—Situations in many fields of research, such as digital communications, nuclear physics and mathematical finance, can be modelled with random matrices. When the matrices get la...
Abstract. Influence of projection pursuit on classification errors and estimates of a posteriori probabilities from the sample is considered. Observed random variable is supposed t...
Consider the problem of estimating the small probability that the maximum of a random walk exceeds a large threshold, when the process has a negative drift and the underlying rand...
Many methods for quantitative structure-activity relationships (QSARs) deliver point estimates only, without quantifying the uncertainty inherent in the prediction. One way to qua...
In this paper, we present a novel entropy estimator for a given set of samples drawn from an unknown probability density function (PDF). Counter to other entropy estimators, the e...