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INFORMATICALT
2011
147views more  INFORMATICALT 2011»
9 years 6 months ago
On Comparison of the Estimators of the Hurst Index of the Solutions of Stochastic Differential Equations Driven by the Fractiona
This paper presents a study of the Hurst index estimation in the case of fractional Ornstein–Uhlenbeck and geometric Brownian motion models. The performance of the estimators is ...
Kestutis Kubilius, Dmitrij Melichov
INFORMATICALT
2011
126views more  INFORMATICALT 2011»
9 years 6 months ago
Quality of Quantization and Visualization of Vectors Obtained by Neural Gas and Self-Organizing Map
Abstract. In this paper, the quality of quantization and visualization of vectors, obtained by vector quantization methods (self-organizing map and neural gas), is investigated. A ...
Olga Kurasova, Alma Molyte
INFORMATICALT
2011
80views more  INFORMATICALT 2011»
9 years 6 months ago
From Multiblock Partial Least Squares to Multiblock Redundancy Analysis. A Continuum Approach
For the purpose of exploring and modelling the relationships between a dataset and several datasets, multiblock Partial Least Squares is a widely-used regression technique. It is d...
Stéphanie Bougeard, Mostafa El Qannari, Cor...
INFORMATICALT
2011
91views more  INFORMATICALT 2011»
9 years 6 months ago
A Quadratic Loss Multi-Class SVM for which a Radius-Margin Bound Applies
To set the values of the hyperparameters of a support vector machine (SVM), the method of choice is cross-validation. Several upper bounds on the leave-one-out error of the pattern...
Yann Guermeur, Emmanuel Monfrini
INFORMATICALT
2011
89views more  INFORMATICALT 2011»
9 years 6 months ago
Large-Scale Data Analysis Using Heuristic Methods
Estimation and modelling problems as they arise in many data analysis areas often turn out to be unstable and/or intractable by standard numerical methods. Such problems frequently...
Gintautas Dzemyda, Leonidas Sakalauskas
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