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Estimation of minimum possibility of losses and minimax estimation: A comparative analysisтезисы доклада
- Авторы: Chulichkov A.I., Yuan B.
- Сборник: Intelligent information processing IIP-2014. Theses of the 10-th Int. Conf. Greece, Crete
- Тезисы
- Год издания: 2014
- Место издания: Торус Пресс Москва
- Первая страница: 33
- Последняя страница: 33
- Аннотация: The problem of estimating of the values of function in the points of its domain is solved. The estimations are based on the results of measurements of the finite set of linear functionals made with an error, and minimize the possible losses. The paper describes the probabilistic measurement model in which it is believed that large values of measurement error of each linear functional less possible than small. Criterion of estimation is minimize the possibility of losses. Estimates of the minimum possible losses compared with the estimates of the function values, that minimized their maximum error. Minimax estimates obtained under the condition that the measurement error for each linear functional is in the given interval. In other words, the values of the measurement errors are of equal possibility into the specified interval. The differences between the minimax estimations and the estimations of minimum possible losses are discussed. An example of estimating the parameters of the real spectrometric experiment is given.
- Добавил в систему: Чуличков Алексей Иванович