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DAGSTUHL
2006
13 years 10 months ago
Application of Kolmogorov complexity and universal codes to identity testing and nonparametric testing of serial independence fo
We show that Kolmogorov complexity and such its estimators as universal codes (or data compression methods) can be applied for hypothesis testing in a framework of classical mathe...
Boris Ryabko, Jaakko Astola, Alexander Gammerman
FS
2006
64views more  FS 2006»
13 years 8 months ago
An exact analytical solution for discrete barrier options
In the present paper we provide an analytical solution for pricing discrete barrier options in the Black-Scholes framework. We reduce the valuation problem to a Wiener-Hopf equatio...
Gianluca Fusai, I. David Abrahams, Carlo Sgarra
ICML
2007
IEEE
14 years 9 months ago
Supervised feature selection via dependence estimation
We introduce a framework for filtering features that employs the Hilbert-Schmidt Independence Criterion (HSIC) as a measure of dependence between the features and the labels. The ...
Le Song, Alex J. Smola, Arthur Gretton, Karsten M....
ICML
2006
IEEE
14 years 9 months ago
Ranking on graph data
In ranking, one is given examples of order relationships among objects, and the goal is to learn from these examples a real-valued ranking function that induces a ranking or order...
Shivani Agarwal
FOIKS
2008
Springer
13 years 10 months ago
SIM-PDT: A Similarity Based Possibilistic Decision Tree Approach
This paper investigates an extension of classification trees to deal with uncertain information where uncertainty is encoded in possibility theory framework. Class labels in data s...
Ilyes Jenhani, Nahla Ben Amor, Salem Benferhat, Zi...