Search Results - subject:"Kullback–Leibler divergence"

Effects of a Misattributed Cause of Death on Cancer Mortality.

Ha, Jinkyung - 2011

The cause for the observed trends in prostate cancer mortality is unclear. Several authors have indicated that incorrectly classified causes of death have played a role in recent mortality trends. This dissertation is devoted to analyzing competing risks survival data with a misclassified cause...

Persistent link: https://www.econbiz.de/10009482944

A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

Hoogerheide, Lennart; Opschoor, Anne; van Dijk, Herman K. - 2011

a posterior distribution, of which we only require a kernel - in the sense that the Kullback-Leibler divergence between …

Persistent link: https://www.econbiz.de/10010325702

A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - Tinbergen Institute - 2011

-typically a posterior distribution, of which we only require a kernel - in the sense that the Kullback-Leibler divergence …

Persistent link: https://www.econbiz.de/10008838540

A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - Tinbergen Instituut - 2011

-typically a posterior distribution, of which we only require a kernel - in the sense that the Kullback-Leibler divergence …

Persistent link: https://www.econbiz.de/10011256336

A class of adaptive EM-based importance sampling algorithms for efficient and robust posterior and predictive simulation

Hoogerheide, Lennart; Opschoor, Anne; Dijk, Herman K. van - 2011

a posterior distribution, of which we only require a kernel - in the sense that the Kullback-Leibler divergence between …

Persistent link: https://www.econbiz.de/10011382695

Zero-Crossing Analysis and Information Divergence of Lévy Walks for Real-Time Feature Extraction

Gonzalez, Jesus David Terrazas; Kinsner, Witold - In: International Journal of Handheld Computing Research (IJHCR) 7 (2016) 4, pp. 41-59

appealing for real-time implementations. Moreover, the characterization of the degree of closeness, via the Kullback-Leibler … divergence (KLD), among the pdfs of arbitrary processes (focusing on Lévy walks) and model pdfs is presented. The results …

Persistent link: https://www.econbiz.de/10012045165

MEASURING SURPRISE WITH RELATIVE ENTROPY

Gürsakal, Sevda; MURAT, Dilek; GÜRSAKAL, Necmi - In: Eurasian Academy Of Sciences Social Sciences Journal 2 (2015) 2, pp. 10-21

In recent times entropy concept has been used in many fields such as neural networks, pattern recognition, and statistics for the goodness of fit tests. Surprise attracts human attention and from marketing and advertisement to education attracting human attention is very important. In a Bayesian...

Persistent link: https://www.econbiz.de/10011266307

High finite-sample efficiency and robustness based on distance-constrained maximum likelihood

Maronna, Ricardo A.; Yohai, Victor J. - In: Computational Statistics & Data Analysis 83 (2015) C, pp. 262-274

Good robust estimators can be tuned to combine a high breakdown point and a specified asymptotic efficiency at a central model. This happens in regression with MM- and τ-estimators among others. However, the finite-sample efficiency of these estimators can be much lower than the asymptotic one....

Persistent link: https://www.econbiz.de/10011117680

A bibliometric method for measuring the degree of technological innovation

Yeo, Woondong; Kim, Seonho; Park, Hyunwoo; Kang, Jaewoo - In: Technological forecasting & social change : an … 95 (2015), pp. 152-162

Persistent link: https://www.econbiz.de/10011474589

Model selection tests for moment inequality models

Shi, Xiaoxia - In: Journal of econometrics 187 (2015) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10011498717