Computer Assisted Improvement of Mean Squared Error in Statistical Estimation

Abstract

A computer-assisted method for improving the mean squared error (MSE) in estimation for parametric models is presented. Assuming existence of nontrivial sufficient statistics, the method involves generation of Monte Carlo samples from the condition distribution of the observables, given the sufficient statistics. The method is illustrated in connection with a simple back- propagation neural net work model for estimating a logistic regression function, and a specific numerical example related to logistic regression is presented.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1993
Accession Number
ADA279678

Entities

People

  • John E. Angus

Organizations

  • Naval Health Research Center

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computers
  • Data Science
  • Estimators
  • Information Science
  • Information Systems
  • Mathematics
  • Monte Carlo Method
  • Neural Networks
  • Probability
  • Random Variables
  • Simulations
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Estimation
  • Statistical Samples
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Neural Network Machine Learning.