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Cosa (chi) è optimal smoothing - definizione
CLASS OF MATHEMATICAL PROBLEMS CONCERNED WITH CHOOSING AN OPTIMAL TIME TO TAKE A PARTICULAR ACTION
Optimal Stopping; Optimal Stopping problem
Kneser–Ney smoothing
STATISTICAL METHOD
Kneser-Ney smoothing
Kneser–Ney smoothing, also known as Kneser-Essen-Ney smoothing, is a method primarily used to calculate the probability distribution of n-grams in a document based on their histories.'A Bayesian Interpretation of Interpolated Kneser-Ney NUS School of Computing Technical Report TRA2/06' It is widely considered the most effective method of smoothing due to its use of absolute discounting by subtracting a fixed value from the probability's lower order terms to omit n-grams with lower frequencies.
Savitzky–Golay filter
ALGORITHM TO SMOOTHEN DATA POINTS
Savitsky-Golay; Savitsky Golay; Savitsky-Golay Smoothing Filter; Savitzky-Golay Smoothing Filter; Savitzky-Golay smoothing filter; Savitzky-Golay filter; Numerical smoothing; Numerical smoothing and differentiation; Savitzky–Golay smoothing filter; Lanczos differentiator; Savitzky–Golay filter for smoothing and differentiation; Savitzky-Golay filter for smoothing and differentiation
A Savitzky–Golay filter is a digital filter that can be applied to a set of digital data points for the purpose of smoothing the data, that is, to increase the precision of the data without distorting the signal tendency. This is achieved, in a process known as convolution, by fitting successive sub-sets of adjacent data points with a low-degree polynomial by the method of linear least squares.
Smoothed
DATASET MODIFICATION USING AN APPROXIMATING FUNCTION TO CAPTURE IMPORTANT PATTERNS IN THE DATA WHILE LEAVING OUT NOISE
Smoothed; Smoothes; Smoothly; Smoothest; Smoothdown; Smooth-down; Smoothes down; Smoothed down; Smoothing down; Data smoothing; Adaptive smoothening; Adaptive smoothing; Algorithms for smoothing; Smoothing algorithms
·Impf & ·p.p. of Smooth.
Wikipedia
Optimal stopping
In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance (related to the pricing of American options). A key example of an optimal stopping problem is the secretary problem. Optimal stopping problems can often be written in the form of a Bellman equation, and are therefore often solved using dynamic programming.
