Conveners
Stochastic Monitoring Systems
- Jiří Franc (Czech Technical University (CZ))
Stochastic Monitoring Systems
- Václav Kůs (KM FJFI CVUT)
This contribution deals with a possible use of statistical models for estimating characteristics of some geographical regions, called “small areas”. More concretely, estimation of a given function of an income variable, like e.g. average incomes or poverty proportions, is considered. As the variable income has an asymmetric distribution, it is not properly modelled via normal distributions....
This paper is divided into three parts. In the first chapter, the basic aspects of the Ising model are explained and the solution of both one-dimensional and two-dimensional versions of this model is presented. In the case of solving the model in 2D, two different solutions are compared. In the second chapter, Markov Chain Monte Carlo methods are briefly presented. The third part of the paper...
The paper deals with methods for estimating sparse parameterization of neural networks, which can be used to prune overparameterized neural networks and reduce their complexity in an attempt to reveal only relevant parameters, thus increasing the overall interpretability of the model. In this paper, the classical and the variational methods, which allow these parameterizations to be estimated,...
This contribution deals with hybrid discriminative and generative models and their possible use in multi--instance learning, where one sample consists of a set of vectors. So far, these models have only been trained discriminatively. However, it turns out that the discriminative approach alone can have downsides and, by adding a generative component, these downsides can be minimized. There are...
The contribution focuses on minimum distance density estimators $\widehat{f}_n$ of the true density $f_0$ on the real line. Our numerical simulation illustrates the quality of consistency property covered by theoretical results (known from prewious work) for sample sizes from $n=10$ to $n=500$. The proportionality constants of the consistency order are estimated from simulated data since they...
This work deals with the application of stochastic control methods for trading on power markets. It acquaints readers with the basics of the functioning of the electronic exchange and with the specifics of the energy market. This is followed by the theory of stochastic differential equations and stochastic optimal control. The objective is to understand the current results in the field of...
