搜索结果: 1-15 共查到“统计学 consistent”相关记录16条 . 查询时间(0.109 秒)
Boosting with the Logistic Loss is Consistent
Boosting additive logistic regression coordinate descent convex analysis
2013/6/14
This manuscript provides optimization guarantees, generalization bounds, and statistical consistency results for AdaBoost variants which replace the exponential loss with the logistic and similar loss...
Consistent selection of tuning parameters via variable selection stability
kappa coefficient penalized regression selection consistency stability tuning
2012/9/17
Penalized regression models are popularly used in high-dimensional data analysis to conduct variable selection and model fitting simultaneously. Whereas success has been widely reported in literature,...
A consistent Markov partition process generated from the paintbox process
Markov partition process generated
2011/7/19
We study a family of Markov processes on $\mathcal{P}^{(k)}$, the space of partitions of the natural numbers with at most $k$ blocks. The process can be constructed from a Poisson point process on $\m...
Large information plus noise random matrix models and consistent subspace estimation in large sensor networks
Large information plus noise random matrix models consistent subspace estimation large sensor networks
2011/7/7
In array processing, a common problem is to estimate the angles of arrival of $K$ deterministic sources impinging on an array of $M$ antennas, from $N$ observations of the source signal, corrupted by ...
Consistent Model Selection of Discrete Bayesian Networks from Incomplete Data
Discrete Bayesian Networks Consistent Model Incomplete Data node-variables
2011/6/20
A maximum likelihood based model selection of discrete Bayesian
networks is considered. The model selection is performed through scoring
function S, which, for a given network G and n-sample Dn, is ...
Tight conditions for consistent variable selection in high dimensional nonparametric regression
Tight conditions for consistent variable selection high dimensional nonparametric regression
2011/3/23
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of covariates is very large. The main focus is on the situation where the num...
Tight conditions for consistent variable selection in high dimensional nonparametric regression
variable selection high dimensional nonparametric regression
2011/3/22
We address the issue of variable selection in the regression model with very high ambient dimension, i.e., when the number of covariates is very large. The main focus is on the situation where the nu...
Consistent order estimation and the local geometry of mixtures
consistent order estimation penalized likelihood likelihood inequalities uniform law of iterated logarithm empirical process theory bracketing entropy
2010/3/10
Consider an i.i.d. sequence of random variables whose distribution f
lies in one of a nested family of models (Mq)q2N,Mq Mq+1. The smallest
index q such that Mq contains f is called the model orde...
Kernel Partial Least Squares is Universally Consistent
Kernel Partial Least Squares Universally Consistent
2010/3/18
We prove the statistical consistency of kernel Partial Least Squares
Regression applied to a bounded regression learning problem on a re-
producing kernel Hilbert space. Partial Least Squares stands...
ON A NEW AFFINE INVARIANT AND CONSISTENT TEST FOR MULTIVARIATE NORMALITY
Test for multivariate normality empirical characteristic function goodness-of-fit-test
2009/9/18
We propose a new test for multivariate normality
based on the empirical characteristic function. We show that the test is
afine invariant and consistent against every non-normal alternative.
The te...
Admissible, consistent multiple testing with applications including variable selection
backward method exponential family forward method step-down procedures step-up procedures
2009/9/16
For multivariate normal models and some exponential family models a multiple testing stepwise method is offered that is both admissible and consistent. The method is readily adaptable to selecting var...
A Consistent Estimator of the Smoothing Parameter in the Hodrick-Prescott Filter
Adaptive estimation Gaussian process Hodrick-Prescott filter orthogonal parametrization
2009/3/5
The so-called Hodrick-Prescott filter was first introduced in actuarial science to estimate trends from claims data and now is widely used in economics and finance to estimate and predict e.g. busines...
New multicategory boosting algorithms based on multicategory Fisher-consistent losses
Boosting Fisher-consistent losses multicategory classification
2010/3/17
Fisher-consistent loss functions play a fundamental role in the
construction of successful binary margin-based classifiers. In this paper
we establish the Fisher-consistency condition for multicateg...
Operator norm consistent estimation of large-dimensional sparse covariance matrices
Covariance matrices correlation matrices adjacency matrices eigenvalues of covariance matrices multivariate statistical analysis
2010/3/17
Estimating covariance matrices is a problem of fundamental importance
in multivariate statistics. In practice it is increasingly frequent
to work with data matrices X of dimension n×p, where p and n...
Model-Consistent Sparse Estimation through the Bootstrap
Model-Consistent Sparse Estimation Bootstrap
2010/3/17
We consider the least-square linear regression problem with regularization by the
ℓ1-norm, a problem usually referred to as the Lasso. In this paper, we first present
a detailed asymptotic ana...