Sciweavers

134 search results - page 3 / 27
» Optimal Quadratic-Form Estimator of the Variance of the Samp...
Sort
View
CSDA
2006
107views more  CSDA 2006»
13 years 8 months ago
Optimal confidence interval for the largest normal mean under heteroscedasticity
A two-stage sampling procedure for obtaining an optimal confidence interval for the largest or smallest mean of k independent normal populations is proposed, where the population ...
Hubert J. Chen, Miin-Jye Wen
WSC
2007
13 years 10 months ago
Derivative estimation with known control-variate variances
We investigate the conception that the sample variance of the control variate (CV) should be used for estimating the optimal linear CV weight, even when the CV variance is known. ...
Jamie R. Wieland, Bruce W. Schmeiser
TCS
2010
13 years 6 months ago
Active learning in heteroscedastic noise
We consider the problem of actively learning the mean values of distributions associated with a finite number of options. The decision maker can select which option to generate t...
András Antos, Varun Grover, Csaba Szepesv&a...
WSC
1994
13 years 9 months ago
Consistency of overlapping batch variances
Overlapping batch statistics estimate the variance of point estimators using overlapping batches (Schmeiser, Avramidis and Hashem 1990). In this paper we study sufficient conditio...
Demet C. Wood, Bruce W. Schmeiser
MLCW
2005
Springer
14 years 2 months ago
Estimating Predictive Variances with Kernel Ridge Regression
In many regression tasks, in addition to an accurate estimate of the conditional mean of the target distribution, an indication of the predictive uncertainty is also required. Ther...
Gavin C. Cawley, Nicola L. C. Talbot, Olivier Chap...