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UAI
2008
15 years 4 months ago
A Game-Theoretic Analysis of Updating Sets of Probabilities
We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on valu...
Peter Grünwald, Joseph Y. Halpern
ALT
1999
Springer
15 years 7 months ago
Extended Stochastic Complexity and Minimax Relative Loss Analysis
We are concerned with the problem of sequential prediction using a givenhypothesis class of continuously-manyprediction strategies. An e ectiveperformance measure is the minimax re...
Kenji Yamanishi
SIAMJO
2008
104views more  SIAMJO 2008»
15 years 3 months ago
A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
Seung-Jean Kim, Stephen P. Boyd
ESA
2006
Springer
76views Algorithms» more  ESA 2006»
15 years 6 months ago
Parallel Machine Scheduling Through Column Generation: Minimax Objective Functions
Marjan van den Akker, J. A. Hoogeveen, Jules W. va...
PAMI
2010
103views more  PAMI 2010»
15 years 1 months ago
Tuning Support Vector Machines for Minimax and Neyman-Pearson Classification
Mark A. Davenport, Richard G. Baraniuk, Clayton Sc...