non-informative priors, i.e. the Mukherjee-Islam prior and the extension of Jeffrey’s prior, respectively, under the presumption of the Linear Exponential (LINEX) loss function. A Monte Carlo simulation study is carried out in order to obtain the relative efficiency of both the Gini and Bonferroni indices while taking into consideration different priors and loss functions. The estimated loss proves lower when using the Mukherjee-Islam prior in comparison to the extension of Jeffrey’s prior and the LINEX loss function outperforms the squared error loss function (SELF) in terms of the estimated loss. Highest posterior density credible intervals are also obtained for both these measures. The study used real-life data sets for illustration purposes.
Źródło:
Statistics in Transition new series; 2022, 23, 2; 49-68
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Pattern recognition of sacroileitis with the use of multistage logic with a fuzzy loss function
Autorzy:
Burduk, R.
Powiązania:
https://bibliotekanauki.pl/articles/1965805.pdf
Data publikacji:
2004
Wydawca:
Politechnika Gdańska
Tematy:
multistage classifier
sacroiletis
fuzzy loss function
k-nearest neighbor method
Opis:
The article describes the problem of pattern recognition of sacroileitis. Classification is based on a scheme of multistage recognition with a fuzzy loss function dependent on the node of the decision tree. Decision rules are based on k-nearest neighbors at particular internal nodes of the decision-tree. Paper presents influence of comparison fuzzy numbers on classifications results.
Źródło:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk; 2004, 8, 2; 217-221
1428-6394
Pojawia się w:
TASK Quarterly. Scientific Bulletin of Academic Computer Centre in Gdansk
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Macroprudential Debt-to-Income Ratio and Monetary Policy Rules
Autorzy:
Filiani, Pasquale
Powiązania:
https://bibliotekanauki.pl/articles/2119897.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
household debt
house prices
loss function
macroprudential policy
monetary policy
Opis:
We consider a monetary DSGE model featuring a borrowing constraint such that the amount of debt cannot be larger than a fraction – the debt-to-income (DTI) limit – of borrowers’ labor income and the DTI limit is endogenous. The coexistence of financial amplification mechanisms warranted by this model provides a role for a specific macroprudential tool: a countercyclical DTI limit. Conditional on the pre-crisis sample and in a more recent out-of- sample period, our ex-post normative analysis shows that when this policy is implemented the cooperation between central bank and macroprudential authority in pursuing the “two instruments for two goals” strategy delivers an efficient performance in terms of macroeconomic stabilization, significantly outperforming the central bank’s policy of “leaning against the wind”. This implies that a central bank should only be focused on its standard objectives (inflation and output stabilization) while financial stability be monitored by a macroprudential authority.
Źródło:
Central European Journal of Economic Modelling and Econometrics; 2022, 2; 161-198
2080-0886
2080-119X
Pojawia się w:
Central European Journal of Economic Modelling and Econometrics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Robust Bayesian estimation in a normal model with asymmetric loss function
Autorzy:
Boratyńska, Agata
Drozdowicz, Monika
Powiązania:
https://bibliotekanauki.pl/articles/1338870.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Matematyczny PAN
Tematy:
Bayes estimators
asymmetric loss function
robust Bayesian estimation
classes of priors
Opis:
The problem of robust Bayesian estimation in a normal model with asymmetric loss function (LINEX) is considered. Some uncertainty about the prior is assumed by introducing two classes of priors. The most robust and conditional Γ-minimax estimators are constructed. The situations when those estimators coincide are presented.
Źródło:
Applicationes Mathematicae; 1999, 26, 1; 85-92
1233-7234
Pojawia się w:
Applicationes Mathematicae
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Decision theory under general uncertainty
Autorzy:
Cui, Y.
Guo, R.
Dunne, T.
Guo, D.
Powiązania:
https://bibliotekanauki.pl/articles/2069606.pdf
Data publikacji:
2010
Wydawca:
Uniwersytet Morski w Gdyni. Polskie Towarzystwo Bezpieczeństwa i Niezawodności
Tematy:
statistical decision
state space
action space
uncertain measure
loss function
risk
uncertainty decision
Opis:
The exposure of Toyota management’s cover-up of its faulty car component problems raises a fundamental question: did Toyota management make an appropriate decision taking all uncertainties into account? Statistical decision theory is a framework with a probabilistic foundation, which admits random uncertainty about the real world and human thinking. In general, the uncertainty of the real world is diversified and therefore the effort of trying to deal with different forms of uncertainty with one special form of uncertainty, namely random uncertainty, may be oversimplified. In this paper, we introduce an axiomatic uncertain measure theoretical framework and explore the essential mechanism in formulating a general uncertainty decision theory. We expect that a new understanding of uncertainty and development of a corresponding new uncertainty decision-making approach may assist intelligence communities to survive and deal with the extremely tough and diverse aspects of an uncertain reality.
Źródło:
Journal of Polish Safety and Reliability Association; 2010, 1, 1; 51--66
2084-5316
Pojawia się w:
Journal of Polish Safety and Reliability Association
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On geometry of the set of admissible quadratic estimators of quadratic functions of normal parameters
Autorzy:
Neumann, Konrad
Zontek, Stefan
Powiązania:
https://bibliotekanauki.pl/articles/729676.pdf
Data publikacji:
2006
Wydawca:
Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:
linear estimator
quadratic estimator
Bayesian quadratic estimator
quadratic loss function
admissibility
quadratic subspace
Opis:
We consider the problem of admissible quadratic estimation of a linear function of μ² and σ² in n dimensional normal model N(Kμ,σ²Iₙ) under quadratic risk function. After reducing this problem to admissible estimation of a linear function of two quadratic forms, the set of admissible estimators are characterized by giving formulae on the boundary of the set D ⊂ R² of components of the two quadratic forms constituting the set of admissible estimators. Different shapes and topological properties of the set D are studied.
