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基于估计抽样分布的重要性抽样AI 解读

Monte Carlo importance sampling for evaluating numerical integration is discussed. We consider a parametric family of sampling distributions and propose the use of the sampling distribution estimated by maximum likelihood. The proposed method of importance sampling using the estimated sampling distribution is shown to improve the asymptotic variance of the ordinary method using the true sampling distribution. The argument is closely related to the discussion of the paradox…

一类 logistic 型判别函数AI 解读

In two‐group discriminant analysis, the Neyman–Pearson Lemma establishes that the ROC, receiver operating characteristic, curve for an arbitrary linear function is everywhere below the ROC curve for the true likelihood ratio. The weighted area between these two curves can be used as a risk function for finding good discriminant functions. The weight function corresponds to the objective of the analysis, for example to minimise the expected cost of misclassification, or to…