134 search results - page 4 / 27 » Optimal Quadratic-Form Estimator of the Variance of the Samp... |
JMLR
2006
2006
Geometric Variance Reduction in Markov Chains: Application to Value Function and Gradient Estimation
13 years 8 months ago
We study a sequential variance reduction technique for Monte Carlo estimation of functionals in Markov Chains. The method is based on designing sequential control variates using s...
NIPS
2001
13 years 10 months ago
2001
Policy gradient methods for reinforcement learning avoid some of the undesirable properties of the value function approaches, such as policy degradation (Baxter and Bartlett, 2001...
ESANN
2003
2003
Approximately unbiased estimation of conditional variance in heteroscedastic kernel ridge regression
13 years 10 months ago
In this paper we extend a form of kernel ridge regression for data characterised by a heteroscedastic noise process (introduced in Foxall et al. [1]) in order to provide approxima...
KDD
2009
ACM
14 years 9 months ago
2009
ACM
Many scalable data mining tasks rely on active learning to provide the most useful accurately labeled instances. However, what if there are multiple labeling sources (`oracles...
WSC
2007
13 years 11 months ago
2007
We present a single-stage multiple-comparison procedure for comparing parameters of independent systems, where the parameters are not necessarily means or steady-state means. We a...