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Trudy SPIIRAN, 2009, Issue 9, Pages 262–279
(Mi trspy30)
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This article is cited in 4 scientific papers (total in 4 papers)
Randomized trajectories method in problems of functional dependence estimation
N. V. Hovanov Saint-Petersburg State University
Abstract:
A randomized trajectories (functions) method is developed, this method being based on the Bayesian uncertainty randomization model. A stochastic process with equally probable discrete monotonic trajectories is constructed — the process trend is a required estimation of the functional dependence between parameters under investigation. The problem of nonnumeric expert information using for exactness and reliability increasing is discussing.
Keywords:
bayesian randomization of uncertainty, randomized trajectories (functions) method, nonnumeric expert information, stochastic process with equally probable discrete monotonic trajectories.
Citation:
N. V. Hovanov, “Randomized trajectories method in problems of functional dependence estimation”, Tr. SPIIRAN, 9 (2009), 262–279
Linking options:
https://www.mathnet.ru/eng/trspy30 https://www.mathnet.ru/eng/trspy/v9/p262
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