DOI

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].

Язык оригиналаанглийский
Название основной публикации2017 Constructive Nonsmooth Analysis and Related Topics (Dedicated to the Memory of V.F. Demyanov), CNSA 2017 - Proceedings
РедакторыL. N. Polyakova
ИздательInstitute of Electrical and Electronics Engineers Inc.
Страницы229-231
Число страниц3
ISBN (электронное издание)9781509062607
DOI
СостояниеОпубликовано - 10 июл 2017
СобытиеМеждународная конференция «Конструктивный негладкий анализ и смежные вопросы»: посвященная памяти профессора В. Ф. Демьянова - Saint-Petersburg, Российская Федерация
Продолжительность: 22 мая 201727 мая 2017
http://www.mathnet.ru/php/conference.phtml?confid=968&option_lang=rus
http://www.pdmi.ras.ru/EIMI/2017/CNSA/

конференция

конференцияМеждународная конференция «Конструктивный негладкий анализ и смежные вопросы»
Сокращенное названиеCNSA 2017
Страна/TерриторияРоссийская Федерация
ГородSaint-Petersburg
Период22/05/1727/05/17
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    Предметные области Scopus

  • Моделирование и симуляция
  • Анализ
  • Прикладная математика
  • Теория оптимизации

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