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» Model selection by sequentially normalized least squares
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MA
2010
Springer
132views Communications» more  MA 2010»
13 years 3 months ago
Model selection by sequentially normalized least squares
Model selection by the predictive least squares (PLS) principle has been thoroughly studied in the context of regression model selection and autoregressive (AR) model order estima...
Jorma Rissanen, Teemu Roos, Petri Myllymäki
ECAI
2006
Springer
13 years 8 months ago
Least Squares SVM for Least Squares TD Learning
Abstract. We formulate the problem of least squares temporal difference learning (LSTD) in the framework of least squares SVM (LS-SVM). To cope with the large amount (and possible ...
Tobias Jung, Daniel Polani
MA
2010
Springer
147views Communications» more  MA 2010»
13 years 3 months ago
On asymptotic normality of sequential LS-estimate for unstable autoregressive process AR(2)
For estimating parameters in an unstable AR(2) model, the paper proposes a sequential least squares estimate with a special stopping time defined by the trace of the observed Fis...
Leonid Galtchouk, Victor Konev
INFOCOM
2007
IEEE
13 years 11 months ago
Multivariate Online Anomaly Detection Using Kernel Recursive Least Squares
— High-speed backbones are regularly affected by various kinds of network anomalies, ranging from malicious attacks to harmless large data transfers. Different types of anomalies...
Tarem Ahmed, Mark Coates, Anukool Lakhina
CORR
2011
Springer
202views Education» more  CORR 2011»
12 years 12 months ago
Online Least Squares Estimation with Self-Normalized Processes: An Application to Bandit Problems
The analysis of online least squares estimation is at the heart of many stochastic sequential decision-making problems. We employ tools from the self-normalized processes to provi...
Yasin Abbasi-Yadkori, Dávid Pál, Csa...