- minimax estimate
- [ʹmınımæksʹestımıt] стат.
минимаксная оценка
Новый большой англо-русский словарь. 2001.
minimax estimate
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Minimax — This article is about the decision theory concept. For other uses, see Minimax (disambiguation). Minimax (sometimes minmax) is a decision rule used in decision theory, game theory, statistics and philosophy for minimizing the possible loss for a… … Wikipedia
Minimax estimator — In statistical decision theory, where we are faced with the problem of estimating a deterministic parameter (vector) from observations an estimator (estimation rule) is called minimax if its maximal risk is minimal among all estimators of . In a… … Wikipedia
Info-gap decision theory — is a non probabilistic decision theory that seeks to optimize robustness to failure – or opportuneness for windfall – under severe uncertainty,[1][2] in particular applying sensitivity analysis of the stability radius type[3] to perturbations in… … Wikipedia
Regret (decision theory) — Regret (often also called opportunity loss) is defined as the difference between the actual payoff and the payoff that would have been obtained if a different course of action had been chosen. This is also called difference regret. Furthermore,… … Wikipedia
Robust statistics — provides an alternative approach to classical statistical methods. The motivation is to produce estimators that are not unduly affected by small departures from model assumptions. Contents 1 Introduction 2 Examples of robust and non robust… … Wikipedia
Computer Go — Part of a series of articles on Go (board game) Game specifics Go rules Go handicaps Go proverbs Go terms Go strategy and tactics Fuseki (whole board openings) Joseki (corner based openings) Life and death Tsumego … Wikipedia
game theory — a mathematical theory that deals with strategies for maximizing gains and minimizing losses within prescribed constraints, as the rules of a card game: widely applied in the solution of various decision making problems, as those of military… … Universalium
Brute-force search — In computer science, brute force search or exhaustive search, also known as generate and test, is a trivial but very general problem solving technique that consists of systematically enumerating all possible candidates for the solution and… … Wikipedia
John von Neumann — Von Neumann redirects here. For other uses, see Von Neumann (disambiguation). The native form of this personal name is Neumann János. This article uses the Western name order. John von Neumann … Wikipedia
Remez algorithm — The Remez algorithm (sometimes also called Remes algorithm, Remez/Remes exchange algorithm), published by Evgeny Yakovlevich Remez in 1934 [E. Ya. Remez, Sur la détermination des polynômes d approximation de degré donnée , Comm. Soc. Math.… … Wikipedia
James-Stein estimator — The James Stein estimator is a nonlinear estimator which can be shown to dominate, or outperform, the ordinary (least squares) technique. As such, it is the best known example of Stein s phenomenon.An earlier version of the estimator was… … Wikipedia
