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On precision of stochastic optimization based on estimates from censored data

Petr Volf (2014)

Kybernetika

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...

On quantile optimization problem based on information from censored data

Petr Volf (2018)

Kybernetika

Stochastic optimization problem is, as a rule, formulated in terms of expected cost function. However, the criterion based on averaging does not take in account possible variability of involved random variables. That is why the criterion considered in the present contribution uses selected quantiles. Moreover, it is assumed that the stochastic characteristics of optimized system are estimated from the data, in a non-parametric setting, and that the data may be randomly right-censored. Therefore,...

Optimization of parameters in the Menzerath–Altmann law

Ján Andres, Lubomír Kubáček, Jitka Machalová, Michaela Tučková (2012)

Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica

Four formulas of the Menzerath–Altmann law are tested from the point of view of their applicability and suitability. The accuracy of related approximations of measured data is examined by the least square method at first. Then the accuracy of calculated parameters in the formulas under consideration is compared statistically. The influence of neglecting parameter c is investigated as well. Finally, the obtained results are discussed by means of an illustrative example from quantitative linguistics....

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