opalcat 我想利用上面关系式得到参数估计值,但是用R求最小值的时候,随着参数初始值选取的不同,最后的结果也不一样,我猜想的可能的原因:右面的函数不收敛,最小值是局部最优。 通过经验,我认为对应于某一个初始值,求出来的最小值是合适的,但是迭代次数只有1次,出现这种情况我就不知道该怎么办了。 我想问一下,对于这种函数应该如何估计参数?不胜感谢:) PS:参数都要求大于0
rtist I cannot see your formula. If the surface of objective function is too complicated, it's hard to get global minimum for any method. But some (like GA, SA, etc.) are better than others. Also, as you have prior experience in this problem, Bayesian estimation through MCMC is another reasonable way. Note that MCMC can also be viewed as a stochastic optimization algorithm.
opalcat 哎呀呀,楼上的说的什么GA,SA,MCMC一个也不懂啊,我把公式重新传了一下,这次希望能看到,我就是想对右面括号内的函数求最小值,得到参数估计,参数有符号限制,希望各位能帮忙解决我出现的问题