损失函数（loss function）或代价函数（cost function）是将随机事件或其有关随机变量的取值映射为非负实...
When forecasts are assessed by a general loss (cost-of-error) function, the optimal point forecast is, in general, not the conditional mean, and depends on... T Alp,M Demetrescu - 《Computational Statistics & Data Analysis》 被引量: 41发表: 2010年 Bayesian Estimation of Two-Parameter Wei...
parameter estimationprediction errorestimation theorysignal processingThe problem addressed in this note concerns the relationship between the minimizers of a given loss function parametrized in two different ways. The so-called "invariance principle" (IP) gives a simple answer to this problem in a ...
损失函数(loss function)或代价函数(cost function)是将随机事件或其有关随机变量的取值映射为非负实数以表示该随机事件的“风险”或“损失”的函数。在应用中,损失函数通常作为学习准则与优化问题相联系,即通过最小化损失函数求解和评估模型。例如在统计学和机器学习中被用于模型的参数估计(parameteric estimation) [1...
allstatistical models(as far as estimation losses are concerned); allpredictive models(as far as prediction losses are concerned). In other words, given a parametric statistical model, we can always define a loss function that depends on parameter estimates and true parameter values. ...
Loss Function Results for Shares (without variance from duplication modeling) . . . 10 Table 7. Loss Function Results for Levels (without variance from duplication modeling) . . . . 10 Table 8. Loss Function Results for Shares (assumes only bias due to inconsistentpoststratification variables)....
摘要: In this paper,provide that the prior distribution of exponential parameter distribution is Gamma distribution,the expected Bayesian estimation and hierarchical Bayesian estimation under Entropy Loss function were given out.关键词: exponential distribution entropy loss function expected Bayesian estimation...
Under the assumption of conditional normality of the data and the forecast distribution, the asymmetry parameter of the lin-lin and linex loss function can easily be estimated using a linear regression. This regression also provides an estimate for potential systematic bias in the forecasts of the...
As the estimation with non-standard loss functions can often only be stated as an opt... S Uhlich,B Yang - IEEE 被引量: 3发表: 2010年 Bayesian estimation of the scale parameter of Gamma distribution under Linex loss function with censoring This paper introduces a new parametric family of ...
Specify the Regularization option in the estimation option sets. For linear-in-parameter models (FIR models) and ARX models, you can compute optimal values of the regularization variables R and λ using the arxRegul command. Effect of Focus and WeightingFilter Options on the Loss Function The Fo...