Semidefinite and Second Order Cone Programming Seminar Fall 2012 Project Report Shape Constraints And Its Application
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چکیده
In this project, I will introduce a method to estimate the function by cubic splines. As an example, I will focus on the non-homogeneous Poisson process. Since this method uses an optimization model based on the maximum likelihood principle, it may applied to other stochastic processes. The most critical point of this presentation is a nonnegativity constriant on the splines. In addition, choosing the proper number of spline knots m can be done by the Cross-Validation technique.
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تاریخ انتشار 2013