搜索结果: 1-15 共查到“统计学 generalization”相关记录15条 . 查询时间(0.281 秒)
On the Generalization Ability of Online Learning Algorithms for Pairwise Loss Functions
Generalization Ability Online Learning Algorithms Pairwise Loss Functions
2013/6/14
In this paper, we study the generalization properties of online learning based stochastic methods for supervised learning problems where the loss function is dependent on more than one training sample...
Zero Intelligence Models of the Continuous Double Auction: Empirical Evidence and Generalization
Continuous double auction zero intelligence models econometric estimation consistency asymptotic normality
2013/4/28
The paper is devoted to statistical analysis of zero intelligence models of continuous double auction, in particular to an estimation of parameters of limit order books. We review "classical" zero int...
Asymptotic Generalization Bound of Fisher's Linear Discriminant Analysis
Asymptotic Generalization Bound Fisher's Linear Discriminant Analysis
2012/9/17
Fisher’s linear discriminant analysis (FLDA) is an important dimension reduction method in sta-tistical pattern recognition. It has been shown that FLDA is asymptotically Bayes optimal under the homos...
Almost sure convergence and asymptotical normality of a generalization of Kesten's stochastic approximation algorithm for multidimensional case
Kesten's stochastic approximation algorithm multidimensional
2011/6/20
It is shown the almost sure convergence and asymptotical normality of a generalization of
Kesten's stochastic approximation algorithm for multidimensional case.
In this generalization, the step incr...
A further generalization of random self-decomposability
further generalization random self-decomposability
2010/10/19
The notion of random self-decomposability is generalized further. The notion is then extended to non-negative integer-valued distributions.
Coherence and phase synchronization:generalization to pairs of multivariate time series,and removal of zero-lag contributions
Coherence and phase synchronization generalization multivariate time series zero-lag contributions
2010/4/29
Coherence and phase synchronization between time series corresponding to
different spatial locations are usually interpreted as indicators of the “connectivity”
between locations. In neurophysiology...
Generalization of usual capability indices for unilateral tolerances
Process Capability Indices Unilateral Tolerances Non-normal Processes
2010/4/27
Capability indices are dimensionless quantities measuring the aptitude of a process to
manufacture items whose characteristics must be within a specified tolerance ranges.
The usual indices Cp , Cpk...
A generalization of Kawada and Ito's theorem。
The generalization of the Kac-Bernstain Theorem
independence characterization normality Bernstein's theorem Cramkr's theorem
2009/9/22
The Skitovich-Darmois Theorem of the early 1950's
establishes the normality of independent X,, X,, . . ., X, from the independence
of two linear forms in these random variables. Existing
proofs ge...
Generalization error for multi-class margin classification
Convex and nonconvex losses import vector machines $psi$-learning sparse learning support vector machines
2009/9/16
In this article, we study rates of convergence of the generalization error of multi-class margin classifiers. In particular, we develop an upper bound theory quantifying the generalization error of va...
The trajectory of the ball in a soccer game is modelled by the Brownian motion on a cylinder, subject to elastic reflections at the boundary points (as proposed in [KPY]). The score is then the number...
Further Exponential Generalization of Pitman's 2M-X Theorem
Diffusion processes Generalization of Pitman's 2M-X Theorem
2009/4/29
We present a class of processes which enjoy an exponential analogue of Pitman's 2M-X theorem, improving hence some works of H. Matsumoto and M. Yor.
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
Estimation of the noncentrality matrix of a noncentral Wishart distribution with unit scale matrix A matrix generalization of leung’s domination result
Noncentral Wishart matrix identity noncentrality matrix decision-theoretic estimation matrix loss function Lowner matrix ordering Haffians
2009/2/23
The main aim is to estimate the noncentrality matrix of a noncentral Wishart distribution. The method used is Leung’s but generalized to a matrix loss function. Parallelly Leung’s scalar noncentral Wi...
A New Generalization of Chebyshev Inequality for Random Vectors
New Generalization Chebyshev Inequality Random Vectors
2010/4/30
In this article, we derive a new generalization of Chebyshev inequality for random vectors.
We demonstrate that the new generalization is much less conservative than the classical
generalization.