搜索结果: 1-13 共查到“管理学 Aggregation”相关记录13条 . 查询时间(0.054 秒)
COBRA: A Nonlinear Aggregation Strategy
Regression estimation aggregation nonlinearity consistency prediction
2013/4/27
A new method for combining several initial estimators of the regression function is introduced. Instead of building a linear or convex optimized combination over a collection of basic estimators $r_1,...
Aggregation of autoregressive random fields and anisotropic long memory
Aggregation autoregressive random fields anisotropic long memory
2013/4/27
We introduce the notion of anisotropic long memory for random fields on $\mathbb{Z}^2$ whose partial sums on incommensurate rectangles with sides growing at different rates O(n) and $O(n^{H_1/H_2})$, ...
Majority Dynamics and Aggregation of Information in Social Networks
Majority Dynamics Aggregation of Information Social Networks
2012/9/18
Considernindividuals who, by popular vote, choose among q≥2 alternatives, one of which is “better” than the others. Assume that each individual votes independently at random, and that the probability ...
Aggregation of isotropic autoregressive fields
Long memory aggregation random fields long range dependence
2011/7/5
This note constitutes a corrigendum to the article of Azomahou, JSPI, 139:2581-2597.
Variational Bayes approach for model aggregation in unsupervised classification with Markovian dependency
Model averaging Variational Bayes inference Markov Chain Unsu-pervised classification
2011/6/16
We consider a binary unsupervised classication problem where each observation
is associated with an unobserved label that we want to retrieve. More precisely, we
assume that there are two groups of...
Sparse Regression Learning by Aggregation and Langevin Monte-Carlo
learning regression estimation logistic regression oracle inequalities sparsity prior Langevin Monte-Carlo
2010/3/18
We consider the problem of regression learning for deterministic design and independent random errors.We start by proving a sharp PAC-Bayesian type bound for the exponentially weighted aggregate (EWA)...
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2009/9/16
We want to recover the regression function in the single-index model. Using an aggregation algorithm with local polynomial estimators, we answer in particular to the second part of Question 2 from Sto...
Internal Diffusion-Limited Aggregation on non-amenable graphs
stochastic model Internal Diffusion Aggregation graph
2009/3/20
The stochastic growth model Internal Diffusion Limited Aggregation was defined in 1991 by Diaconis and Fulton. Several shape results are known when the underlying state space is the d-dimensional latt...
Aggregation functions are generally defined and used to combine several numerical
values into a single one, so that the final result of the aggregation takes into account
all the individual values i...
Fast learning rates in statistical inference through aggregation
Fast learning rates statistical inference aggregation
2010/4/27
We develop minimax optimal risk bounds for the general learning
task consisting in predicting as well as the best function in a reference
set G up to the smallest possible additive term, called the ...
Optimal rates and adaptation in the single-index model using aggregation
Nonparametric regression single-index aggregation adaptation minimax random design oracle inequality
2010/4/27
We want to recover the regression function in the single-index
model. Using an aggregation algorithm with local polynomial estimators,
we answer in particular to the second part of Question 2 from S...
Time series aggregation,disaggregation and long memory
random coefficient AR(1) long memory aggregation disaggregation
2010/4/27
The paper studies the aggregation/disaggregation problem
of random parameter AR(1) processes and its relation to the long memory
phenomenon. We give a characterization of a subclass of aggregated
p...
Aggregation of Nonparametric Estimators for Volatility Matrix
aggregation nonparametric function estimation diffusion volatilitymatrix factor local time affine model
2010/4/26
An aggregated method of nonparametric estimators based on time-domain and statedomain
estimators is proposed and studied. To attenuate the curse of dimensionality,
we propose a factor modeling strat...