Some notes on concordance between optimization and statistics

DOI10.1155/2019/3485064MaRDI QIDQ2298307zbMATH OpenOpenAlexWikidataFDO

Authors Weiyan Mu, Qiuyue Wei, Shifeng Xiong

Publication date 20 February 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2019/3485064

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Stochastic programming (90C15)

Review text

Summary: Many engineering problems require solutions to statistical optimization problems. When the global solution is hard to attain, engineers or statisticians always use the better solution because we intuitively believe a principle, called better solution principle (BSP) in this paper, that a better solution to a statistical optimization problem also has better statistical properties of interest. This principle displays some concordance between optimization and statistics and is expected to widely hold. Since theoretical study on BSP seems to be neglected by statisticians, this paper presents a primary discussion on BSP within a relatively general framework. We demonstrate two comparison theorems as the key results of this paper. Their applications to maximum likelihood estimation are presented. It can be seen that BSP for this problem holds under reasonable conditions; i.e., an estimator with greater likelihood is better in some statistical sense.

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Cites work

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