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» On Bayesian Case Matching
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75
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OR
2002
Springer
15 years 14 days ago
Sharpe style analysis in the msci sector portfolios: a monte carlo integration approach
We examine a decision-theoretic Bayesian framework for the estimation of Sharpe Style portfolio weights of the MSCI sector returns. Following van Dijk and Kloek (1980) an appropri...
George A. Christodoulakis
118
Voted
TITB
2008
97views more  TITB 2008»
15 years 7 days ago
A Novel Breast Tissue Density Classification Methodology
Abstract--It has been shown that the accuracy of mammographic abnormality detection methods is strongly dependent on the breast tissue characteristics, where a dense breast drastic...
Arnau Oliver, Jordi Freixenet, Robert Marti, Josep...
106
Voted
IJAR
2010
97views more  IJAR 2010»
14 years 11 months ago
Parameter estimation and model selection for mixtures of truncated exponentials
Bayesian networks with mixtures of truncated exponentials (MTEs) support efficient inference algorithms and provide a flexible way of modeling hybrid domains (domains containing ...
Helge Langseth, Thomas D. Nielsen, Rafael Rum&iacu...
82
Voted
JMLR
2010
129views more  JMLR 2010»
14 years 11 months ago
On Finding Predictors for Arbitrary Families of Processes
The problem is sequence prediction in the following setting. A sequence x1, . . . , xn, . . . of discrete-valued observations is generated according to some unknown probabilistic ...
Daniil Ryabko
114
Voted
PKDD
2010
Springer
184views Data Mining» more  PKDD 2010»
14 years 11 months ago
Shift-Invariant Grouped Multi-task Learning for Gaussian Processes
Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task ...
Yuyang Wang, Roni Khardon, Pavlos Protopapas