56 search results - page 7 / 12 » Estimating Predictive Variances with Kernel Ridge Regression |
ICCV
2003
IEEE
15 years 11 months ago
2003
IEEE
This paper describes a novel application of Statistical Learning Theory (SLT) to control model complexity in flow estimation. SLT provides analytical generalization bounds suitabl...
COLT
2006
Springer
15 years 1 months ago
2006
Springer
We propose a sequential randomized algorithm, which at each step concentrates on functions having both low risk and low variance with respect to the previous step prediction functi...
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CDC
2009
IEEE
15 years 1 months ago
2009
IEEE
This paper adresses the variance quantification problem for system identification based on the prediction error framework. The role of input and model class selection for the auto-...
ACML
2009
Springer
15 years 4 months ago
2009
Springer
Many regression schemes deliver a point estimate only, but often it is useful or even essential to quantify the uncertainty inherent in a prediction. If a conditional density estim...
Lecture Notes
These notes cover several topics such as Review of Statistics, Least Squares and Maximum Likelihood Estimation, Index Models, Testing CAPM and Multifactor Models
Event Studies, Ti...