Optimal Mean Estimation without a Variance

被引：0
|
作者：
Cherapanamjeri, Yeshwanth [1 ]
Tripuraneni, Nilesh [1 ]
Bartlett, Peter L. [1 ]
Jordan, Michael I. [1 ]
机构：
[1] Univ Calif Berkeley, Berkeley, CA 94720 USA
来源：
CONFERENCE ON LEARNING THEORY, VOL 178 | 2022年 / 178卷
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：356 / 357
页数：2
相关论文
共 50 条
  • [1] Optimal variance estimation without estimating the mean function
    Tong, Tiejun
    Ma, Yanyuan
    Wang, Yuedong
    BERNOULLI, 2013, 19 (5A) : 1839 - 1854
  • [2] Optimal training of Mean Variance Estimation neural networks
    Sluijterman, Laurens
    Cator, Eric
    Heskes, Tom
    NEUROCOMPUTING, 2024, 597
  • [3] OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE
    Xie, Xianchao
    Kou, S. C.
    Brown, Lawrence
    ANNALS OF STATISTICS, 2016, 44 (02): : 564 - 597
  • [4] OPTIMAL SEQUENTIAL ESTIMATION PROCEDURES FOR THE NORMAL-MEAN WHEN THE VARIANCE IS KNOWN
    MUKHOPADHYAY, N
    JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 1982, 6 (02) : 131 - 134
  • [5] Stability analysis of optimal mean-variance portfolio due to covariance estimation
    Sediva, Blanka
    Marek, Patrice
    MATHEMATICAL METHODS IN ECONOMICS (MME 2017), 2017, : 759 - 764
  • [6] THE OPTIMAL MEAN VARIANCE PROBLEM WITH INFLATION
    Liu, Jingzhen
    Yiu, Ka Fai Cedric
    Bensoussan, Alain
    DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2016, 21 (01): : 185 - 203
  • [7] Optimal mean–variance selling strategies
    J. L. Pedersen
    G. Peskir
    Mathematics and Financial Economics, 2016, 10 : 203 - 220
  • [8] On variance estimation under shifts in the mean
    Ieva Axt
    Roland Fried
    AStA Advances in Statistical Analysis, 2020, 104 : 417 - 457
  • [9] ROBUST ESTIMATION OF MEAN AND VARIANCE IN FISHERIES
    CHEN, Y
    JACKSON, DA
    TRANSACTIONS OF THE AMERICAN FISHERIES SOCIETY, 1995, 124 (03) : 401 - 412
  • [10] On variance estimation under shifts in the mean
    Axt, Ieva
    Fried, Roland
    ASTA-ADVANCES IN STATISTICAL ANALYSIS, 2020, 104 (03) : 417 - 457
12345