29 search results - page 3 / 6 » A Risk Minimization Principle for a Class of Parzen Estimato... |
ACML
2009
Springer
14 years 12 days ago
2009
Springer
In this paper, we propose a Robust Discriminant Analysis based on maximum entropy (MaxEnt) criterion (MaxEnt-RDA), which is derived from a nonparametric estimate of Renyi’s quadr...
JMLR
2006
13 years 5 months ago
2006
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
TSP
2008
13 years 5 months ago
2008
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
ICDM
2009
IEEE
14 years 13 days ago
2009
IEEE
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
ICASSP
2011
IEEE
12 years 9 months ago
2011
IEEE
Empirical divergence maximization is an estimation method similar to empirical risk minimization whereby the Kullback-Leibler divergence is maximized over a class of functions tha...