Zobrazeno 1 - 10
of 42
pro vyhledávání: '"secondary 62C10"'
We consider best arm identification in the multi-armed bandit problem. Assuming certain continuity conditions of the prior, we characterize the rate of the Bayesian simple regret. Differing from Bayesian regret minimization (Lai, 1987), the leading t
Externí odkaz:
http://arxiv.org/abs/2111.09885
Autor:
Nogales, A. G.
Optimality results for two outstanding Bayesian estimation problems are given in this paper: the estimation of the sampling distribution for the squared total variation function and the estimation of the density for the $L^1$-squared loss function. T
Externí odkaz:
http://arxiv.org/abs/2008.00683
Autor:
Yoo, William Weimin
Publikováno v:
Bayesian Anal., Volume 13, Number 2 (2018), 599-600
I begin my discussion by giving an overview of the main results. Then I proceed to touch upon issues about whether the credible ball constructed can be interpreted as a confidence ball, suggestions on reducing computational costs, and posterior consi
Externí odkaz:
http://arxiv.org/abs/1803.05066
We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection estimator selects
Externí odkaz:
http://arxiv.org/abs/1710.10921
Autor:
Agapiou, Sergios, Mathé, Peter
We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain saturation ph
Externí odkaz:
http://arxiv.org/abs/1409.6496
Autor:
Pensky, Marianna
In the present paper we consider application of overcomplete dictionaries to solution of general ill-posed linear inverse problems. Construction of an adaptive optimal solution for such problems usually relies either on a singular value decomposition
Externí odkaz:
http://arxiv.org/abs/1408.3386
Autor:
Gapeev, Pavel V.
The multiple disorder problem seeks to determine a sequence of stopping times which are as close as possible to the unknown times of disorders at which the observation process changes its probability characteristics. We derive closed form solutions i
Externí odkaz:
http://arxiv.org/abs/1011.0174
Let us consider a pair signal-observation ((xn,yn),n 0) where the unobserved signal (xn) is a Markov chain and the observed component is such that, given the whole sequence (xn), the random variables (yn) are independent and the conditional distribut
Externí odkaz:
http://arxiv.org/abs/math/0505153
Autor:
Wang, Hsiuying
Publikováno v:
The Annals of Statistics, 1999 Apr 01. 27(2), 610-626.
Externí odkaz:
https://www.jstor.org/stable/120107
Autor:
Dawid, A. Philip, Sebastiani, Paola
Publikováno v:
The Annals of Statistics, 1999 Feb 01. 27(1), 65-81.
Externí odkaz:
https://www.jstor.org/stable/120118