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关于两样本Behrens-Fisher问题，该研究在高维检验问题中取得新的进展。在此问题中，Chen & Qin (2010)所提出的检验统计量具有广泛的影响力。然而，在本项工作之前，如何在一般的条件下控制住此统计量的检验水平是一个悬而未决的问题。本文作者针对Chen & Qin (2010)的检验统计量，给出了统计量在不同的条件下所有可能的分布，提出了一种新的近似随机化检验方法，并给出其理论性质...
2021年7月28日上午，“统计大讲堂”系列讲座第165讲举行。本次讲座采取在线会议的方式，邀请新加坡国立大学概率统计系终身教授张金廷作题为“基于两样本高维数据Behrens-Fisher的Chen-Qin检验进一步研究”的报告。讲座由中国人民大学统计学院许王莉教授主持。
Fisher linear discriminant analysis (LDA) can be sensitive to the problem data. Robust Fisher LDA can systematically alleviate the sensitivity problem by explicitly incorporating a model of data uncer...
基于Fisher 判别分析的过程运行状态在线评价
Fisher 判别分析 运行状态 在线评价 湿法冶金
2014/10/11
为了实时掌握生产过程运行状态, 提出一种基于Fisher 判别分析(FDA) 的过程运行状态在线评价方法. 提出 离线数据分类与识别算法, 以识别不同稳定运行状态的建模数据及其对应的状态等级; 利用FDA提取各个稳定运行 状态的特征属性, 建立评价模型; 在线评价时, 通过“时间窗口”数据特征与各个状态等级的相似度, 实时评价过程运行状态. 将所提出的方法应用于某湿法冶金过程的仿真结果验证了该方法...
基于Fisher 准则和最大熵原理的SVM核参数选择方法
Fisher 准则 最大熵原理 粒子群优化算法
2014/11/13
针对支持向量机(SVM) 核参数选择困难的问题, 提出一种基于Fisher 准则和最大熵原理的SVM核参数优选方法. 首先, 从SVM分类器原理出发, 提出SVM核参数优劣的衡量标准; 然后, 根据此标准利用Fisher 准则来优选SVM核参数, 并引入最大熵原理进一步调整算法的优选性能. 整个模型采用粒子群优化算法(PSO) 进行参数寻优. UCI 标准数据集实验表明了所提方法具有良好的参数选择...
双性演化: 一种基于Fisher 奔离过程的演化计算框架
演化计算 性选择 优化 遗传算法
2014/2/28
提出一种新的双性别演化计算框架, 区别于一般遗传算法的是, 这种演化计算框架基于Fisher 奔离过程对
性选择中的雄性特征、雌性选择偏好等概念进行建模, 并对所建模型进行整合. 为了测试新算法框架的性能, 使用
CEC2005 Special Session 中的标准测试函数集进行数值优化实验. 实验结果表明, 新算法在大多数测试函数(14 个中
的10 个) 上的表现比传统遗传算法更优秀...
On some interrelations of generalized $q$-entropies and a generalized Fisher information, including a Cramér-Rao inequality
Cramér-Rao inequality generalizedq-entropy generalized Gaussians de Bruijn identity
2013/6/17
In this communication, we describe some interrelations between generalized $q$-entropies and a generalized version of Fisher information. In information theory, the de Bruijn identity links the Fisher...
Relative Performance of Expected and Observed Fisher Information in Covariance Estimation for Maximum Likelihood Estimates
Relative Performance Expected and Observed Fisher Information Covariance Estimation Maximum Likelihood Estimates
2013/6/13
Maximum likelihood estimation is a popular method in statistical inference. As a way of assessing the accuracy of the maximum likelihood estimate (MLE), the calculation of the covariance matrix of the...
Local powers of optimal one- and multi-sample tests for the concentration of Fisher-von Mises-Langevin distributions
concentration parameter directional statistics Fisher-von Mises-Langevin dis-tributions Le Cam’s third Lemma uniform local asymptotic normality
2013/4/27
One-sample and multi-sample tests on the concentration parameter of Fisher-von Mises-Langevin (FvML) distributions have been well studied in the literature. However, only very little is known about th...
Determinantal probability densities at two-qubit separability-entanglement boundary and associated Fisher information
Determinantal probability densities two-qubit separability-entanglement boundary associated Fisher information
2013/4/28
The determinants (|rho^{PT}|) of the partial transposes of 4 x 4 density matrices (rho) have possible values in the interval [-1/16, 1/256], and are nonnegative if and only if rho is separable. In arX...
Skew-Symmetric Distributions and Fisher Information the double sin of the skew-normal
Skew-Symmetric Distributions Fisher Information skew-normal double sin
2012/11/22
Hallin and Ley (2012) investigate and fully characterize the Fisher singularity phenomenon in univariate and multivariate families of skew-symmetric distributions. This paper proposes a refined analys...
Asymptotically efficient estimation of a scale parameter in Gaussian time series and closed-form expressions for the Fisher information
efficient estimation fractional Brownian motion Fisher information general monotone sequence regular variation slowly varying functions spectral density.
2012/9/18
Mimicking the maximum likelihood estimator, we construct first order Cramer-Rao efficient and explicitly computable estimators for the scale parameterσ2 in the model Zi,n =σn−βXi+Yi, i = 1, . . ...
Asymptotic Generalization Bound of Fisher's Linear Discriminant Analysis
Asymptotic Generalization Bound Fisher's Linear Discriminant Analysis
2012/9/17
Fisher’s linear discriminant analysis (FLDA) is an important dimension reduction method in sta-tistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homos...
Skew-symmetric distributions and Fisher information -- a tale of two densities
singular Fisher information skew-normal distributions skew-symmetric distributions skewing function symmetric kernel
2012/9/18
Skew-symmetric densities recently received much attention in the literature, giving rise to in-creasingly general families of univariate and multivariate skewed densities. Most of those families,howev...
An Interpretation of the Moore-Penrose Generalized Inverse of a Singular Fisher Information Matrix
Fisher Information Matrix Moore-Penrose
2011/7/19
An interpretation of the Moore-Penrose generalized inverse of a singular Fisher information matrix (FIM) is presented in this paper, from the perspective of Cramer-Rao bound (CRB). CRB is a lower boun...