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Confidence Regions for Stochastic Approximation Algorithms
Confidence Regions Stochastic Approximation Algorithms
2015/7/8
In principle, known central limit theorems for stochastic approximation schemes permit the simulationist to provide confidence regions for both the optimum and optimizer of a stochastic optimization p...
On asymptotically optimal confidence regions and tests for high-dimensional models
asymptotically optimal confidence regions tests for high-dimensional models
2013/4/27
We propose a general method for constructing confidence intervals and statistical tests for single or low-dimensional components of a large parameter vector in a high-dimensional model. It can be easi...
Resampling-based confidence regions and multiple tests for a correlated random vector
Resampling-based confidence regions multiple tests correlated random vector
2010/4/26
Resampling-based confidence regions and multiple tests for a correlated random vector。