Estimator | Robust regression

S-estimator

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).

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(ML 11.1) Estimators

Definition of an estimator. Examples of estimators. Definition of an unbiased estimator.

From playlist Machine Learning

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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

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Inverse normal with Z Table

Determining values of a variable at a particular percentile in a normal distribution

From playlist Unit 2: Normal Distributions

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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

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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

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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

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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

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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

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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

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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

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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

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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

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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)

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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

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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

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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

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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"

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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

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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

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Normal distribution | Expected value | Robust statistics | Linear regression | Differentiable function