貝斯估值 的英文怎麼說
中文拼音 [bèisīgūzhí]
貝斯估值
英文
bayes estimate-
( 1 ) the posterior distribution of the coefficient matrix, the precision matrix and covariance matrix, and their bayesian estimation under the matrix normal - wishart conjugate prior distribution. ( 2 ) the deduction of the predictive distribution, proved to be matrix t distribution. ( 3 ) the designs of bayesian multivariate mean value control charts in terms of the relationship between the multivariate wishart distribution and x2 distribution, the bayesian process capability index and its confidence lower limi
通過多方程模型系統的統計結構,證明了矩陣正態? wishart先驗分佈是模型參數( , )的共軛先驗分佈,研究了該先驗分佈下模型系數矩陣、精度陣和協方差陣的后驗分佈及其貝葉斯估計,對模型預報密度函數進行了嚴格的數學推導,並將其應用於多元質量控制領域,構造了貝葉斯均值向量聯合控制圖;結合wishart分佈與x ~ 2分佈之間的關系,設計與推斷了貝葉斯多指標過程能力指數及其貝葉斯置信下限。( 3 ) how to design the bayesian test method about the parameter ' s linear hypothesis according to the relationship between the multivariate t distribution and f distribution. ( 4 ) the bayesian diagnosis and unit root test method about the random error series. ( 5 ) the bayesian mean value quality control chart when the variance is known and the mean value - standard error control chart when the variance is unknown
然後,研究了擴散先驗分佈下單方程模型參數的貝葉斯估計理論,證明了模型系數的后驗分佈為多元t分佈,模型誤差項方差的后驗估計為逆gamma分佈;根據多元t分佈和f分佈之間的關系,構造了模型系數線性假設檢驗的貝葉斯方法;根據hpd置信區間構造了隨機誤差序列自相關的貝葉斯診斷和單位根檢驗方法,並利用單方程模型的貝葉斯推斷理論研究了方差已知時的貝葉斯均值控制圖和方差未知時的貝葉斯均值?標準差控制圖。On this basis a nonlinear filtering technique of sequential monte carlo particle filter based on bayesian approach is emphatically disussed which the posterior distribution of the state variables can be represented by a set of weighted particles, so the method base advantages over the above algorithms in robustness and accuracy for nonlinear non - gaussian filtering problems
在此基礎上重點論述了一種基於貝葉斯原理的序貫蒙特卡羅粒子濾波技術,該方法通過粒子的加權和表徵后驗概率密度,獲得狀態估值,在處理非線性非高斯系統的狀態估計問題時精度逼近最優,魯棒性更好。With the rapid development of modern computer science and information technology, and with the marvelous renovation of image identification, mtt comes out into the open and is of great practical value in the field of military defence, medical research, traffic monitoring, astronomical prediction, intelligent supervision etc. particle filter, as a nonlinear filtering based on bayesian estimate, has an advantage in the field of nonlinear moving target tracking
隨著現代計算機和信息技術的飛速發展及圖形識別演算法的革命性改進,多目標的實時追蹤技術脫穎而出,在軍事國防、交通監視、天文預測、智能監控等領域有著非常重要的實用價值。粒子濾波作為一種基於貝葉斯估計的非線性濾波演算法,在處理非線性運動目標跟蹤問題方面有獨到的優勢。In the paper, we analyze an estimated problem of normal mathematical expectation with unilateral interval information been met in practical work of survey, using bayes statistic approach, we get bayes estimation of normal mathematical expectation
本文對實際測量工作中遇到的一類帶有單側區間信息的正態均值的估計問題進行了分析,運用貝葉斯統計方法,得到了正態均值的貝葉斯估計。分享友人