Structure parameter estimation algorithms for model selection
نویسندگان
چکیده
This paper presents deterministic and stochastic algorithms of the structure parameters estimation for the model selection problem. Structure parameters optimization for linear and non-linear models is investigated. The optimized error function is inferred from statistical hypothesis on the model parameter distributions. Analytic algorithms are based on the error function derivatives estimation with respect to the model parameters. Stochastic algorithms are based on the model parameters sampling and on the data cross-validation. The algorithms are tested and compared on model and real data.
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تاریخ انتشار 2013