9 search results - page 1 / 2 » LS-SVM Hyperparameter Selection with a Nonparametric Noise E... |
ICANN
2005
Springer
13 years 11 months ago
2005
Springer
This paper presents a new method for the selection of the two hyperparameters of Least Squares Support Vector Machine (LS-SVM) approximators with Gaussian Kernels. The two hyperpar...
ICASSP
2011
IEEE
12 years 10 months ago
2011
IEEE
The Dirichlet Process Mixture (DPM) models represent an attractive approach to modeling latent distributions parametrically. In DPM models the Dirichlet process (DP) is applied es...
ICASSP
2011
IEEE
12 years 10 months ago
2011
IEEE
In this paper we present a new sparse iterative covariance-based estimation approach, called SPICE, to the direction of arrival estimation problem. SPICE is obtained by the minimi...
ICDM
2009
IEEE
14 years 28 days ago
2009
IEEE
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
IJON
2007
13 years 6 months ago
2007
In this paper, a global methodology for the long-term prediction of time series is proposed. This methodology combines direct prediction strategy and sophisticated input selection...