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CSDA
2008
94views more  CSDA 2008»
13 years 4 months ago
Robust model selection using fast and robust bootstrap
Robust model selection procedures control the undue influence that outliers can have on the selection criteria by using both robust point estimators and a bounded loss function wh...
Matias Salibian-Barrera, Stefan Van Aelst
CSDA
2010
119views more  CSDA 2010»
13 years 4 months ago
Fast robust estimation of prediction error based on resampling
Robust estimators of the prediction error of a linear model are proposed. The estimators are based on the resampling techniques cross-validation and bootstrap. The robustness of t...
Jafar A. Khan, Stefan Van Aelst, Ruben H. Zamar
SMA
2008
ACM
162views Solid Modeling» more  SMA 2008»
13 years 4 months ago
Fast and robust bootstrap
The Least Trimmed Squares (LTS) estimator is a frequently used robust estimator of regression. When it comes to inference for the parameters of the regression model, the asymptoti...
Matias Salibian-Barrera, Stefan Van Aelst, Gert Wi...
ADAC
2010
105views more  ADAC 2010»
13 years 4 months ago
Inference for robust canonical variate analysis
We consider the problem of optimally separating two multivariate populations. Robust linear discriminant rules can be obtained by replacing the empirical means and covariance in th...
Stefan Van Aelst, Gert Willems
ACL
2012
11 years 7 months ago
Fast and Robust Part-of-Speech Tagging Using Dynamic Model Selection
This paper presents a novel way of improving POS tagging on heterogeneous data. First, two separate models are trained (generalized and domain-specific) from the same data set by...
Jinho D. Choi, Martha Palmer