Estimation of characteristics of randomized static models of data (entropy-robust approach)

A new approach to the definition of static relations between small amounts of input and output data is suggested, which is based on the use of randomized models and the estimation of probability characteristics of their parameters. To work up the procedures of robust parametric and nonparametric estimation, the entropy approach is developed, which uses generalized Boltzmann and Fermi informational entropies.

Presented by the member of Editorial Board: B. T. Polyak