maximize expected value of a Heaviside function Announcing the arrival of Valued Associate #679: Cesar Manara Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Expected value linearityExpected Value FunctionMaximize the expected values of a function with constrainFinding PMF of C by given expected valueExpected value with uncertainty about parametersExpected value of the maximum functionProbability problem involving geometric distribution and expected valueHow much should one bid to maximize the expected profit?Deriving expected value given expected valueWhat does this expected value notation mean?
Why are vacuum tubes still used in amateur radios?
Drawing spherical mirrors
How could we fake a moon landing now?
Central Vacuuming: Is it worth it, and how does it compare to normal vacuuming?
Why weren't discrete x86 CPUs ever used in game hardware?
What does 丫 mean? 丫是什么意思？
How much damage would a cupful of neutron star matter do to the Earth?
Co-worker has annoying ringtone
What does this say in Elvish?
Is there public access to the Meteor Crater in Arizona?
Dynamic filling of a region of a polar plot
One-one communication
Lagrange four-squares theorem --- deterministic complexity
How many time has Arya actually used Needle?
Crossing US/Canada Border for less than 24 hours
What's the point of the test set?
What does it mean that physics no longer uses mechanical models to describe phenomena?
How to compare two different files line by line in unix?
What to do with repeated rejections for phd position
Did any compiler fully use 80-bit floating point?
Misunderstanding of Sylow theory
Tannaka duality for semisimple groups
How often does castling occur in grandmaster games?
Sum letters are not two different
maximize expected value of a Heaviside function
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 23, 2019 at 23:30 UTC (7:30pm US/Eastern)Expected value linearityExpected Value FunctionMaximize the expected values of a function with constrainFinding PMF of C by given expected valueExpected value with uncertainty about parametersExpected value of the maximum functionProbability problem involving geometric distribution and expected valueHow much should one bid to maximize the expected profit?Deriving expected value given expected valueWhat does this expected value notation mean?
$begingroup$
$X$ is a random variable and a cost function is $f(x;c)$ where $c$ is the parameter to be estimated.
Then how to find $c$ to maximize $E_x[H(f(x;c))]$, where H is Heaviside unit step function.
probability optimization parameter-estimation
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
$endgroup$
add a comment |
$begingroup$
$X$ is a random variable and a cost function is $f(x;c)$ where $c$ is the parameter to be estimated.
Then how to find $c$ to maximize $E_x[H(f(x;c))]$, where H is Heaviside unit step function.
probability optimization parameter-estimation
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
$endgroup$
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21
add a comment |
$begingroup$
$X$ is a random variable and a cost function is $f(x;c)$ where $c$ is the parameter to be estimated.
Then how to find $c$ to maximize $E_x[H(f(x;c))]$, where H is Heaviside unit step function.
probability optimization parameter-estimation
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
$endgroup$
$X$ is a random variable and a cost function is $f(x;c)$ where $c$ is the parameter to be estimated.
Then how to find $c$ to maximize $E_x[H(f(x;c))]$, where H is Heaviside unit step function.
probability optimization parameter-estimation
probability optimization parameter-estimation
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
asked Apr 2 at 2:41
GeorgesswGeorgessw
62
62
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21
add a comment |
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21
add a comment |
0
active
oldest
votes
Your Answer
StackExchange.ready(function()
var channelOptions =
tags: "".split(" "),
id: "69"
;
initTagRenderer("".split(" "), "".split(" "), channelOptions);
StackExchange.using("externalEditor", function()
// Have to fire editor after snippets, if snippets enabled
if (StackExchange.settings.snippets.snippetsEnabled)
StackExchange.using("snippets", function()
createEditor();
);
else
createEditor();
);
function createEditor()
StackExchange.prepareEditor(
heartbeatType: 'answer',
autoActivateHeartbeat: false,
convertImagesToLinks: true,
noModals: true,
showLowRepImageUploadWarning: true,
reputationToPostImages: 10,
bindNavPrevention: true,
postfix: "",
imageUploader:
brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
allowUrls: true
,
noCode: true, onDemand: true,
discardSelector: ".discard-answer"
,immediatelyShowMarkdownHelp:true
);
);
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3171396%2fmaximize-expected-value-of-a-heaviside-function%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
0
active
oldest
votes
0
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function ()
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3171396%2fmaximize-expected-value-of-a-heaviside-function%23new-answer', 'question_page');
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function ()
StackExchange.helpers.onClickDraftSave('#login-link');
);
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
$begingroup$
The expected value of an indicator function (i.e. Heaviside function) is the probability of that event. So $mathbbE[H(f(X;c))]=mathbbP[f(X;c)geq0]$. More can’t be said without knowing about your function $f$ and the distribution of $X$. Try adding some context to your question.
$endgroup$
– David M.
Apr 2 at 3:21