Estimating the Statistical Properties of Rational Approximation Algorithms Using Monte Carlo Integration
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چکیده
Often we build parameter estimators for which it is difficult compute the expectation and covariance analytically. Instead, we can estimate the expected value and the covariance through Monte Carlo Integration. This procedure estimates the expectation and covariance by applying the estimator to synthetic data polluted by random noise.
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تاریخ انتشار 2013