搜索结果: 1-13 共查到“统计学 K-means”相关记录13条 . 查询时间(0.109 秒)
Tests atternative to higher criticism for high dimensional means under sparsity and column-wise dependence
Large deviation Large p, small n Optimal detection boundary Sparse signal Thresholding Weak dependence
2016/1/20
We consider two alternative tests to the Higher Criticism test of Donoho and Jin (2004) for high dimensional means under the spar-sity of the non-zero means for sub-Gaussian distributed data with unkn...
Generalizing k-means for an arbitrary distance matrix
Generalizing k-means an arbitrary distance matrix
2013/5/2
The original k-means clustering method works only if the exact vectors representing the data points are known. Therefore calculating the distances from the centroids needs vector operations, since the...
We consider the problem of calibration and the GREG method as suggested and studied in Deville and Sarndal (1992). We show that a GREG type estimator is typically not minimal variance unbiased estimat...
On the posterior distribution of classes of random means
Bayesian nonparametrics completely random measures means of randomprobability measures normalized random measures Poisson–Dirichlet process
2010/3/10
The study of properties of mean functionals of random probability measures is an important
area of research in the theory of Bayesian nonparametric statistics. Many results are now known
for random ...
Inference based on Procrustes means for the 3D shape of tree boles and mildly rank-deficient diffusion tensors
Shape Spaces Extrinsic Mean Mean Location GeneralProcrustes Analysis Weighted Procrustes Mean Strong Law of Large Numbers
2010/3/10
A method for inference on cylindricity of tree boles based on 3D
Kendall shapes is presented. This method employs Procrustes means
which are highly popular in the shape community. While for extrinsi...
Ordering and comparing estimators by means of Gini separation index
Ordering and comparing estimators means of Gini separation index
2009/9/23
The suggested ordering of estimators uses the separation
measure between the population with true and estimated values of
parameter. It allows us ta choose one estimator as better in the cases
wher...
Comparing Normal Means: New Methods for an Old Problem
Bayes factor BRC comparison of normal means intrinsic discrepancy precise hypothesis testing reference prior two sided tests
2009/9/22
Comparing the means of two normal populations is an old problem
in mathematical statistics, but there is still no consensus about its most appro-
priate solution. In this paper we treat the problem ...
Bootstrap of means under stratified sampling
Cluster sampling bootstrap second-order asymptotic
2009/9/16
In a two-stage cluster sampling procedure, $n$ random populations are drawn independently from independent populations and a sub-sample of observations is taken in each of them. The estimator of the g...
On the frequentist coverage of Bayesian credible intervals for lower bounded means
Bayesian credible sets restricted parameter space frequentist coverage probability logconcavity
2009/9/16
For estimating a lower bounded location or mean parameter for a symmetric and logconcave density, we investigate the frequentist performance of the $100(1-alpha)%$ Bayesian HPD credible set associated...
Generalized Gamma Convolutions, Dirichlet means, Thorin measures, with explicit examples
Laplace transform Generalized Gamma Convolutions (GGC) Wiener Gamma representation Stieltjes transform Dirichlet processes
2009/5/18
In Section 1, we present a number of classical results concerning the Generalized Gamma Convolution ( : GGC) variables, their Wiener-Gamma representations, and relation with the Dirichlet processes.
...
Infinite Divisibility of Gaussian Squares with Non-zero Means
Gaussian vector Non-zero Means covariance matrix
2009/3/20
We give necessary and sufficient conditions for a Gaussian vector with non-zero mean, to have infinitely divisible squares for all scalar multiples of the mean, and show how the this vector is related...
Simultaneous Estimation of the Means in Some Poisson Log Linear Models
Bayes estimation decomposable Poisson model multiplicative Poisson model shrinkage estimation unbiased estimation of risk difference
2009/3/6
In this article we study the simultaneous estimation of the Poisson means in J-way multiplicative models and a decomposable model for three-way layouts. The estimators which improve on the maximum lik...
ESTIMATING PARETO TAIL INDEX BASED ON SAMPLE MEANS
domain of attraction Pareto index strong embedding of empirical process tailbehavior
2009/2/26
We propose an estimator of the Pareto tail index m of a distribution, that competes well with the Hill, Pickands and moment estimators. Unlike the above estimators,that are based only on the extreme o...
