Parallel Monte Carlo for entropy robust estimation

A new method of entropy-robust nonparametric estimation of probability density functions (PDFs) of the characteristics of dynamic randomized models with structured nonlinearities given a small amount of data is proposed. Optimal PDFs are shown to belong to the exponential class with Lagrange multipl...

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Veröffentlicht in:	Mathematical models and computer simulations 2016, Vol.8 (1), p.27-39
Hauptverfasser:	Popkov, Yu. S., Popkov, A. Yu, Darkhovsky, B. S.
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematical Modeling and Industrial Mathematics Mathematics Mathematics and Statistics Simulation and Modeling
Online-Zugang:	Volltext
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