Articles with "conditional expectation" as a keyword



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A note on estimating the conditional expectation under censoring and association: strong uniform consistency

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Published in 2018 at "Statistical Papers"

DOI: 10.1007/s00362-016-0801-8

Abstract: Let $$\left\{ (X_{i},Y_{i}), i \ge 1 \right\} $$(Xi,Yi),i≥1 be a strictly stationary sequence of associated random vectors distributed as (X, Y). This note deals with kernel estimation of the regression function $$r(x)=\mathbb {E}[Y|X=x]$$r(x)=E[Y|X=x] in the presence… read more here.

Keywords: conditional expectation; note estimating; estimating conditional; uniform consistency ... See more keywords
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A property of conditional expectation

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Published in 2018 at "Positivity"

DOI: 10.1007/s11117-018-0581-6

Abstract: Let $$({\mathcal {M}},\tau )$$(M,τ) be a semi-finite von Neumann algebra, $$({\mathcal {N}},\tau |_{{\mathcal {N}}})$$(N,τ|N) be a semi-finite von Neumann subalgebra and $${\mathcal {E}}:\;{\mathcal {M}}\rightarrow {\mathcal {N}}$$E:M→N be a conditional expectation which leaves $$\tau $$τ invariant.… read more here.

Keywords: conditional expectation; property conditional; expectation;
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Quantum White Noise Stochastic Analysis Based on Nuclear Algebras of Entire Functions

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Published in 2020 at "Bulletin of the Malaysian Mathematical Sciences Society"

DOI: 10.1007/s40840-020-00967-y

Abstract: In this paper, we introduce a space of $$\theta $$ -admissible distributions denoted by $${\mathcal {A}}_\theta ^*$$ as well as the notion of $$\theta $$ -admissible operators. We study the regularity properties of the classical… read more here.

Keywords: mathcal theta; conditional expectation; theta; quantum white ... See more keywords
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Lp-spaces with respect to conditional expectation on Riesz spaces

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Published in 2017 at "Journal of Mathematical Analysis and Applications"

DOI: 10.1016/j.jmaa.2016.10.013

Abstract: Recently, Labuschagne and Watson introduced the space L2(T) for a conditional expectation T with natural domain a Riesz space L1(T). The main purpose of this paper is to carry on with this process by introducing… read more here.

Keywords: conditional expectation; expectation riesz; respect conditional; expectation ... See more keywords
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Conditional expectation of a Markov kernel given another with some applications in statistical inference and disease diagnosis

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Published in 2020 at "Statistics"

DOI: 10.1080/02331888.2020.1725517

Abstract: ABSTRACT Markov kernels play a decisive role in probability and mathematical statistics theories, and are an extension of the concepts of -field and statistic. Concepts such as independence, sufficiency, completeness, ancillarity or conditional distribution have… read more here.

Keywords: conditional expectation; markov; kernel given; given another ... See more keywords
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Generalized Learning and Conditional Expectation

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Published in 2020 at "Philosophy of Science"

DOI: 10.1086/710543

Abstract: Reflection and martingale principles are central to models of rational learning. They can be justified in a variety of ways. In what follows we study martingale and reflection principles in the context of measure theory.… read more here.

Keywords: conditional expectation; philosophy; generalized learning; learning conditional ... See more keywords
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An Efficient Direct Search Method for Simulation Optimization With Conditional-Expectation- Based Objectives

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Published in 2022 at "IEEE Transactions on Automation Science and Engineering"

DOI: 10.1109/tase.2021.3135798

Abstract: In order to generalize the applicability of Conditional Value at Risk, one of the most widely used measurements used in financial risk management, we develop a solution methodology for the conditional expectation (CE)-based simulation optimization… read more here.

Keywords: simulation; expectation based; conditional expectation; expectation ... See more keywords
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Simultaneous Destriping and Image Denoising Using a Nonparametric Model With the EM Algorithm

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Published in 2023 at "IEEE Transactions on Image Processing"

DOI: 10.1109/tip.2023.3239193

Abstract: Digital images often suffer from the common problem of stripe noise due to the inconsistent bias of each column. The existence of the stripe poses much more difficulties on image denoising since it requires another… read more here.

Keywords: destriping image; conditional expectation; image denoising; simultaneous destriping ... See more keywords
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An epigenetic pacemaker is detected via a fast conditional expectation maximization algorithm.

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Published in 2018 at "Epigenomics"

DOI: 10.2217/epi-2017-0130

Abstract: AIM DNA methylation has proven to be a remarkably accurate biomarker for human age, allowing the prediction of chronological age to within a couple of years. Recently, we proposed that the Universal PaceMaker (UPM), a… read more here.

Keywords: conditional expectation; maximization algorithm; expectation maximization; pacemaker ... See more keywords
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A New Efficient Expression for the Conditional Expectation of the Blind Adaptive Deconvolution Problem Valid for the Entire Range ofSignal-to-Noise Ratio

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Published in 2019 at "Entropy"

DOI: 10.3390/e21010072

Abstract: In the literature, we can find several blind adaptive deconvolution algorithms based on closed-form approximated expressions for the conditional expectation (the expectation of the source input given the equalized or deconvolutional output), involving the maximum… read more here.

Keywords: blind adaptive; conditional expectation; expectation; noise ... See more keywords