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11.
Hidetoshi Shimodaira 《Annals of the Institute of Statistical Mathematics》1997,49(3):395-410
The asymptotic error probability of Linhart's model selection test isevaluated, and compared with the nominal significance level. We examine thecase where the expected discrepancies of the candidate models from the truemodel are asymptotically equal. The local alternatives method is employed inthe limiting operation of the asymptotic evaluation. Although the errorprobability under the null hypothesis is actually shown to be equal to orless than the level for most situations, intolerable violations of the errorcontrol are observed for nested models: It is often erroneously concludedthat the smaller model is significantly better than the larger model. Toprevent this violation, a modification of Linhart's test statistic isproposed. The effectiveness of the proposed test is confirmed throughtheoretical analysis and numerical simulations. 相似文献
12.
Real-time packet traffic is characterized by a strict deadline on the end-to-end time delay and an upper bound on the information loss. Due to the high correlation among consecutive packets, the individual packet loss does not well characterize the performance of real-time packet sessions. An additional measure of packet loss is necessary to adequately assess the quality of each real-time connection. The additional measure considered here is the average number of consecutively lost packets, also called the average packet gap. We derive a closed form for the average packet gap for the multiclassG/G/m/B queueing system in equilibrium and show that it only depends on the loss behavior of two consecutive packets. This result considerably simplifies the monitoring process of real-time packet traffic sessions. If the packet loss process is markovian, the consecutive packet loss has a geometric distribution. 相似文献
13.
Devin Kilminster David Allingham Alistair Mees 《Annals of the Institute of Statistical Mathematics》2002,54(1):224-233
Knowing a probability density (ideally, an invariant density) for the trajectories of a dynamical system allows many significant estimates to be made, from the well-known dynamical invariants such as Lyapunov exponents and mutual information to conditional probabilities which are potentially more suitable for prediction than the single number produced by most predictors. Densities on typical attractors have properties, such as singularity with respect to Lebesgue measure, which make standard density estimators less useful than one would hope. In this paper we present a new method of estimating densities which can smooth in a way that tends to preserve fractal structure down to some level, and that also maintains invariance. We demonstrate with applications to real and artificial data. 相似文献
14.
PURE STATE APPROACH TO C(x)_αZ_nLIBINGREN;LINQING(InstituteofMathematics,AcademiaSinica,Beijing100080,China.Projectsupportedbyth?.. 相似文献
15.
教学质量的时齐马尔可夫链评估法 总被引:1,自引:0,他引:1
本文研究了教学质量评估中的一种定量分析方法──时齐马尔可夫链评估法.阐明了这种方法的理论依据及其实施程序、并指出它较之其他教学质量评估法更显合理. 相似文献
16.
为了研究排球比赛中的二传最优过程 ,本文基于决策论的理论和方法建立了排球二传最优过程的数学模型 .通过对模型的分析研究分别给出了最大概率准则和最大期望准则下的最优传球方式 .本文所得到的结果对排球队的训练和比赛有一定的指导意义 . 相似文献
17.
18.
Analysis of Static Simulated Annealing Algorithms 总被引:1,自引:0,他引:1
Generalized hill climbing (GHC) algorithms provide a framework for modeling local search algorithms to address intractable discrete optimization problems. This paper introduces a measure for determining the expected number of iterations to visit a predetermined objective function level, given that an inferior objective function level has been reached in a finite number of iterations. A variation of simulated annealing (SA), termed static simulated annealing (S2A), is analyzed using this measure. S2A uses a fixed cooling schedule during the algorithm execution. Though S2A is probably nonconvergent, its finite-time performance can be assessed using the finite-time performance measure defined in this paper. 相似文献
19.
潘继斌 《数学的实践与认识》2006,36(2):182-185
研究了基于支持向量机的后验概率的应用,提出了对样本集进行分解,以产生局部后验概率,根据模式的稳健性对局部后验概率进行凸组合融合的方法. 相似文献
20.
We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties. 相似文献