In this paper, we propose a Robust Discriminant Analysis based on maximum entropy (MaxEnt) criterion (MaxEnt-RDA), which is derived from a nonparametric estimate of Renyi’s quadr...
We determine the asymptotic behaviour of the function computed by support vector machines (SVM) and related algorithms that minimize a regularized empirical convex loss function i...
Risk-sensitive filters (RSF) put a penalty to higher-order moments of the estimation error compared to conventional filters as the Kalman filter minimizing the mean square error. ...
Quantile regression refers to the process of estimating the quantiles of a conditional distribution and has many important applications within econometrics and data mining, among ...
Novi Quadrianto, Kristian Kersting, Mark D. Reid, ...
Empirical divergence maximization is an estimation method similar to empirical risk minimization whereby the Kullback-Leibler divergence is maximized over a class of functions tha...