Национален семинар по стохастика

Институт по математика и информатика - БАН Block 8, 1113 БАН IV км., София

Поредната сбирка на Националния семинар по стохастика ще се проведе на 4 юни 2024 г. (сряда) от 14:00 часа в зала 503 на ИМИ - БАН. Доклад на тема Comparison of parameter estimation methods for a Beta-Uniform mixture model ще изнесе Николай И. Николов (ИМИ-БАН). Абстракт. The Benjamini-Hochberg (B-H) method is a procedure for controlling the false discovery rate in the problem of multiple comparisons and is one of the most cited scientific works. In this talk, a Beta-Uniform mixture is considered for approximating the distribution of the p-values before the B-H adjustment. Expectation-maximization algorithms are derived for finding the maximum-likelihood and the maximum product of spacings estimations of the parameters in the suggested model. In addition, the method of moments is also applied for [...]

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