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JOURNAL ARTICLE published 28 December 2018 in Kybernetika

Authors: Karel Sladký

First passage risk probability optimality for continuous time Markov decision processes

JOURNAL ARTICLE published 10 March 2019 in Kybernetika

Authors: Haifeng Huo | Xian Wen

An extension of statistical decision theory with information theoretic cost functions to decision fusion: Part I

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Empirical Estimates in Stochastic Programming

BOOK CHAPTER published 1988 in Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes

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An extension of statistical decision theory with information theoretic cost functions to decision fusion: Part II

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Authors: Michael B. Hurley

A Statistical Decision-Theoretic Approach for Measuring Privacy Risk and Utility in Databases

PROCEEDINGS ARTICLE published March 2020 in 2020 54th Annual Conference on Information Sciences and Systems (CISS)

Authors: Alisa Miyashita | Akira Kamatsuka | Takahiro Yoshida | Toshiyasu Matsushima

Risk probability optimization problem for finite horizon continuous time Markov decision processes with loss rate

JOURNAL ARTICLE published 26 May 2021 in Kybernetika

Authors: Haifeng Huo | Xian Wen

On convergence of kernel density estimates in particle filtering

JOURNAL ARTICLE published 20 December 2016 in Kybernetika

Authors: David Coufal

A decision theoretic approach to time series analysis

JOURNAL ARTICLE published December 1967 in Annals of the Institute of Statistical Mathematics

Authors: Bernt P. Stigum

Rank tests in regression model based on minimum distance estimates

JOURNAL ARTICLE published 28 December 2015 in Kybernetika

Authors: Radim Navrátil

On precision of stochastic optimization based on estimates from censored data

JOURNAL ARTICLE published 30 June 2014 in Kybernetika

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Policy Implications of Statistical Estimates: A General Bayesian Decision-Theoretic Model for Binary Outcomes

JOURNAL ARTICLE published 31 December 2022 in Statistics and Public Policy

Authors: Akisato Suzuki

f-Projection of σ-Finite Measures and its Information-Theoretic and Statistical Applications

BOOK CHAPTER published 1988 in Transactions of the Tenth Prague Conference on Information Theory, Statistical Decision Functions, Random Processes

Authors: Igor Vajda

Stability, empirical estimates and scenario generation in stochastic optimization - applications in finance

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Vlasta Kaňková

Incomplete information and risk sensitive analysis of sequential games without a predetermined order of turns

JOURNAL ARTICLE published 30 May 2021 in Kybernetika

Authors: Rubén Becerril-Borja | Raúl Montes-de-Oca

Estimates of covariance matrix of U-statistic and confidence intervals for Kendall tau

JOURNAL ARTICLE published 4 May 2016 in Kybernetika

Authors: František Rublík

Verification of functional a posteriori error estimates for obstacle problem in 2D

JOURNAL ARTICLE published 2 January 2015 in Kybernetika

Authors: Petr Harasim | Jan Valdman

On decision-making in possibility theory

JOURNAL ARTICLE published 24 August 2015 in Kybernetika

Authors: Jiřina Vejnarová

Information-theoretic disclosure risk measures in statistical disclosure control of tabular data

PROCEEDINGS ARTICLE published in Proceedings 14th International Conference on Scientific and Statistical Database Management

Authors: J. Domingo-Feffer | A. Oganian | V. Torra

Second order optimality in Markov decision chains

JOURNAL ARTICLE published 12 January 2018 in Kybernetika

Authors: Karel Sladký