Download e-book for kindle: A Bayesian Approach to the Probability Density Estimation by Ishiguro M., Sakamoto Y.

By Ishiguro M., Sakamoto Y.

A Bayesian method for the chance density estimation is proposed. The strategy relies at the multinomial logit modifications of the parameters of a finely segmented histogram version. The smoothness of the predicted density is assured via the creation of a previous distribution of the parameters. The estimates of the parameters are outlined because the mode of the posterior distribution. The previous distribution has a number of adjustable parameters (hyper-parameters), whose values are selected in order that ABIC (Akaike's Bayesian info Criterion) is minimized.The uncomplicated method is built lower than the idea that the density is outlined on a bounded period. The dealing with of the final case the place the aid of the density functionality isn't unavoidably bounded is additionally mentioned. the sensible usefulness of the approach is tested by way of numerical examples.

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Shapiro, A. (eds): Stochastic Programming. Handbooks in Operations Research and Management Science 10. Elsevier, 2003. 22. : Polyhedral characterization of the economic lot-sizing problem with start-up costs. SIAM J. Discrete Math. 7, 141–151 (1994) 23. : Economic lot sizing: An O(n log n) algorithm that runs in linear time in the Wagner-Whitin case. Oper. Res. 40, 145–156 (1992) 24. : Dynamic version of the economic lot size model.

Handbooks in Operations Research and Management Science 10. Elsevier, 2003. 22. : Polyhedral characterization of the economic lot-sizing problem with start-up costs. SIAM J. Discrete Math. 7, 141–151 (1994) 23. : Economic lot sizing: An O(n log n) algorithm that runs in linear time in the Wagner-Whitin case. Oper. Res. 40, 145–156 (1992) 24. : Dynamic version of the economic lot size model.

A simple forward algorithm to solve general dynamic lot sizing models with n periods in O(n log n) or O(n) time. Management Science 37, 909–925 (1991) 11. : A polyhedral study for stochastic lot-sizing problems. D. dissertation, Georgia Institute of Technology. Pairing inequalities and stochastic lot-sizing. A study in integer programming 12. : Formulations and two-period study for the stochastic uncapacitated lot-sizing problem. On formulations of the stochastic uncapacitated lot-sizing problem.

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A Bayesian Approach to the Probability Density Estimation by Ishiguro M., Sakamoto Y.


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