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» Model Selection Through Sparse Maximum Likelihood Estimation
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ICML
2007
IEEE
14 years 8 months ago
Sparse probabilistic classifiers
The scores returned by support vector machines are often used as a confidence measures in the classification of new examples. However, there is no theoretical argument sustaining ...
Romain Hérault, Yves Grandvalet
ICASSP
2010
IEEE
13 years 6 months ago
Identification of linear systems in canonical form through an EM framework
Least-squares estimation has always been the main approach when applying prediction error methods (PEM) in the identification of linear dynamical systems. Regardless of the estim...
Pavlos Papadopoulos, Vassilis Digalakis
TSP
2008
106views more  TSP 2008»
13 years 7 months ago
An EM Algorithm for Ion-Channel Current Estimation
Parameter estimation of a continuous-time Markov chain observed through a discrete-time memoryless channel is studied. An expectation-maximization (EM) algorithm for maximum likeli...
William J. J. Roberts, Yariv Ephraim
NIPS
2007
13 years 9 months ago
Direct Importance Estimation with Model Selection and Its Application to Covariate Shift Adaptation
A situation where training and test samples follow different input distributions is called covariate shift. Under covariate shift, standard learning methods such as maximum likeli...
Masashi Sugiyama, Shinichi Nakajima, Hisashi Kashi...
JMLR
2010
158views more  JMLR 2010»
13 years 2 months ago
Topology Selection in Graphical Models of Autoregressive Processes
An algorithm is presented for topology selection in graphical models of autoregressive Gaussian time series. The graph topology of the model represents the sparsity pattern of the...
Jitkomut Songsiri, Lieven Vandenberghe