An algorithm for Bayes parameter identification with quadratic nonsymmetrical loss function

Kulczycki, Piotr; Mazgaj, Aleksander

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Title: An algorithm for Bayes parameter identification with quadratic nonsymmetrical loss function

Abstract:

The paper deals with the estimation problem of model parameter values, in tasks where overestimation implies results other than underestimation, and where losses arising from this can be described by a quadratic function with different coefficients characterizing positive and negative errors. In the approach presented, the Bayes decision rule was used, allowing to minimize potential losses. Calculation algorithms were based on the theory of statistical kernel estimators, which frees the method from distribution type. The result constitutes a complete numerical procedure enabling to effectively calculate the value of an identified parameter or - in the multidimensional case - the vector of parameters. The method is aimed at both contemporary approaches to uncertainty modeling: probabilistic and fuzzy logic. It is universal in nature and can be applied in a wide range of tasks of engineering, economy, sociology, biomedicine and other related fields.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Raport

Resource Identifier:

oai:rcin.org.pl:139672

Source:

RB-2005-06

Language:

eng

Language of abstract:

eng

Rights:

Licencja Creative Commons Uznanie autorstwa 4.0

Terms of use:

Zasób chroniony prawem autorskim. [CC BY 4.0 Międzynarodowe] Korzystanie dozwolone zgodnie z licencją Creative Commons Uznanie autorstwa 4.0, której pełne postanowienia dostępne są pod adresem: ; -

Digitizing institution:

Instytut Badań Systemowych Polskiej Akademii Nauk

Original in:

Biblioteka Instytutu Badań Systemowych PAN

Projects co-financed by:

Program Operacyjny Polska Cyfrowa, lata 2014-2020, Działanie 2.3 : Cyfrowa dostępność i użyteczność sektora publicznego; środki z Europejskiego Funduszu Rozwoju Regionalnego oraz współfinansowania krajowego z budżetu państwa

Access:

Otwarty

Subject and keywords:

Bayesian methods Decision support Bayesowska reguła decyzyjna Statistical kernel estimators

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Last modified:

Oct 8, 2020

In our library since:

Sep 17, 2020

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All available object's versions:

https://rcin.org.pl./publication/175126

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Raporty Badawcze

Edition name	Date
RB-2005-06 : Kulczycki Piotr Stanisław, Mazgaj Aleksander : An algorithm for Bayes parameter identification with quadratic nonsymmetrical loss function	Oct 8, 2020