High-dimensional simulation-based estimation
نویسندگان
چکیده
منابع مشابه
Thesis : Contributions to Simulation-based High-dimensional Sequential Decision Making
My thesis is entitled ”Contributions to Simulation-based High-dimensional Sequential Decision Making”. The context of the thesis is about games, planning and Markov Decision Processes. An agent interacts with its environment by successively making decisions. The agent starts from an initial state until a final state in which the agent can not make decision anymore. At each timestep, the agent r...
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Metamodeling for High Dimensional Simulation-based Design Problems Songqing Shan Dept. of Mech. and Manuf. Engineering University of Manitoba Winnipeg, MB, Canada R3T 5V6 [email protected] G. Gary Wang School of Engineering Science Simon Fraser University Surrey, BC, Canada V3T 0A3 [email protected] Abstract Computational tools such as finite element analysis and simulation are widely used i...
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MOTIVATION In small-sample settings, bolstered error estimation has been shown to perform better than cross-validation and competitively with bootstrap with regard to various criteria. The key issue for bolstering performance is the variance setting for the bolstering kernel. Heretofore, this variance has been determined in a non-parametric manner from the data. Although bolstering based on thi...
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Undirected graphs are often used to describe high dimensional distributions. Under sparsity conditions, the graph can be estimated using l1-penalization methods. We propose and study the following method. We combine a multiple regression approach with ideas of thresholding and refitting: first we infer a sparse undirected graphical model structure via thresholding of each among many l1-norm pen...
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A sparse precision matrix can be directly translated into a sparse Gaussian graphical model under the assumption that the data follow a joint normal distribution. This neat property makes high-dimensional precision matrix estimation very appealing in many applications. However, in practice we often face nonnormal data, and variable transformation is often used to achieve normality. In this pape...
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ژورنال
عنوان ژورنال: Mathematical and Computer Modelling
سال: 2000
ISSN: 0895-7177
DOI: 10.1016/s0895-7177(00)00118-7