34 search results - page 1 / 7 » Density estimation with stagewise optimization of the empiri... |
ML
2007
ACM
13 years 9 months ago
2007
ACM
We consider multivariate density estimation with identically distributed observations. We study a density estimator which is a convex combination of functions in a dictionary and ...
CORR
2008
Springer
13 years 9 months ago
2008
Springer
We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
WCE
2007
13 years 10 months ago
2007
Abstract—In this paper I use Monte Carlo simulated option data to investigate the empirical power of six Risk Neutral Density (RND) estimation techniques. Three alternative appro...
COLT
2010
Springer
13 years 7 months ago
2010
Springer
We study graph estimation and density estimation in high dimensions, using a family of density estimators based on forest structured undirected graphical models. For density estim...
ICANN
2007
Springer
13 years 11 months ago
2007
Springer
Abstract. A procedure to estimate the parameters of GARCH processes with non-parametric innovations is proposed. We also design an improved technique to estimate the density of hea...