Sökning: "Non-asymptotic estimation"

Hittade 2 avhandlingar innehållade orden Non-asymptotic estimation.

  1. 1. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

    Författare :Othmane Mazhar; Boualem Djehiche; Cristian R. Rojas; Carlo Fischione; Mohammad Reza Hesamzadeh; Boualem Djehiche; Munther Dahleh; KTH; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Mathematical Statistics; Matematisk statistik;

    Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER

  2. 2. Case studies in omniparametric simulation

    Författare :Fredrik Lundin; Göteborgs universitet; Göteborgs universitet; Gothenburg University; []
    Nyckelord :growth model; Ising model; Markov chain; omnithermal simulation; omniparametric simulationpercolatiion; Potts model; parameter estimation; partial observations; random cluster model; Richardson model; simulation driven parameter estimation; two-type Richardson model;

    Sammanfattning : In the eld of particle systems and growths models simulation is an important tool. When explicit calculations are too complex or impossible to perform we may use simulations instead. We adapt a new technique here denoted omniparametric simulation, to the two-type Richardson, Ising and Potts models. LÄS MER