Sökning: "divergence estimation"
Visar resultat 1 - 5 av 17 avhandlingar innehållade orden divergence estimation.
1. Maximum spacing methods and limit theorems for statistics based on spacings
Sammanfattning : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. LÄS MER
2. EM Estimation in Phase Type Models
Sammanfattning : This thesis consists of four articles whose theme in common is the class of phase type distributions. In the first article an EM algorithm is presented to estimate the parameters of a phase type distribution of fixed order. Also, it is shown that the algorithm can be used to approximate other continuous distributions by phase type distributions. LÄS MER
3. Nonparametric Statistical Inference for Entropy-type Functionals
Sammanfattning : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. LÄS MER
4. A Universal Source Coding Perspective on PPM
Sammanfattning : The PPM (Prediction by Partial Matching) family of text compression algorithms has several members that have shown to be very efficient in practice. This thesis treats PPM algorithms from an information-theoretical point of view, based on results and methods from universal source coding theory. LÄS MER
5. Towards Pseudospectral Control and Estimation
Sammanfattning : This thesis covers different topics related to the application of pseudospectral optimization methods in the field of automatic control. Pseudospectral optimization methods solve dynamic optimization problems by discretizing the state-space, creating a discretized version of a continuous problem. LÄS MER