学科分类
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11 个结果
  • 简介:Inthispaper,themethodsbasedonlikelihoodratioareproposedfeeuncertaintyreasoning.Theelementaryconceptsandformulasarederivedsysttmatically,especiellyforthesituationswithdependentinformationandforthedifferenrordersofinformalion.

  • 标签: 概率论 基本观念 数学公司 系统性
  • 简介:Inthispaper,theso-calledlocallikelihoodmethodissuggestedforsolvingthechangepointproblemswhenthedataaredistributedasmultivariatenormal.Thedetectionproceduresproposednotonlyprovidestronglyeonsistentestimatesforthenumberandlocationsofthechangepoints,butalsosimplifysignificantlythecomputation.

  • 标签: LOCAL simplify LIKELIHOOD MULTIVARIATE ESTIMATES 七无
  • 简介:Inthispaper,twokindsofKullback-Leiblercriteriawithappropriateconstraintsareproposedtoconstructempiricallikelihoodconfidenceintervalsforthemeanofrightcensoreddata.ItisshownthatoneofthecriteriaisequivalenttoAdimari's(1997)procedure,andtheothersharesthesameasymptoticbehavior.

  • 标签: 随机变量 经验似然 Kullback-Leibler准则
  • 简介:Inthispaperweconsidersomerelatednegativehypergeometricdistributionsarisingfromtheproblemofsamplingwithoutreplacementfromanurncontainingballsofdifferentcoloursandindifferentproportionsbutstoppingonlyaftersomespecificnumberofballsofdifferentcolourshavebeenobtained.Withtheaidofsomesimplerecurrencerelationsandidentitiesweobtaininthecaseoftwocoloursthemomentsforthemaximumnegativehypergeometricdistribution,theminimumnegativehypergeometricdistribution,thelikelihoodrationegativehypergeometricdistributionandconsequentlythelikelihoodproportionalnegativehypergeometricdistributiuon.TotheextentthatthesamplingschemeisapplicabletomodellingdataasillustratedwithabiologicalexampleandinfactmanysituationsofestimatingBernoulliparametersforbinarytraitswithinafinitepopulation,theseareimportantfirst-stepresults.

  • 标签: 数理统计 加权可能性 负超几何分布 最大值
  • 简介:1.IntroductionThemethodoflikelihoodintroducedbyFisheriscertainlyoneofthemostcommonlyusedtechniquesforparametricmodels.Recentlythelikelihoodhasalsobeenshowntobeveryusefulinnonparametriccontexts.O...II--31hasintroducedempiricallikelihoodratiostatistics...

  • 标签: Empirical LIKELIHOOD SEMI-EMPIRICAL LIKELIHOOD hypotheses tests
  • 简介:Inthispaper,theempiricallikelihoodconfidenceregionsfortheregressioncoefficientinalinearmodelareconstructedunderm-dependenterrors.Itisshownthattheblockwiseempiricallikelihoodisagoodwaytodealwithdependentsamples.

  • 标签: 经验公式概率 线性模型 回归系数 置信区间
  • 简介:Inthispaperanewtext-independentspeakerverificationmethodGSMSVisproposedbasedonlikelihoodscorenormalization.Inthisnovelmethodaglobalspeakermodelisestablishedtorepresenttheuniversalfeaturesofspeechandnormalizethelikelihoodscore.Statisticalanalysisdemonstratesthatthisnormalizationmethodcanremovecommonfactorsofspeechandbringthedifferencesbetweenspeakersintoprominence.Asaresulttheequalerrorrateisdecreasedsignificantly,verificationprocedureisacceleratedandsystemadaptabilitytospeakingspeedisimproved.

  • 标签: 语言识别 统计分析 话筒检验法 中文信息处理
  • 简介:为概括线性模型(GLM),以防regressors是随机的并且有不同分布,参数的最大的可能性的估计(MLE)的asymptotic性质被学习。在合理条件下面,我们证明弱、强壮的一致性和asymptotic规度。关键词概括了线性模型-一致性-中国自然科学基础支持的Asymptotic规度先生(2000)题目分类62J12工程

  • 标签: 广义线性模型 相容性 渐近性 差积分布
  • 简介:Blindidentification-blindequalizationforFiniteImpulseResponse(FIR)MultipleInput-MultipleOutput(MIMO)channelscanbereformulatedastheproblemofblindsourcesseparation.Ithasbeenshownthatblindidentificationviadecorrelatingsub-channelsmethodcouldrecovertheinputsources.TheBlindIdentificationviaDecorrelatingSub-channels(BIDS)algorithmfirstconstructsasetofdecorrelators,whichdecorrelatetheoutputsignalsofsubchannels,andthenestimatesthechannelmatrixusingthetransferfunctionsofthedecorrelatorsandfinallyrecoverstheinputsignalusingtheestimatedchannelmatrix.Inthispaper,anewapproximationoftheinputsourceforFIR-MIMOchannelsbasedonthemaximumlikelihoodsourceseparationmethodisproposed.TheproposedmethodoutperformsBIDSinthepresenceofadditivewhiteGaussiannoise.

  • 标签: 自适应白噪声 信号源分离 信道去相关 信道矩阵