| bibtype |
J -
Journal Article
|
| ARLID |
0429210 |
| utime |
20240903170629.9 |
| mtime |
20140819235959.9 |
| WOS |
000340734200001 |
| DOI |
10.14736/kyb-2014-3-0297 |
| title
(primary) (eng) |
On precision of stochastic optimization based on estimates from censored data |
| specification |
| page_count |
13 s. |
| media_type |
P |
|
| serial |
| ARLID |
cav_un_epca*0297163 |
| ISSN |
0023-5954 |
| title
|
Kybernetika |
| volume_id |
50 |
| volume |
3 (2014) |
| page_num |
297-309 |
| publisher |
| name |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
|
| keyword |
optimization |
| keyword |
consistency |
| keyword |
censored data |
| author
(primary) |
| ARLID |
cav_un_auth*0101227 |
| name1 |
Volf |
| name2 |
Petr |
| full_dept (cz) |
Stochastická informatika |
| full_dept (eng) |
Department of Stochastic Informatics |
| department (cz) |
SI |
| department (eng) |
SI |
| institution |
UTIA-B |
| full_dept |
Department of Stochastic Informatics |
| garant |
K |
| share |
100 |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| project |
| project_id |
GA13-14445S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0292652 |
|
| abstract
(eng) |
In the framework of a stochastic optimization problem, it is assumed that the stochastic characteristics of optimized system are estimated from randomly right–censored data. Such a case is frequently encountered in time-to-event or lifetime studies. The analysis of precision of such a solution is based on corresponding theoretical properties of estimated stochastic characteristics. The main concern is to show consistency of optimal solution even in the random censoring case. Behavior of solutions for finite data sizes is studied with the aid of randomly generated example. |
| reportyear |
2015 |
| RIV |
BB |
| num_of_auth |
1 |
| mrcbC52 |
4 O 4o 20231122140307.7 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0235489 |
| confidential |
S |
| mrcbT16-e |
COMPUTERSCIENCECYBERNETICS |
| mrcbT16-j |
0.339 |
| mrcbT16-s |
0.369 |
| mrcbT16-4 |
Q2 |
| mrcbT16-B |
42.435 |
| mrcbT16-C |
14.583 |
| mrcbT16-D |
Q3 |
| mrcbT16-E |
Q3 |
| arlyear |
2014 |
| mrcbTft |
\nSoubory v repozitáři: 0429210.pdf |
| mrcbU34 |
000340734200001 WOS |
| mrcbU63 |
cav_un_epca*0297163 Kybernetika 0023-5954 Roč. 50 č. 3 2014 297 309 Ústav teorie informace a automatizace AV ČR, v. v. i. |
|