7 search results - page 1 / 2 » Universal linear least squares prediction: Upper and lower b... |
TIT
2002
13 years 4 months ago
2002
We consider the problem of sequential linear prediction of real-valued sequences under the square-error loss function. For this problem, a prediction algorithm has been demonstrate...
TSP
2008
13 years 4 months ago
2008
We consider sequential regression of individual sequences under the square error loss. Using a competitive algorithm framework, we construct a sequential algorithm that can achieve...
MA
2010
Springer
13 years 3 months ago
2010
Springer
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...
FOCS
2008
IEEE
13 years 11 months ago
2008
IEEE
We study the properties of embeddings, multicommodity flows, and sparse cuts in minor-closed families of graphs which are also closed under 2-sums; this includes planar graphs, g...
TIT
1998
13 years 4 months ago
1998
Abstract— The paper deals with estimating transfer functions of stable linear time-invariant systems under stochastic assumptions. We adopt a nonparametric minimax approach for m...