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» Estimation in covariate-adjusted regression
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JMLR
2002
137views more  JMLR 2002»
15 years 1 months ago
The Subspace Information Criterion for Infinite Dimensional Hypothesis Spaces
A central problem in learning is selection of an appropriate model. This is typically done by estimating the unknown generalization errors of a set of models to be selected from a...
Masashi Sugiyama, Klaus-Robert Müller
CVPR
2010
IEEE
14 years 11 months ago
Adaptive pose priors for pictorial structures
Pictorial structure (PS) models are extensively used for part-based recognition of scenes, people, animals and multi-part objects. To achieve tractability, the structure and param...
Benjamin Sapp, Chris Jordan, Ben Taskar
CSDA
2004
104views more  CSDA 2004»
15 years 1 months ago
Consistent estimation in an implicit quadratic measurement error model
An adjusted least squares estimator is derived that yields a consistent estimate of the parameters of an implicit quadratic measurement error model. In addition, a consistent esti...
Alexander Kukush, Ivan Markovsky, Sabine Van Huffe...
IJAR
2010
106views more  IJAR 2010»
14 years 12 months ago
A minimum distance estimator in an imprecise probability model - Computational aspects and applications
The present article considers estimating a parameter θ in an imprecise probability model (Pθ)θ∈Θ which consists of coherent upper previsions Pθ . After the definition of a...
Robert Hable
COLT
2004
Springer
15 years 5 months ago
Oracle Bounds and Exact Algorithm for Dyadic Classification Trees
This paper introduces a new method using dyadic decision trees for estimating a classification or a regression function in a multiclass classification problem. The estimator is bas...
Gilles Blanchard, Christin Schäfer, Yves Roze...