Articles with "sequential estimation" as a keyword



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Conditional Quantile Sequential Estimation for Stochastic Codes

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Published in 2019 at "Journal of Statistical Theory and Practice"

DOI: 10.1007/s42519-019-0053-8

Abstract: We propose and analyze an algorithm for the sequential estimation of a conditional quantile in the context of real stochastic codes with vectorvalued inputs. Our algorithm is based on k-nearest neighbors smoothing within a Robbins-Monro… read more here.

Keywords: conditional quantile; quantile sequential; sequential estimation; stochastic codes ... See more keywords
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Modified linex two-stage and purely sequential estimation of the variance in a normal distribution with illustrations using horticultural data

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Published in 2018 at "Journal of Statistical Theory and Practice"

DOI: 10.1080/15598608.2017.1350608

Abstract: In a normal distribution with its mean unknown, we have developed Stein type two-stage and Chow and Robbins type purely sequential strategies to estimate the unknown variance σ2 under a modified Linex loss function. We… read more here.

Keywords: estimation; purely sequential; two stage; modified linex ... See more keywords

Sequential Estimation of Hidden ARMA Processes by Particle Filtering—Part II

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Published in 2017 at "IEEE Transactions on Signal Processing"

DOI: 10.1109/tsp.2016.2598309

Abstract: This is Part II of a series of two papers where we address sequential estimation of wide-sense stationary autoregressive moving average (ARMA) state processes by particle filtering. In Part I, we considered a state-space model… read more here.

Keywords: state; part; processes particle; arma ... See more keywords
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Sequential Estimation and Diffusion of Information Over Networks: A Bayesian Approach With Exponential Family of Distributions

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Published in 2017 at "IEEE Transactions on Signal Processing"

DOI: 10.1109/tsp.2016.2641380

Abstract: Diffusion networks where nodes collaboratively estimate the parameters of stochastic models from shared observations and other estimates have become an established research topic. In this paper the problem of sequential estimation where information in the… read more here.

Keywords: estimation; information; diffusion; exponential family ... See more keywords