The goal of S-estimators is to have a simple high-breakdown regression estimator, which share the flexibility and nice asymptotic properties of M-estimators. The name "S-estimators" was chosen as they are based on estimators of scale. We will consider estimators of scale defined by a function , which satisfy * R1 – is symmetric, continuously differentiable and . * R2 – there exists such that is strictly increasing on For any sample of real numbers, we define the scale estimate as the solution of , where is the expectation value of for a standard normal distribution. (If there are more solutions to the above equation, then we take the one with the smallest solution for s; if there is no solution, then we put .) Definition: Let be a sample of regression data with p-dimensional . For each vector , we obtain residuals by solving the equation of scale above, where satisfy R1 and R2. The S-estimator is defined by and the final scale estimator is then . (Wikipedia).
Definition of an estimator. Examples of estimators. Definition of an unbiased estimator.
From playlist Machine Learning
Introduction to Estimation Theory
http://AllSignalProcessing.com for more great signal-processing content: ad-free videos, concept/screenshot files, quizzes, MATLAB and data files. General notion of estimating a parameter and measures of estimation quality including bias, variance, and mean-squared error.
From playlist Estimation and Detection Theory
Determining values of a variable at a particular percentile in a normal distribution
From playlist Unit 2: Normal Distributions
Maximum Likelihood Estimation Examples
http://AllSignalProcessing.com for more great signal processing content, including concept/screenshot files, quizzes, MATLAB and data files. Three examples of applying the maximum likelihood criterion to find an estimator: 1) Mean and variance of an iid Gaussian, 2) Linear signal model in
From playlist Estimation and Detection Theory
Z Interval [Confidence Interval] for a Proportion
Calculating, understanding, and interpreting a Z Interval [confidence interval] for an unknown population proportion
From playlist Unit 8: Hypothesis Tests & Confidence Intervals for Single Means & for Single Proportions
(ML 17.3) Monte Carlo approximation
From playlist Machine Learning
Intro to t Distributions for Mean Inference
Intro and overview of t distributions and how they relate to Z distributions for means. Confidence intervals for means and hypothesis tests for means are typically using t distributions.
From playlist Unit 9: t Inference and 2-Sample Inference
Point Estimators and Unbiased Estimators w copyright
Explaining point estimators of parameters and whether they are unbiased
From playlist Unit 7 Probability C: Sampling Distributions & Simulation
Find x given the z-score, sample mean, and sample standard deviation
Please Subscribe here, thank you!!! https://goo.gl/JQ8Nys Find x given the z-score, sample mean, and sample standard deviation
From playlist Statistics
Simple Linear Regression (Part E)
Regression Analysis by Dr. Soumen Maity,Department of Mathematics,IIT Kharagpur.For more details on NPTEL visit http://nptel.ac.in
From playlist IIT Kharagpur: Regression Analysis | CosmoLearning.org Mathematics
Multiple Linear Regression (Part D)
Regression Analysis by Dr. Soumen Maity,Department of Mathematics,IIT Kharagpur.For more details on NPTEL visit http://nptel.ac.in
From playlist IIT Kharagpur: Regression Analysis | CosmoLearning.org Mathematics
Semiclassical Eigenfunction Estimates - Melissa Tacy
Semiclassical Eigenfunction Estimates - Melissa Tacy Institute for Advanced Study October 29, 2010 ANALYSIS/MATHEMATICAL PHYSICS SEMINAR Concentration phenomena for Laplacian eigenfunctions can be studied by obtaining estimates for their LpLp growth. By considering eigenfunctions as quasi
From playlist Mathematics
Trevor Wooley - Translation invariance, exponential sums, and Waring's problem [ICM 2014]
notes for this talk: https://people.maths.bris.ac.uk/~matdw/2014icm.pdf The International Congress of Mathematicians (ICM) in Seoul, http://www.icm2014.org/ Invited Lecture Speaker: Trevor Wooley Title: Translation invariance, exponential sums, and Waring's problem 8.19(Tue) [Day6] h
From playlist Number Theory
Stanford CS229: Machine Learning | Summer 2019 | Lecture 15 - Reinforcement Learning - II
For more information about Stanford’s Artificial Intelligence professional and graduate programs, visit: https://stanford.io/3E8Do7X Anand Avati Computer Science, PhD To follow along with the course schedule and syllabus, visit: http://cs229.stanford.edu/syllabus-summer2019.html
From playlist Stanford CS229: Machine Learning Course | Summer 2019 (Anand Avati)
Remainder Estimate For The Integral Test
This calculus 2 video tutorial explains how to find the remainder estimate for the integral test. It also explains how to estimate the sum of the infinite series using the partial sum and using the remainder estimation theorem for the integral test and confirming the answer with the calcu
From playlist New Calculus Video Playlist
Simple Linear Regression (Part C)
Regression Analysis by Dr. Soumen Maity,Department of Mathematics,IIT Kharagpur.For more details on NPTEL visit http://nptel.ac.in
From playlist IIT Kharagpur: Regression Analysis | CosmoLearning.org Mathematics
Markov Decision Processes 2 - Reinforcement Learning | Stanford CS221: AI (Autumn 2019)
For more information about Stanford’s Artificial Intelligence professional and graduate programs, visit: https://stanford.io/2Zv1JpK Topics: Reinforcement learning, Monte Carlo, SARSA, Q-learning, Exploration/exploitation, function approximation Percy Liang, Associate Professor & Dorsa Sa
From playlist Stanford CS221: Artificial Intelligence: Principles and Techniques | Autumn 2021
Nils Strunk: The energy-critical NLS posed on compact 3-manifolds
The lecture was held within the framework of the Hausdorff Trimester Program Harmonic Analysis and Partial Differential Equations. (13 06 2014)
From playlist HIM Lectures: Trimester Program "Harmonic Analysis and Partial Differential Equations"
Random variables, means, variance and standard deviations | Probability and Statistics
We introduce the idea of a random variable X: a function on a probability space. Associated to such a function is something called a probability distribution, which assigns probabilities, say p_1,p_2,...,p_n to the various possible values of X, say x_1,x_2,...,x_n. The probabilities p_i h
From playlist Probability and Statistics: an introduction
Yoshiko Konno: Shrinkage estimation of mean for complexmultivariate normal distribution with...
CIRM VIRTUAL EVENT Recorded during the meeting "Mathematical Methods of Modern Statistics 2" the June 05, 2020 by the Centre International de Rencontres Mathématiques (Marseille, France) Filmmaker: Guillaume Hennenfent Find this video and other talks given by worldwide mathematicians
From playlist Virtual Conference