One-sided approximation of Bayes rule and its application to regression model with Cauchy noise
Miroslav Kárný; Katalin M. Hangos
Kybernetika (1988)
- Volume: 24, Issue: 5, page 321-339
- ISSN: 0023-5954
Access Full Article
top
How to cite
topKárný, Miroslav, and Hangos, Katalin M.. "One-sided approximation of Bayes rule and its application to regression model with Cauchy noise." Kybernetika 24.5 (1988): 321-339. <http://eudml.org/doc/28776>.
@article{Kárný1988,
author = {Kárný, Miroslav, Hangos, Katalin M.},
journal = {Kybernetika},
keywords = {Kullback-Leibler distance; relative Shannon entropy; admissible approximant; upper bound; Bayesian estimation; Cauchy distribution},
language = {eng},
number = {5},
pages = {321-339},
publisher = {Institute of Information Theory and Automation AS CR},
title = {One-sided approximation of Bayes rule and its application to regression model with Cauchy noise},
url = {http://eudml.org/doc/28776},
volume = {24},
year = {1988},
}
TY - JOUR
AU - Kárný, Miroslav
AU - Hangos, Katalin M.
TI - One-sided approximation of Bayes rule and its application to regression model with Cauchy noise
JO - Kybernetika
PY - 1988
PB - Institute of Information Theory and Automation AS CR
VL - 24
IS - 5
SP - 321
EP - 339
LA - eng
KW - Kullback-Leibler distance; relative Shannon entropy; admissible approximant; upper bound; Bayesian estimation; Cauchy distribution
UR - http://eudml.org/doc/28776
ER -
References
top- G. J. Biermann, Factorization Methods for Discrete Sequential Estimation, Academic Press, New York 1977. (1977) MR0453090
- B. Harris, G. Heinell, The relation between statistical decision theory and approximation theory, In: Optimizing Method in Statistics -- Proceedings of an International Conference (J. S. Rustagi, ed.). Academic Press, New York--San Francisco--London 1979. (1979) MR0541563
- P. J. Huber, Robust Statistics, J. Wiley, New York 1981. (1981) Zbl0536.62025MR0606374
- M. Kárný, Algorithms for determining the model structure of a controlled system, Kybernetika 19 (1983), 164-178. (1983)
- M. Kárný, K. M. Hangos, Approximation of Bayes rule, Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 1, pp. 1755-1760, York 1985. (1985)
- M. Kárný, K. M. Hangos, One-sided approximation of Bayes rule: theoretical background, Preprints of the 10th IFAC World Congress, Vol. 10, pp. 312-317, Munich 1987. (1987)
- M. Kárný, R. Kulhavý, Structure determination of regression-type models for adaptive prediction and control, In: Bayesian Analysis of Time Series and Dynamic Models (J. C. Spall, ed.). Marcel Dekker, New York 1988. (1988)
- R. Kulhavý, Restricted exponential forgetting in real-time identification, Automatica 23 (1987), 589-600. (1987) MR0912352
- S. Kullback, Information Theory and Statistics, J. Wiley, New York 1959. (1959) Zbl0088.10406MR0103557
- A. Perez, Information, -sufficiency and data reduction problems, Kybernetika 1 (1965), 297-323. (1965) Zbl0156.40603MR0205410
- V. Peterka, Bayesian approach to system identification, In: Trends and Progress in System Identification (P. Eykhoff, ed.), Chap. 8, pp. 239-304. (IFAC Series for Graduates, Research Workers and Practicing Engineers 1.) Pergamon Press, Oxford 1981. (1981) MR0746139
- Y. Yashin, Martingal approach to identification of stochastic systems, Preprints of the 7th IFAC/IFORS Symposium on Identification and System parameter Estimation, Vol. 2, pp. 1755-1760, York 1985. (1985)
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.