Parameter Cascading Method for Functional Data Analysis

Name: Parameter Cascading Method for Functional Data Analysis
Brand: LAP Lambert Academic Publishing
SKU: 9783330072381
Price: 60.43 EUR
Availability: InStock

Adaptive Penalized Smoothing, Estimating Semiparametric Additive Models and Inferring Differential Equation Models

Autor: Jiguo Cao

Jazyk:

Väzba: Brožovaná

Vydavateľ: LAP Lambert Academic Publishing

Dostupnosť: Skladom u dodávateľa

Odosielame za 8-11 dní

60.43 €

Many statistical models involve three distinct groups of variables: local or nuisance parameters, gl...

Informácie o knihe

Autor

Jiguo Cao

Jazyk

Angličtina

Väzba

Kniha - Brožovaná

Vydalo

2017

Stránok

240

EAN

9783330072381

Enbook ID

16307770

Vydavateľ

LAP Lambert Academic Publishing

Hmotnosť

375

Rozmery

150 x 220 x 14

Kompletný popis

Many statistical models involve three distinct groups of variables: local or nuisance parameters, global or structural parameters, and complexity parameters. In this book, we introduce the parameter cascading method to estimate these statistical models, which treats one group of parameters as an explicit or implicit function of other parameters. The dimensionality of the parameter space is reduced, and the optimization surface becomes smoother. The Newton-Raphson algorithm is applied to estimate these three distinct groups of parameters in three levels of optimization, with the gradients and Hessian matrices written out analytically by the Implicit Function Theorem if necessary and allowing for different criteria for each level of optimization. Moreover, variances of global parameters are estimated by the Delta method and include the variation coming from complexity parameters. We also propose three applications of the parameter cascading method in functional data analysis, include adaptive penalized smoothing, estimating the generalized semiparametric additive models and inferring parameters in differential equations.

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Parameter Cascading Method for Functional Data Analysis

Adaptive Penalized Smoothing, Estimating Semiparametric Additive Models and Inferring Differential Equation Models

Informácie o knihe

Kompletný popis

Mohlo by vás zaujímať

Zákazníci, ktorí si kúpili túto knihu, kúpili tiež