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Improving the Asymptotic Performance of Markov Chain Monte-Carlo by Inserting Vortices
Inserting Vortices Markov Chain Monte-Carlo Asymptotic Performance
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2012/11/23
We present a new way of converting a reversible finite Markov chain into a non-reversible one, with a theoretical guarantee that the asymptotic variance of the MCMC estimator based on the non-reversib...
Asymptotic minimax risk of predictive density estimation for non-parametric regression
asymptotic minimax risk convergence rate non-parametric regression
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2010/10/19
We consider the problem of estimating the predictive density of future observations from a non-parametric regression model. The density estimators are evaluated under Kullback--Leibler divergence and ...