Entropy-robust randomized forecasting under small sets of retrospective data

DOI10.1134/S0005117916050076zbMath1346.93363OpenAlexW2406896853MaRDI QIDQ315156

Yuri S. Popkov, Yuriĭ A. Dubnov

Publication date: 19 September 2016

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117916050076

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10)

Related Items (2)

Soft randomized machine learning ⋮ Asymptotic efficiency of maximum entropy estimates

Cites Work

• A linear Bayesian stochastic approximation to update project duration estimates
• Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure

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