scholarly journals Multiplicative Update Methods for Incremental Quantile Estimation

2019 ◽  
Vol 49 (3) ◽  
pp. 746-756 ◽  
Author(s):  
Anis Yazidi ◽  
Hugo Hammer
Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 70
Author(s):  
Mei Ling Huang ◽  
Xiang Raney-Yan

The high quantile estimation of heavy tailed distributions has many important applications. There are theoretical difficulties in studying heavy tailed distributions since they often have infinite moments. There are also bias issues with the existing methods of confidence intervals (CIs) of high quantiles. This paper proposes a new estimator for high quantiles based on the geometric mean. The new estimator has good asymptotic properties as well as it provides a computational algorithm for estimating confidence intervals of high quantiles. The new estimator avoids difficulties, improves efficiency and reduces bias. Comparisons of efficiencies and biases of the new estimator relative to existing estimators are studied. The theoretical are confirmed through Monte Carlo simulations. Finally, the applications on two real-world examples are provided.


2022 ◽  
Vol 122 ◽  
pp. 108228
Author(s):  
Jing Yang ◽  
Xu Yang ◽  
Zhang-Bing Zhou ◽  
Zhi-Yong Liu

1976 ◽  
Vol 5 (3) ◽  
pp. 5-15
Author(s):  
G. W. J. Coppens ◽  
M. P. F. M. van Dongen ◽  
J. P. C. Kleijnen

2021 ◽  
Vol 55 (2) ◽  
pp. 87-108
Author(s):  
Mohammed Chowdhury ◽  
Bogdan Gadidov ◽  
Linh Le ◽  
Yan Wang ◽  
Lewis VanBrackle

2018 ◽  
Vol 232 ◽  
pp. 04019
Author(s):  
ShangBin Ning ◽  
FengChao Zuo

As a powerful and explainable blind separation tool, non-negative matrix factorization (NMF) is attracting increasing attention in Hyperspectral Unmixing(HU). By effectively utilizing the sparsity priori of data, sparsity-constrained NMF has become a representative method to improve the precision of unmixing. However, the optimization technique based on simple multiplicative update rules makes its unmixing results easy to fall into local minimum and lack of robustness. To solve these problems, this paper proposes a new hybrid algorithm for sparsity constrained NMF by intergrating evolutionary computing and multiplicative update rules (MURs). To find the superior solution in each iteration,the proposed algorithm effectively combines the MURs based on alternate optimization technique, the coefficient matrix selection strategy with sparsity measure, as well as the global optimization technique for basis matrix via the differential evolution algorithm .The effectiveness of the proposed method is demonstrated via the experimental results on real data and comparison with representative algorithms.


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