Zobrazeno 1 - 10
of 72
pro vyhledávání: '"Georgy Shevlyakov"'
Autor:
Georgy Shevlyakov, Margarita Kan
Publikováno v:
Proceedings of the XXth Conference of Open Innovations Association FRUCT, Vol 26, Iss 1, Pp 402-407 (2020)
A novel method of outlier detection for preprocessing stream data in the conditions of uncertainty when the data measurement means and their standard errors as the only available summary information about the initial data statistics is proposed. As n
Externí odkaz:
https://doaj.org/article/bb3bdea4a9924c9290d6dc3149e6212e
Autor:
Georgy Shevlyakov, Kiseon Kim
Publikováno v:
Proceedings of the XXth Conference of Open Innovations Association FRUCT, Vol 854, Iss 24, Pp 402-407 (2019)
In the framework of the Huber's minimax variance approach to designing robust estimates of localization parameters, a generalization of the classical least informative distributions minimizing Fisher information for location is obtained in the wide c
Externí odkaz:
https://doaj.org/article/3091a87cf1254c0b92cd935af518ef0b
Autor:
Georgy Shevlyakov
Publikováno v:
Mathematics, Vol 9, Iss 1, p 105 (2021)
This article is partially a review and partially a contribution. The classical two approaches to robustness, Huber’s minimax and Hampel’s based on influence functions, are reviewed with the accent on distribution classes of a non-neighborhood nat
Externí odkaz:
https://doaj.org/article/cc84a3919b33412ab5a5c92f1127478a
Autor:
Georgy Shevlyakov, Nikita Vasilevskiy
Publikováno v:
Austrian Journal of Statistics, Vol 46, Iss 3-4 (2017)
Performance of the Linfoot's informational correlation coefficient is experimentally studied at the bivariate normal distribution. It is satisfactory in the case of a strong correlation and on large samples. To reduce the bias of estimation, a symmet
Externí odkaz:
https://doaj.org/article/1c49571c3d404a8b95a2cf308ca9e49e
Publikováno v:
Applied Sciences, Vol 9, Iss 22, p 4774 (2019)
Fishery acoustics (How to detect and monitor fish and other marine life [...]
Externí odkaz:
https://doaj.org/article/9e89150567874b8bae64d445c7b0e09e
Autor:
Georgy Shevlyakov, Pavel Smirnov
Publikováno v:
Austrian Journal of Statistics, Vol 40, Iss 1&2 (2016)
Various groups of robust estimators of the correlation coefficient are introduced. The performance of most prospective estimators is examined at contaminated normal distributions both on small and large samples, and the best of the proposed robust es
Externí odkaz:
https://doaj.org/article/aa94861a85e64be2b8792c9091c507e8
Publikováno v:
Austrian Journal of Statistics, Vol 43, Iss 4 (2014)
Various robust versions of the classical methods of power spectra estimation are considered. Their performance evaluation is studied in autoregressive models with contamination. It is found out that the best robust estimates of power spectra are base
Externí odkaz:
https://doaj.org/article/ca5ceac3626f40498df40a340d4e8c97
Autor:
Michael A. Chepulis, Georgy Shevlyakov
Publikováno v:
Журнал Белорусского государственного университета: Математика, информатика, Iss 3, Pp 28-35 (2020)
This work considers algorithms of outlier detection based on the Chebyshev inequality. It compares these algorithms with such classical methods as Tukey’s boxplot, the N-sigma rule and its robust modifications based on MAD and FQ scale estimates. T
Closed-Form Distance Estimators under Kalman Filtering Framework with Application to Object Tracking
Publikováno v:
Mathematical Problems in Engineering, Vol 2020 (2020)
In this paper, the minimum mean square error (MMSE) estimation problem for calculation of distances between two signals via the Kalman filtering framework is considered. The developed algorithm includes two stages: the Kalman estimate of a state vect
Publikováno v:
Journal of Mathematical Sciences. 248:25-32
The performance of the minimax variance (in the Huber sense) robust M-estimates of a location parameter designed in the class of symmetric distributions with bounded interquantile ranges is studied both on large and small samples. Although the genera