搜索结果: 1-9 共查到“理论统计学 Decomposition”相关记录9条 . 查询时间(0.129 秒)
Modelling time and vintage variability in retail credit portfolios: the decomposition approach
Age-period-cohort default Exogeneous EMV model Forecasting Macroeco-nomic Statistical model Vintage
2013/6/14
In this paper, we consider the problem of modelling historical data on retail credit portfolio performance, with a view to forecasting future performance, and facilitating strategic decision making. W...
Convex Tensor Decomposition via Structured Schatten Norm Regularization
Convex Tensor Decomposition Structured Schatten Norm Regularization
2013/4/28
We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms ("overlapped" and "latent") for convex-optimization-based tensor decomposition, and connect tens...
Variance estimation for Brier Score decomposition
Variance estimation Brier Score decomposition
2013/4/28
The Brier Score is a widely-used criterion to assess the quality of probabilistic predictions of binary events. The expectation value of the Brier Score can be decomposed into the sum of three compone...
Variance Decomposition and Replication In Scrabble: When You Can Blame Your Tiles?
Variance Decomposition eplication In Scrabble
2011/7/19
In the game of Scrabble, letter tiles are drawn uniformly at random from a bag. The variability of possible draws as the game progresses is a source of variation that makes it more likely for an infer...
Noisy matrix decomposition via convex relaxation: Optimal rates in high dimensions
Noisy matrix decomposition via convex relaxation high dimensions
2011/3/24
We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are the noisy realizations of the sum of an (appproximately) lo...
On the construction of the Wold decomposition for non-stationary stochastic processes
the construction of the Wold decomposition non-stationary stochastic processes
2009/9/24
On the construction of the Wold decomposition for non-stationary stochastic processes。
Decomposition of convolution semigroups on groups and the 0-1 law
Decomposition of convolution semigroups groups and the 0-1 law
2009/9/22
Let (X (t))a,o be a stochastically continuous symmetric
Levy process with values in a complete separable group G. We denote
by h),,,, the semigroup of one-dimensional distributions of X(t). Suppose
...
TOWARDS A GENERAL DOBB-MEYER DECOMPOSITION THEOREM
DoobMeyer decomposition theorem predictable compensator processes with finite energy martingales
2009/9/18
Both the DoobMeyer and Graversen-Rao decomposition
theorems can be proved following an approach based on predictable
compensators of discretizations and weak-l1 technique, which
was developed by K....
Total singular value decomposition Robust SVD，regression and location-scale
SVD Total SVD Robust SVD Robust weights
2010/4/29
Singular Value Decomposition (SVD) is the basic body of many statistical algorithms
and few users question whether SVD is properly handling its job.
SVD aims at evaluating the decomposition that bes...