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» Minimax Probability Machine
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113
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UAI
2008
15 years 3 months ago
A Game-Theoretic Analysis of Updating Sets of Probabilities
We consider how an agent should update her uncertainty when it is represented by a set P of probability distributions and the agent observes that a random variable X takes on valu...
Peter Grünwald, Joseph Y. Halpern
ALT
1999
Springer
15 years 6 months ago
Extended Stochastic Complexity and Minimax Relative Loss Analysis
We are concerned with the problem of sequential prediction using a givenhypothesis class of continuously-manyprediction strategies. An e ectiveperformance measure is the minimax re...
Kenji Yamanishi
126
Voted
SIAMJO
2008
104views more  SIAMJO 2008»
15 years 2 months ago
A Minimax Theorem with Applications to Machine Learning, Signal Processing, and Finance
This paper concerns a fractional function of the form xT a/ xT Bx, where B is positive definite. We consider the game of choosing x from a convex set, to maximize the function, an...
Seung-Jean Kim, Stephen P. Boyd
ESA
2006
Springer
76views Algorithms» more  ESA 2006»
15 years 6 months ago
Parallel Machine Scheduling Through Column Generation: Minimax Objective Functions
Marjan van den Akker, J. A. Hoogeveen, Jules W. va...
PAMI
2010
103views more  PAMI 2010»
15 years 24 days ago
Tuning Support Vector Machines for Minimax and Neyman-Pearson Classification
Mark A. Davenport, Richard G. Baraniuk, Clayton Sc...