Sciweavers

1511 search results - page 58 / 303
» Active Risk Estimation
Sort
View
COLT
2000
Springer
14 years 2 months ago
Model Selection and Error Estimation
We study model selection strategies based on penalized empirical loss minimization. We point out a tight relationship between error estimation and data-based complexity penalizatio...
Peter L. Bartlett, Stéphane Boucheron, G&aa...
FS
2010
140views more  FS 2010»
13 years 8 months ago
Nonparametric estimation for a stochastic volatility model
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...
F. Comte, V. Genon-Catalot, Yves Rozenholc
CDC
2008
IEEE
145views Control Systems» more  CDC 2008»
14 years 4 months ago
Parameter estimation with expected and residual-at-risk criteria
In this paper we study a class of uncertain linear estimation problems in which the data are affected by random uncertainty. In this setting, we consider two estimation criteria,...
Giuseppe Carlo Calafiore, Ufuk Topcu, Laurent El G...
ICDM
2006
IEEE
226views Data Mining» more  ICDM 2006»
14 years 4 months ago
Converting Output Scores from Outlier Detection Algorithms into Probability Estimates
Current outlier detection schemes typically output a numeric score representing the degree to which a given observation is an outlier. We argue that converting the scores into wel...
Jing Gao, Pang-Ning Tan
ICIAP
2007
ACM
14 years 10 months ago
Adaptive uncertainty estimation for particle filter-based trackers
In particle filter?based visual trackers, dynamic velocity components are typically incorporated into the state update equations. In these cases, there is a risk that the uncertai...
Andrew D. Bagdanov, Alberto Del Bimbo, Fabrizio Di...