Obtaining an unbiased data sample is an important task in the statistical analysis of experimental data. The unbiased data sample is a representative data sample. The natural desire is to obtain a representative data sample using computational methods. A procedure for adjusting the structure of the data sample in line with the structure of statistical population is called 'correction of a data sample'. This procedure optimizes data sample, minimizing the difference between a theoretical distribution of control variables and an empirical distribution of control variables. The variables are called control ones if we know the distribution of their spectral values in the statistical population. All of the known methods of adjusting the data sample have significant drawback, as they 'correct' an empirical distribution function, but not the data sample. For example, that refers to IPF algorithm [1], [2]. We discuss an algorithm that corrects sample data rather than their empirical distributions. This algorithm is randomized. An algorithm is called randomized, if the execution of one or several iterations relies on a random rule [3]. The optimization of a data sample carried out with a randomized algorithm cannot be differentiable. This algorithm can be considered as the inhomogeneous Markov chain [4].

Original languageEnglish
Title of host publication2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
EditorsL. N. Polyakova
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages229-231
Number of pages3
ISBN (Electronic)9781509062607
DOIs
StatePublished - 10 Jul 2017
Event2017 Constructive Nonsmooth Analysis and Related Topics: dedicated to the Memory of V.F. Demyanov - Saint-Petersburg, Russian Federation
Duration: 22 May 201727 May 2017
http://www.mathnet.ru/php/conference.phtml?confid=968&option_lang=rus
http://www.pdmi.ras.ru/EIMI/2017/CNSA/

Conference

Conference2017 Constructive Nonsmooth Analysis and Related Topics
Abbreviated titleCNSA 2017
Country/TerritoryRussian Federation
CitySaint-Petersburg
Period22/05/1727/05/17
Internet address

    Scopus subject areas

  • Modelling and Simulation
  • Analysis
  • Applied Mathematics
  • Control and Optimization

    Research areas

  • EXPECTED MARGINAL TOTALS, TABLES

ID: 36156064