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CORR
2006
Springer
105views Education» more  CORR 2006»
13 years 8 months ago
Generalization error bounds in semi-supervised classification under the cluster assumption
We consider semi-supervised classification when part of the available data is unlabeled. These unlabeled data can be useful for the classification problem when we make an assumpti...
Philippe Rigollet
TIT
2002
95views more  TIT 2002»
13 years 8 months ago
On sequential strategies for loss functions with memory
The problem of optimal sequential decision for individual sequences, relative to a class of competing o -line reference strategies, is studied for general loss functions with memo...
Neri Merhav, Erik Ordentlich, Gadiel Seroussi, Mar...
FOCM
2006
97views more  FOCM 2006»
13 years 8 months ago
Learning Rates of Least-Square Regularized Regression
This paper considers the regularized learning algorithm associated with the leastsquare loss and reproducing kernel Hilbert spaces. The target is the error analysis for the regres...
Qiang Wu, Yiming Ying, Ding-Xuan Zhou
EOR
2010
125views more  EOR 2010»
13 years 8 months ago
Efficient estimation of large portfolio loss probabilities in t-copula models
We consider the problem of accurately measuring the credit risk of a portfolio consisting of loans, bonds and other financial assets. One particular performance measure of interes...
Joshua C. C. Chan, Dirk P. Kroese
TIT
2002
164views more  TIT 2002»
13 years 8 months ago
On the generalization of soft margin algorithms
Generalization bounds depending on the margin of a classifier are a relatively recent development. They provide an explanation of the performance of state-of-the-art learning syste...
John Shawe-Taylor, Nello Cristianini