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Empirical Risk Minimization for Probabilistic Grammars:Sample Complexity and Hardness of Learning
Risk Minimization Probabilistic Grammars Sample Complexity and Hardness
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2015/9/10
Probabilistic grammars are generative statistical models that are useful for compositional and sequential structures. They are used ubiquitously in computational linguistics. We present a framework, r...
Sharper lower bounds on the performance of the empirical risk minimization algorithm
empirical risk minimization learning theory lower bound multidimensional central limit theorem uniform central limit theorem
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2011/3/24
We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function $T$ and the learning class $F$...
Empirical risk minimization in inverse problems
Deconvolution empirical risk minimization multivariate density estimation nonparametric function estimation Radon transform tomography
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2010/3/9
We study estimation of a multivariate function f :Rd
!R when
the observations are available from the function Af, where A is a
known linear operator. Both the Gaussian white noise model and
densit...
Penalized empirical risk minimization over Besov spaces
Penalized empirical risk Besov spaces
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2009/9/16
Kernel methods are closely related to the notion of reproducing kernel Hilbert space (RKHS). A kernel machine is based on the minimization of an empirical cost and a stabilizer (usually the norm in th...
GARCH options via local risk minimization
GARCH options local risk minimization
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2010/10/29
We apply a quadratic hedging scheme developed by Follmer, Schweizer, and Sondermann to
European contingent products whose underlying asset is modeled using a GARCH process and show
that local risk-...
Global risk minimization in financial markets
Global risk minimization financial markets
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2010/11/2
Recurring international financial crises have adverse socioeconomic effects and demand novel regulatory instruments or strategies for risk management and market stabilization. However, the complex web...
Suboptimality of Penalized Empirical Risk Minimization in Classification
Suboptimality Penalized Empirical Risk Minimization Classification
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2010/4/27
Let F be a set of M classification procedures with values in
[−1, 1]. Given a loss function, we want to construct a procedure which
mimics at the best possible rate the best procedure in F. Th...