| Title: | Comparison of Confidence Sets Designs for Various Degrees of Knowledge |
| Authors: | Ajgl, Jiří Straka, Ondřej |
| Citation: | AJGL, J. STRAKA, O. Comparison of Confidence Sets Designs for Various Degrees of Knowledge. In Proceedings of the 2021 24th International Conference on Information Fusion (FUSION). Sun City: IEEE, 2021. s. 1-7. ISBN: 978-1-73774-971-4 , ISSN: neuvedeno |
| Issue Date: | 2021 |
| Publisher: | IEEE |
| Document type: | konferenční příspěvek ConferenceObject |
| URI: | 2-s2.0-85123410634 http://hdl.handle.net/11025/47135 |
| ISBN: | 978-1-73774-971-4 |
| Keywords in different language: | confidence sets;estimation fusion;unknown dependence |
| Abstract in different language: | Confidence sets are random sets constructed in such a way that the probability that they contain the estimated parameter achieves a chosen level. This paper deals with combining information from two estimates and discusses several designs with respect to various degrees of knowledge of the joint probability density function. Namely, the designs by fusion, intersection and union are considered for unknown joint density, known Gaussian joint density and Gaussian joint density with unknown cross-covariance. Evaluation criteria are proposed and the confidence sets are compared using simple numerical example. |
| Rights: | Plný text je přístupný v rámci univerzity přihlášeným uživatelům. © ISIF |
| Appears in Collections: | Konferenční příspěvky / Conference Papers (KKY) OBD |
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