Stochastic Restricted Biased Estimators in Misspecified Regression Model with Incomplete Prior Information

The analysis of misspecification was extended to the recently introduced stochastic restricted biased estimators when multicollinearity exists among the explanatory variables. The Stochastic Restricted Ridge Estimator (SRRE), Stochastic Restricted Almost Unbiased Ridge Estimator (SRAURE), Stochastic Restricted Liu Estimator (SRLE), Stochastic Restricted Almost Unbiased Liu Estimator (SRAULE), Stochastic Restricted Principal Component Regression Estimator (SRPCRE), Stochastic Restricted r-k (SRrk) class estimator, and Stochastic Restricted r-d (SRrd) class estimator were examined in the misspecified regression model due to missing relevant explanatory variables when incomplete prior information of the regression coefficients is available. Further, the superiority conditions between estimators and their respective predictors were obtained in the mean square error matrix (MSEM) sense. Finally, a numerical example and a Monte Carlo simulation study were used to illustrate the theoretical findings.

Acceleration of Reinforcement Learning with Incomplete Prior Information

Reinforcement learning is applicable to complex or unknown problems because the solution search process is done by trial-and-error. However, the calculation time for the trial-and-error search becomes larger as the scale of the problem increases. Therefore, in order to decrease calculation time, some methods have been proposed using the prior information on the problem. This paper improves a previously proposed method utilizing options as prior information. In order to increase the learning speed even with wrong options, methods for option correction by forgetting the policy and extending initiation sets are proposed.