The new bounds along with Jensen's Inequality may be applied on subsets using the procedures developed by Huang, Ziemba, and Ben-Tal to yield a procedure for obtaining upper and lower bounds on the expectation of a convex function of a multivariate random variable to an arbitrary degree of ...
[For the entire collection see Zbl 0658.00020.] Some problems in stochastic programming require the computation of conditional information on a multivariate random variable over an n- dimensional rectangle. For continuous distributions this involves a multidimensional integration and is thus a very hard ...
Bounds on the Expectation of a Convex Function of a Multivariate Random Variable Upper and lower bounds on the expectation of a convex function of a vector valued random variable are derived by examining the boundary of an appropriate m... A Madansky - 《Annals of Mathematical Statistics》 被...
The concepts of a conditional expectation and a 'genuine' regression can be used to describe how the (X=x)-conditional expectation values of a numerical random variable Y depend on the values of a (numerical, non-numerical, multivariate) random variable X. This chapter starts with the concepts...
The concepts of a conditional expectation and a 'genuine' regression can be used to describe how the (X=x)-conditional expectation values of a numerical random variable Y depend on the values of a (numerical, non-numerical, multivariate) random variable X. This chapter starts with the ...
with independently measured individual levels of face expertise. Multivariate pattern analysis of the EEG signal revealed clear effects of expectation from 100 ms post stimulus, with significant decoding of the neural response to expected vs. not stimuli, when viewing identical images. Latency of peak...
The EM algorithm is a two step recursive algorithm that alternates between: 1) computing the expected value of the states of the hidden units given the data and the current values of the parameters, and 2) updating the parameters to maximize the expected log-likelihood. ...
In this paper, a Bayesian-updated expectation-conditional-maximization (ECM) algorithm is adopted to address the uncertainty of prior parameters, and a modified Bayesian-model-averaging method is used to deal with the uncertainty of the degradation model. Then, simulation studies are conducted to ...
We use the conditional distribution and conditional expectation of one random variable given the other one being large to capture the strength of dependenc... L Hua,H Joe - 《Journal of Multivariate Analysis》 被引量: 23发表: 2014年 A multivariate extension of Value-at-Risk and Conditional-Ta...
1.A research on equivalence between projection mapping and conditional expectation in L~2(Ω,F,P) space关于L~2(Ω,F,P)空间上投影映射与条件数学期望的等价性研究 2.Some limit properties of the multivariate function sequences of the nonnegative integer-valued random variables are studied by using...