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Policies for Simultaneous Estimation and Optimization
Policies Simultaneous Estimation Optimization
2015/7/10
Policies for the joint identification and control of uncertain systems are presented. The discussion focuses on the case of a multiple input, single output linear system, with no dynamics and quadrati...
Simultaneous estimation of the mean and the variance in heteroscedastic Gaussian regression
Gaussian regression heteroscedasticity model selection Kullback risk convergence rate
2009/9/16
Let $Y$ be a Gaussian vector of $R^{n}$ of mean $s$ and diagonal covariance matrix $Gamma$. Our aim is to estimate both $s$ and the entries $sigma_{i}=Gamma_{i,i}$, for $i=1,dots,n$, on the basis of t...
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...