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CSDA
2010
99views more  CSDA 2010»
13 years 8 months ago
Robust M-estimation of multivariate GARCH models
In empirical work on multivariate financial time series, it is common to postulate a Multivariate GARCH model. We show that the popular Gaussian quasi-maximum likelihood estimator...
Kris Boudt, Christophe Croux
JMLR
2002
75views more  JMLR 2002»
13 years 8 months ago
Stability and Generalization
We define notions of stability for learning algorithms and show how to use these notions to derive generalization error bounds based on the empirical error and the leave-one-out e...
Olivier Bousquet, André Elisseeff
ICDE
2007
IEEE
182views Database» more  ICDE 2007»
14 years 10 months ago
Discriminative Frequent Pattern Analysis for Effective Classification
The application of frequent patterns in classification appeared in sporadic studies and achieved initial success in the classification of relational data, text documents and graph...
Hong Cheng, Xifeng Yan, Jiawei Han, Chih-Wei Hsu
EMNLP
2010
13 years 6 months ago
Negative Training Data Can be Harmful to Text Classification
This paper studies the effects of training data on binary text classification and postulates that negative training data is not needed and may even be harmful for the task. Tradit...
Xiaoli Li, Bing Liu, See-Kiong Ng
HICSS
2009
IEEE
150views Biometrics» more  HICSS 2009»
14 years 3 months ago
An N-Gram Based Approach to Automatically Identifying Web Page Genre
The research reported in this paper is the first phase of a larger project on the automatic classification of web pages by their genres, using ngram representations of the web pag...
Jane E. Mason, Michael A. Shepherd, Jack Duffy