On precision of stochastic optimization based on estimates from censored data
Kybernetika (2014)
- Volume: 50, Issue: 3, page 297-309
- ISSN: 0023-5954
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topVolf, Petr. "On precision of stochastic optimization based on estimates from censored data." Kybernetika 50.3 (2014): 297-309. <http://eudml.org/doc/261925>.
@article{Volf2014,
abstract = {In the framework of a stochastic optimization problem, it is assumed that the stochastic characteristics of optimized system are estimated from randomly right-censored data. Such a case is frequently encountered in time-to-event or lifetime studies. The analysis of precision of such a solution is based on corresponding theoretical properties of estimated stochastic characteristics. The main concern is to show consistency of optimal solution even in the random censoring case. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.},
author = {Volf, Petr},
journal = {Kybernetika},
keywords = {optimization; censored data; product-limit estimate; consistency; optimization; censored data; product-limit estimate; consistency},
language = {eng},
number = {3},
pages = {297-309},
publisher = {Institute of Information Theory and Automation AS CR},
title = {On precision of stochastic optimization based on estimates from censored data},
url = {http://eudml.org/doc/261925},
volume = {50},
year = {2014},
}
TY - JOUR
AU - Volf, Petr
TI - On precision of stochastic optimization based on estimates from censored data
JO - Kybernetika
PY - 2014
PB - Institute of Information Theory and Automation AS CR
VL - 50
IS - 3
SP - 297
EP - 309
AB - In the framework of a stochastic optimization problem, it is assumed that the stochastic characteristics of optimized system are estimated from randomly right-censored data. Such a case is frequently encountered in time-to-event or lifetime studies. The analysis of precision of such a solution is based on corresponding theoretical properties of estimated stochastic characteristics. The main concern is to show consistency of optimal solution even in the random censoring case. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example.
LA - eng
KW - optimization; censored data; product-limit estimate; consistency; optimization; censored data; product-limit estimate; consistency
UR - http://eudml.org/doc/261925
ER -
References
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