Concepedia

Stochastic Parameter Estimation

Stochastic Parameter Estimation is a parameter estimation method that characterizes uncertain parameters as random variables and employs probabilistic models to infer their distributions from noisy or incomplete data.

371

Publications

22.3K

Citations

823

Authors

434

Institutions

Publications per year

2017–2026

53

Parents

Publications

371

Stochastic Estimation of the Maximum of a Regression Function

J. Kiefer, J. Wolfowitz · The Annals of Mathematical Statistics · 1952 · 2.2K citations · Full text

, , +9

Optimal adaptive estimation of sampled stochastic processes

D.T. Magill · IEEE Transactions on Automatic Control · 1965 · 785 citations

, , +14

Large sample tests of statistical hypotheses concerning several parameters with applications to problems of estimation

C. Radhakrishna Rao · Mathematical Proceedings of the Cambridge Philosophical Society · 1948 · 719 citations

, , +13

The theory of least squares when the parameters are stochastic and its application to the analysis of growth curves

C. Radhakrishna Rao · Biometrika · 1965 · 637 citations

, , +13

A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines

Michael F. Hutchinson · Communications in Statistics - Simulation and Computation · 1990 · 534 citations

, , +16

1–5 of 371

Authors

823

  1. FD
    Feng Ding

    Jiangnan University, China

    6 publications · 638 citations

    6

    h-index

  2. SH
    Szu Hui Ng

    National University of Singapore, Singapore

    4 publications · 131 citations

    4

    h-index

  3. HY
    Hu Yang

    Chongqing University, China

    4 publications · 136 citations

    4

    h-index

  4. BR
    Barr Rosenberg

    University of California, Berkeley, United States

    4 publications · 201 citations

    4

    h-index

  5. JY
    Jun Yin

    Nanjing University of Information Science and Technology, China

    3 publications · 69 citations

    3

    h-index

1–5 of 823

Institutions

434

  1. Centre National de la Recherche Scientifique

    Paris, France

    10 h-index

    22 publications

    698 citations

  2. Jiangnan University

    Wuxi, China

    8 h-index

    17 publications

    1.6K citations

  3. McMaster University

    Hamilton, Canada

    6 h-index

    7 publications

    112 citations

  4. National University of Singapore

    Singapore, Singapore

    5 h-index

    12 publications

    321 citations

  5. University of California, Berkeley

    Berkeley, United States

    5 h-index

    8 publications

    441 citations

  6. Queensland University of Technology

    Brisbane, Australia

    5 h-index

    8 publications

    1.1K citations

  7. University of Illinois Urbana-Champaign

    Urbana, United States

    5 h-index

    9 publications

    324 citations

  8. Carnegie Mellon University

    Pittsburgh, United States

    5 h-index

    11 publications

    854 citations

1–8 of 434

Venues

  1. IEEE Transactions on Automatic Control

    12 publications · 1.2K citations

    11

    h-index

  2. Water Resources Research

    7 publications · 878 citations

    7

    h-index

  3. Stochastic Processes and their Applications

    6 publications · 291 citations

    6

    h-index

  4. 6

    h-index

  5. The Annals of Statistics

    5 publications · 152 citations

    5

    h-index

1–5