Sciweavers

426 search results - page 10 / 86
» A Minimax Chebyshev Estimator for Bounded Error Estimation
Sort
View
QUESTA
2007
117views more  QUESTA 2007»
13 years 8 months ago
Estimating tail probabilities of heavy tailed distributions with asymptotically zero relative error
Efficient estimation of tail probabilities involving heavy tailed random variables is amongst the most challenging problems in Monte-Carlo simulation. In the last few years, appli...
Sandeep Juneja
TSP
2010
13 years 3 months ago
Barankin-type lower bound on multiple change-point estimation
We compute lower bounds on the mean-square error of multiple change-point estimation. In this context, the parameters are discrete and the Cram
Patricio S. La Rosa, Alexandre Renaux, Carlos H. M...
PAMI
1998
100views more  PAMI 1998»
13 years 8 months ago
Hilbert-Schmidt Lower Bounds for Estimators on Matrix Lie Groups for ATR
—Deformable template representations of observed imagery, model the variability of target pose via the actions of the matrix Lie groups on rigid templates. In this paper, we stud...
Ulf Grenander, Michael I. Miller, Anuj Srivastava
COLT
1997
Springer
14 years 1 months ago
Algorithmic Stability and Sanity-Check Bounds for Leave-one-Out Cross-Validation
: In this paper we prove sanity-check bounds for the error of the leave-one-out cross-validation estimate of the generalization error: that is, bounds showing that the worst-case e...
Michael J. Kearns, Dana Ron
COLT
1999
Springer
14 years 1 months ago
Beating the Hold-Out: Bounds for K-fold and Progressive Cross-Validation
The empirical error on a test set, the hold-out estimate, often is a more reliable estimate of generalization error than the observed error on the training set, the training estim...
Avrim Blum, Adam Kalai, John Langford