Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond

Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond

© 2018, Springer International Publishing AG. It is known that symmetry ideas can explain the empirical success of many non-linear models. This explanation makes these models theoretically justified and thus, more reliable. However, the models remain non-linear and thus, identification or the model’...

Full description

Saved in:
Bibliographic Details
Main Authors: Vladik Kreinovich, Anh H. Ly, Olga Kosheleva, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Computer Science
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038827524&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58587
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Chiang Mai University
id th-cmuir.6653943832-58587
record_format dspace
spelling th-cmuir.6653943832-585872018-09-05T04:26:33Z Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond Vladik Kreinovich Anh H. Ly Olga Kosheleva Songsak Sriboonchitta Computer Science © 2018, Springer International Publishing AG. It is known that symmetry ideas can explain the empirical success of many non-linear models. This explanation makes these models theoretically justified and thus, more reliable. However, the models remain non-linear and thus, identification or the model’s parameters based on the observations remains a computationally expensive nonlinear optimization problem. In this paper, we show that symmetry ideas can not only help to select and justify a nonlinear model, they can also help us design computationally efficient almost-linear algorithms for identifying the model’s parameters. 2018-09-05T04:26:33Z 2018-09-05T04:26:33Z 2018-01-01 Book Series 1860949X 2-s2.0-85038827524 10.1007/978-3-319-73150-6_10 https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038827524&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/58587
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Computer Science
spellingShingle Computer Science
Vladik Kreinovich
Anh H. Ly
Olga Kosheleva
Songsak Sriboonchitta
Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
description © 2018, Springer International Publishing AG. It is known that symmetry ideas can explain the empirical success of many non-linear models. This explanation makes these models theoretically justified and thus, more reliable. However, the models remain non-linear and thus, identification or the model’s parameters based on the observations remains a computationally expensive nonlinear optimization problem. In this paper, we show that symmetry ideas can not only help to select and justify a nonlinear model, they can also help us design computationally efficient almost-linear algorithms for identifying the model’s parameters.
format Book Series
author Vladik Kreinovich
Anh H. Ly
Olga Kosheleva
Songsak Sriboonchitta
author_facet Vladik Kreinovich
Anh H. Ly
Olga Kosheleva
Songsak Sriboonchitta
author_sort Vladik Kreinovich
title Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
title_short Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
title_full Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
title_fullStr Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
title_full_unstemmed Efficient parameter-estimating algorithms for symmetry-motivated models: Econometrics and beyond
title_sort efficient parameter-estimating algorithms for symmetry-motivated models: econometrics and beyond
publishDate 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85038827524&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/58587
_version_ 1681425093291409408

Similar Items