Abstract:
A new approach to the definition of static relations between small amounts of input and output data is suggested, which is based on the use of randomized models and the estimation of probability characteristics of their parameters. To work up the procedures of robust parametric and nonparametric estimation, the entropy approach is developed, which uses generalized Boltzmann and Fermi informational entropies.
Presented by the member of Editorial Board:B. T. Polyak
Citation:
Yu. S. Popkov, A. Yu. Popkov, Yu. N. Lysak, “Estimation of characteristics of randomized static models of data (entropy-robust approach)”, Avtomat. i Telemekh., 2013, no. 11, 114–131; Autom. Remote Control, 74:11 (2013), 1863–1877
\Bibitem{PopPopLys13}
\by Yu.~S.~Popkov, A.~Yu.~Popkov, Yu.~N.~Lysak
\paper Estimation of characteristics of randomized static models of data (entropy-robust approach)
\jour Avtomat. i Telemekh.
\yr 2013
\issue 11
\pages 114--131
\mathnet{http://mi.mathnet.ru/at6164}
\transl
\jour Autom. Remote Control
\yr 2013
\vol 74
\issue 11
\pages 1863--1877
\crossref{https://doi.org/10.1134/S0005117913110088}
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Linking options:
https://www.mathnet.ru/eng/at6164
https://www.mathnet.ru/eng/at/y2013/i11/p114
This publication is cited in the following 6 articles:
Yu. S. Popkov, “Analytic Method for Solving One Class of Nonlinear Equations”, Dokl. Math., 2024
Svetlana Solodusha, Yuliya Kokonova, Oksana Dudareva, “Integral Models in the Form of Volterra Polynomials and Continued Fractions in the Problem of Identifying Input Signals”, Mathematics, 11:23 (2023), 4724
Yu. S. Popkov, Yu. A. Dubnov, “Entropy-robust randomized forecasting under small sets of retrospective data”, Autom. Remote Control, 77:5 (2016), 839–854
Cai Zh., Zhang Yu., Wu M., Cai D., “An Entropy-Robust Optimization of Mobile Commerce System Based on Multi-Agent System”, Arab. J. Sci. Eng., 41:9 (2016), 3703–3715
Y. S. Popkov, A. Y. Popkov, B. S. Darkhovskiy, “Parallel Monte Carlo for entropy-robust estimation”, Math. Models Comput. Simul., 8:1 (2016), 27–39
Yu. S. Popkov, A. Yu. Popkov, Yu. N. Lysak, “Estimating the characteristics of randomized dynamic data models (the entropy-robust approach)”, Autom. Remote Control, 75:5 (2014), 872–879