2476 search results - page 93 / 496 » Model Selection and Error Estimation |
118
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IDA
2002
Springer
15 years 2 months ago
2002
Springer
Feature subset selection is important not only for the insight gained from determining relevant modeling variables but also for the improved understandability, scalability, and pos...
114
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JMLR
2006
15 years 2 months ago
2006
In this paper we prove the optimality of an aggregation procedure. We prove lower bounds for aggregation of model selection type of M density estimators for the Kullback-Leibler d...
107
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IOR
2006
15 years 2 months ago
2006
The paper considers robust optimization to cope with uncertainty about the stock return process in one period option hedging problems. The robust approach relates portfolio choice ...
131
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NECO
2006
15 years 2 months ago
2006
The application of boosting technique to the regression problems has received relatively little attention in contrast to the research aimed at classification problems. This paper ...
89
Voted
FS
2010
15 years 1 months ago
2010
Abstract Consider discrete time observations (X δ)1≤ ≤n+1 of the process X satisfying dXt = √ VtdBt, with Vt a one-dimensional positive diffusion process independent of the...