LAUSR.org creates dashboard-style pages of related content for over 1.5 million academic articles. Sign Up to like articles & get recommendations!

Quality evaluation of linear inequality constrained estimation by Monte Carlo sampling in parameter space

Photo from wikipedia

Existing approaches that describe the quality of inequality constrained estimates are not sufficient to meet the demands of inequality constrained least-square problems. We reconstruct the existing Monte Carlo method by… Click to show full abstract

Existing approaches that describe the quality of inequality constrained estimates are not sufficient to meet the demands of inequality constrained least-square problems. We reconstruct the existing Monte Carlo method by converting the sampling space from observation space to parameter space, and propose a workflow to improve the computational efficiency. The proposed method is verified by a straight-line fitting example with independent and dependent inequality constraints, and the constraints have different intensities. The results show that the proposed workflow has higher computational efficiency than the existing workflow and that the saved time is almost linearly related to the intensity of the inequality constraints.

Keywords: quality; space; monte carlo; parameter space; inequality; inequality constrained

Journal Title: Survey Review
Year Published: 2020

Link to full text (if available)


Share on Social Media:                               Sign Up to like & get
recommendations!

Related content

More Information              News              Social Media              Video              Recommended



                Click one of the above tabs to view related content.