Źródło:
Discussiones Mathematicae Probability and Statistics; 2006, 26, 2; 109-125
1509-9423
Pojawia się w:
Discussiones Mathematicae Probability and Statistics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
An algorithm for Bayes parameter identification with quadratic asymmetrical loss function
Autorzy:
Kulczycki, P.
Mazgaj, A.
Powiązania:
https://bibliotekanauki.pl/articles/970992.pdf
Data publikacji:
2005
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sterowanie optymalne
parameter identification
Bayes decision
quadratic asymmetrical loss function
kernel estimators
optimal control
Opis:
The paper deals with the estimation problem of model parameter values, in tasks where overestimation implies results other than underestimation, and wliere losses arising from this can be described by a quadratic function with different coefficients characterizing positive and negative errors. In the approach presented, the Bayes decision rule was used, allowing for minimizing potential losses. Calculation algorithms were based on the theory of statistical kernel estimators, which frees the method from distribution type. The result constitutes a complete numerical procedure enabling effective calculation of the value of an identified parameter or - in the multidimensional case - the vector of parameters. The method is aimed at both of the main contemporary approaches to uncertainty modeling: probabilistic and fuzzy logic. It is universal in nature and can be applied in a wide range of tasks of engineering, economy, sociology, biomedicine and other related fields.
Źródło:
Control and Cybernetics; 2005, 34, 4; 1127-1148
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Interval shrinkage estimation of the parameter of exponential distribution in the presence of outliers under loss functions
Autorzy:
Nasiri, Parviz
Powiązania:
https://bibliotekanauki.pl/articles/2108120.pdf
Data publikacji:
2022-09-14
Wydawca:
Główny Urząd Statystyczny
Tematy:
interval information
mean square error
shrinkage estimator
exponential distribution
uniform distribution
outliers
Linex loss function
Opis:
In this paper, we studied estimators based on an interval shrinkage with equal weights point shrinkage estimators for all individual target points θ¯ ∈ (θ0, θ1) for exponentially distributed observations in the presence of outliers drawn from a uniform distribution. Estimators obtained from both shrinkage and interval shrinkage were compared, showing that the estimators obtained via the interval shrinkage method perform better. Symmetric and asymmetric loss functions were also used to calculate the estimators. Finally, a numerical study and illustrative examples were provided to describe the results.
Źródło:
Statistics in Transition new series; 2022, 23, 3; 65-78
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Bayesian estimation of fertility rates under imperfect age reporting
Autorzy:
Verma, Vivek
Nath, Dilip C.
Dwivedi, S. N.
Powiązania:
https://bibliotekanauki.pl/articles/14761323.pdf
Data publikacji:
2023-03-15
Wydawca:
Główny Urząd Statystyczny
Tematy:
Fisher information
square error loss function
age-specific marital fertility rate
Bayes estimator
maximum likelihood principle
Opis:
This article outlines the application of the Bayesian method of parameter estimation to situations where the probability of age misreporting is high, leading to transfers of an individual from one age group to another. An essential requirement for Bayesian estimation is prior distribution, derived for both perfect and imperfect age reporting. As an alternative to the Bayesian methodology, a classical estimator based on the maximum likelihood principle has also been discussed. Here, the age misreporting probability matrix has been constructed using a performance indicator, which incorporates the relative performance of estimators based on age when reported correctly instead of misreporting. The initial guess of performance indicators can either be empirically or theoretically derived. The method has been illustrated by using data on Empowered Action Group (EAG) states of India from National Family Health Survey-3 (2005-2006) to estimate the total marital fertility rates. The present study reveals through both a simulation and real-life set-up that the Bayesian estimation method has been more promising and reliable in estimating fertility rates, even in situations where age misreporting is higher than in case of classical maximum likelihood estimates.
Źródło:
Statistics in Transition new series; 2023, 24, 2; 39-57
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Case of fuzzy loss function in multistage recognition algorithm
Autorzy:
Burduk, R.
Powiązania:
https://bibliotekanauki.pl/articles/333187.pdf
Data publikacji:
2003
Wydawca:
Uniwersytet Śląski. Wydział Informatyki i Nauki o Materiałach. Instytut Informatyki. Zakład Systemów Komputerowych
Tematy:
wielostopniowe rozpoznawanie wzorców
rozmyta utrata funkcji
zasada Bajesowska
multistage pattern recognition
fuzzy loss function
Bayes' rule
Opis:
The work deals with a recognition problem using a probabilistic-fuzzy model and multistage decision logic. A case where a loss function is described using fuzzy numbers has been considered. The globally optimal Bayes strategy has been calculated for this case with stage-dependent and dependent on the node of the decision tree fuzzy loss function. The obtained result is illustrated by a calculation example in which some methods for ranking fuzzy numbers were used.
Źródło:
Journal of Medical Informatics & Technologies; 2003, 5; MI107-112
1642-6037
Pojawia się w:
Journal of Medical Informatics & Technologies
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 28

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