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Efficient Estimation of the number of neighbours in Probabilistic K Nearest Neighbour Classification
Bayesian Inference Model Averaging K-free model order estimation
2013/6/14
Probabilistic k-nearest neighbour (PKNN) classification has been introduced to improve the performance of original k-nearest neighbour (KNN) classification algorithm by explicitly modelling uncertaint...
Efficient estimation for a subclass of shape invariant models
Shape invariant model semiparametric estimation efficiency
2010/10/15
In this paper, we observe a fixed number of unknown $2\pi$-periodic functions differing from each other by both phases and amplitude. This semiparametric model appears in literature under the name "s...
Computationally Efficient Estimation of Factor Multivariate Stochastic Volatility Models
Approximate EM Adaptive sampling Delayed rejection Gaussian copula marginallikelihood Markov chain Monte Carlo
2010/3/10
An Markov chain Monte Carlo simulation method based on a two stage delayed
rejection Metropolis-Hastings algorithm is proposed to estimate a factor
multivariate stochastic volatility model. The firs...
Adaptive asymptotically efficient estimation in heteroscedastic nonparametric regression
asymptotic bounds adaptive estimation efficient estimation het-eroscedastic regression nonparametric regression Pinsker’s constant
2010/3/10
The paper deals with asymptotic properties of the adaptive proce-
dure proposed in the author paper, 2007, for estimating an unknown
nonparametric regression. We prove that this procedure is asympto...
Efficient estimation of copula-based semiparametric Markov models
Copula geometric ergodicity nonlinear Markov models semi-parametric efficiency sieve likelihood ratio statistics sieve MLE tail dependence value-at-risk
2010/3/17
paper considers the efficient estimation of copula-based semi-
parametric strictly stationary Markov models. These models are char-
acterized by nonparametric invariant (one-dimensional marginal) di...
Efficient estimation of the cardinality of large data sets
Efficient estimation cardinality large data sets
2010/4/26
F.Giroire has recently proposed an algorithm which returns the approximate number of distincts
elements in a large sequence of words, under strong constraints coming from the analysis of large data b...