Some Notes on Concordance between Optimization and Statistics

doi:10.1155/2019/3485064

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	Some Notes on Concordance between Optimization and Statistics
	Mu, Weiyan 1; Wei, Qiuyue 1; Xiong, Shifeng2
	2019
发表期刊	MATHEMATICAL PROBLEMS IN ENGINEERING
ISSN	1024-123X
页码	6
摘要	Many engineering problems require solutions to statistical optimization problems. When the global solution is hard to attain, engineers or statisticians always use the better solution because we intuitively believe a principle, called better solution principle (BSP) in this paper, that a better solution to a statistical optimization problem also has better statistical properties of interest. This principle displays some concordance between optimization and statistics and is expected to widely hold. Since theoretical study on BSP seems to be neglected by statisticians, this paper presents a primary discussion on BSP within a relatively general framework. We demonstrate two comparison theorems as the key results of this paper. Their applications to maximum likelihood estimation are presented. It can be seen that BSP for this problem holds under reasonable conditions; i.e., an estimator with greater likelihood is better in some statistical sense.
DOI	10.1155/2019/3485064
语种	英语
资助项目	Chinese Ministry of Science and Technology[2016YFF0203801] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033] ; BUCEA[21082716014]
WOS研究方向	Engineering ; Mathematics
WOS类目	Engineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000457039300001
出版者	HINDAWI LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/32325
专题	系统科学研究所
通讯作者	Xiong, Shifeng
作者单位	1.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China 2.Chinese Acad Sci, NCMIS, Acad Math & Syst Sci, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Mu, Weiyan,Wei, Qiuyue,Xiong, Shifeng. Some Notes on Concordance between Optimization and Statistics[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2019:6.
APA	Mu, Weiyan,Wei, Qiuyue,&Xiong, Shifeng.(2019).Some Notes on Concordance between Optimization and Statistics.MATHEMATICAL PROBLEMS IN ENGINEERING,6.
MLA	Mu, Weiyan,et al."Some Notes on Concordance between Optimization and Statistics".MATHEMATICAL PROBLEMS IN ENGINEERING (2019):6.