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JMLR
2010
14 years 4 months ago
2010
This paper addresses multidimensional tuning parameter selection in the context of "train-validate-test" and K-fold cross validation. A coarse grid search over tuning pa...
JMLR
2010
14 years 4 months ago
2010
Selecting conveniently the proposal kernel and the adjustment multiplier weights of the auxiliary particle filter may increase significantly the accuracy and computational efficie...
JMLR
2010
14 years 4 months ago
2010
We study the problem of allocating stocks to dark pools. We propose and analyze an optimal approach for allocations, if continuousvalued allocations are allowed. We also propose a...
JMLR
2010
14 years 4 months ago
2010
We propose Dirichlet Process mixtures of Generalized Linear Models (DP-GLMs), a new method of nonparametric regression that accommodates continuous and categorical inputs, models ...
JMLR
2010
14 years 4 months ago
2010
A parametric version of herding is formulated. The nonlinear mapping between consecutive time slices is learned by a form of self-supervised training. The resulting dynamical syst...