Search for dissertations about: "divergence estimation"

Showing result 1 - 5 of 17 swedish dissertations containing the words divergence estimation.

2. 1. Maximum spacing methods and limit theorems for statistics based on spacings

   Author : Magnus Ekström; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Estimation; spacings; maximum spacing method; consistency; ^-divergence; goodness of fit; unimodal density; entropy estimation; uniform distribution;

   Abstract : The maximum spacing (MSP) method, introduced by Cheng and Amin (1983) and independently by Ranneby (1984), is a general estimation method for continuous univariate distributions. The MSP method, which is closely related to the maximum likelihood (ML) method, can be derived from an approximation based on simple spacings of the Kullback-Leibler information. READ MORE

4. 2. EM Estimation in Phase Type Models

   Author : Marita Olsson; Göteborgs universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; phase type distributions; coxian distribution; EM algorithm; I-divergence; density estimation; right censoring; interval censoring; standard error estimation; asymptotic theory; jackknife; relapse clinical trials; survival data; hidden Markov chain; I-divergence;

   Abstract : This thesis consists of four articles whose theme in common is the class of phase type distributions. In the first article an EM algorithm is presented to estimate the parameters of a phase type distribution of fixed order. Also, it is shown that the algorithm can be used to approximate other continuous distributions by phase type distributions. READ MORE

5. 3. Nonparametric Statistical Inference for Entropy-type Functionals

   Author : David Källberg; Oleg Seleznjev; Timo Koski; Umeå universitet; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; entropy estimation; Rényi entropy; divergence estimation; quadratic density functional; U-statistics; consistency; asymptotic normality; Poisson convergence; stationary m-dependent sequence; inter-point distances; entropy maximizing distribution; two-sample problem; approximate matching; Mathematical Statistics; matematisk statistik;

   Abstract : In this thesis, we study statistical inference for entropy, divergence, and related functionals of one or two probability distributions. Asymptotic properties of particular nonparametric estimators of such functionals are investigated. We consider estimation from both independent and dependent observations. READ MORE

6. 4. A Universal Source Coding Perspective on PPM

   Author : Jan Åberg; Institutionen för elektro- och informationsteknik; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; coding with side information; multinomial estimation; maximum probability codes; MDL estimation; PPM; hierarchical source coding; universal source coding; text compression; lossless data compression; Automation; robotics; control engineering; Automatiska system; robotteknik; reglerteknik;

   Abstract : The PPM (Prediction by Partial Matching) family of text compression algorithms has several members that have shown to be very efficient in practice. This thesis treats PPM algorithms from an information-theoretical point of view, based on results and methods from universal source coding theory. READ MORE

7. 5. Towards Pseudospectral Control and Estimation

   Author : Philip Reuterswärd; Institutionen för reglerteknik; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

   Abstract : This thesis covers different topics related to the application of pseudospectral optimization methods in the field of automatic control. Pseudospectral optimization methods solve dynamic optimization problems by discretizing the state-space, creating a discretized version of a continuous problem. READ MORE