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TIT
1998
63views more  TIT 1998»
14 years 9 months ago
On the Consistency of Minimum Complexity Nonparametric Estimation
— Nonparametric estimation is usually inconsistent without some form of regularization. One way to impose regularity is through a prior measure. Barron and Cover [1], [2] have sh...
Zhiyi Chi, Stuart Geman
IWANN
2007
Springer
15 years 3 months ago
Non-parametric Residual Variance Estimation in Supervised Learning
The residual variance estimation problem is well-known in statistics and machine learning with many applications for example in the field of nonlinear modelling. In this paper, we...
Elia Liitiäinen, Amaury Lendasse, Francesco C...
104
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BCS
2008
14 years 11 months ago
Fast Estimation of Nonparametric Kernel Density Through PDDP, and its Application in Texture Synthesis
In this work, a new algorithm is proposed for fast estimation of nonparametric multivariate kernel density, based on principal direction divisive partitioning (PDDP) of the data s...
Arnab Sinha, Sumana Gupta
FS
2010
140views more  FS 2010»
14 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
ESANN
2006
14 years 11 months ago
Determination of the Mahalanobis matrix using nonparametric noise estimations
In this paper, the problem of an optimal transformation of the input space for function approximation problems is addressed. The transformation is defined determining the Mahalanob...
Amaury Lendasse, Francesco Corona, Jin Hao, Nima R...