Results 51 to 60 of about 248 (141)
Coherent Forecasting of Realized Volatility
ABSTRACT The QLIKE loss function is the stylized favorite of the literature on volatility forecasting when it comes to out‐of‐sample evaluation and the state of the art model for realized volatility (RV) forecasting is the HAR model, which minimizes the squared error loss for in‐sample estimation of the parameters.
Marius Puke, Karsten Schweikert
wiley +1 more source
Convex Relaxations of Bregman Divergence Clustering
Appears in Proceedings of the Twenty-Ninth Conference on Uncertainty in Artificial Intelligence (UAI2013)
Hao Cheng 0002 +2 more
openaire +3 more sources
Online Coresets for Clustering with Bregman Divergences
Work in ...
Rachit Chhaya +3 more
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Burkholder inequality by Bregman divergence
We updated a reference, corrected constants c_p and C_p, and made small editorial changes.
Bogdan, Krzysztof, Więcek, Mateusz
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Forest degradation reduces acoustic partitioning in tropical avian communities
The acoustic niche hypothesis posits that species partition acoustic space by frequency and time to avoid signal masking, and that any local loss of species leaves detectable gaps in co‐evolved soundscapes. However, loss, fragmentation and disturbance of habitat often lead to species turnover, and as sensitive species are lost, generalist species ...
Jennifer A. Darby +7 more
wiley +1 more source
EFFICIENCY BOUNDS FOR ALGORITHMS WITH BREGMAN DIVERGENCE
In this paper, variants of extrapolation from the past algorithm and operator extrapolation algorithm with Bregman divergence for solving variational inequalities with monotone and Lipschitz-continuous operators, which act in a finite-dimensional real linear space, are investigated. Main results: efficiency bounds for the gap function.
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Cost-sensitive learning based on Bregman divergences [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Raúl Santos-Rodríguez +3 more
openaire +4 more sources
Accurate functional trait data are essential for understanding ecosystem services and processes in fragmented landscapes. We evaluated whether the global EltonTraits 1.0 database adequately represents the functional structure of mammal communities in forest fragments and restoration sites in a highly fragmented Atlantic Forest landscape.
Maria F. R. Godoi +5 more
wiley +1 more source
Bregman Wave Distribution Function Method
Abstract This study proposes a wave distribution function (WDF) estimation method based on minimizing the Bregman divergence in the function space. The proposed method is entirely data‐driven and requires no hyperparameter tuning during the estimation process. It can be regarded as an extension of the maximum entropy method.
Ryosei Nakazawa +2 more
wiley +1 more source
Upper and lower bounds for the Bregman divergence [PDF]
In this paper we study upper and lower bounds on the Bregman divergence $Δ_{\mathcal{F}}^ξ(y,x):=\mathcal{F}(y)-\mathcal{F}(x)-\langle ξ, y-x\rangle $ for some convex functional $\mathcal{F}$ on a normed space $\mathcal{X}$, with subgradient $ξ\in\partial\mathcal{F}(x)$.
openaire +6 more sources

