Covariate shift is a situation in supervised learning where training and test inputs follow different distributions even though the functional relation remains unchanged. A common...
Yuta Tsuboi, Hisashi Kashima, Shohei Hido, Steffen...
Conventional autotuning configuration of parameters in distributed computing systems using evolutionary strategies increases integrated performance notably, though at the expense ...
— Non-negative Matrix factorization (NMF) has increasingly been used as a tool in signal processing in the last couple of years. NMF, like independent component analysis (ICA) is...
—We consider distributed estimation of the inverse covariance matrix in Gaussian graphical models. These models factorize the multivariate distribution and allow for efficient d...
Abstract − We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quanti...