6 search results - page 1 / 2 » Approximately unbiased estimation of conditional variance in... |
ESANN
2003
2003
Approximately unbiased estimation of conditional variance in heteroscedastic kernel ridge regression
13 years 8 months ago
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...
MLCW
2005
Springer
14 years 28 days ago
2005
Springer
In many regression tasks, in addition to an accurate estimate of the conditional mean of the target distribution, an indication of the predictive uncertainty is also required. Ther...
JMLR
2002
13 years 7 months ago
2002
A central problem in learning is selection of an appropriate model. This is typically done by estimating the unknown generalization errors of a set of models to be selected from a...
IJCNN
2007
IEEE
14 years 1 months ago
2007
IEEE
Abstract— The generalised linear model (GLM) is the standard approach in classical statistics for regression tasks where it is appropriate to measure the data misfit using a lik...
NN
2002
Springer
2002
Springer
Optimal design of regularization term and regularization parameter by subspace information criterion
13 years 7 months ago
The problem of designing the regularization term and regularization parameter for linear regression models is discussed. Previously, we derived an approximation to the generalizat...