Results 51 to 60 of about 525,402 (86)

Bandwidth Selection for Multivariate Kernel Density Estimation Using MCMC [PDF]

open access: yes
We provide Markov chain Monte Carlo (MCMC) algorithms for computing the bandwidth matrix for multivariate kernel density estimation. Our approach is based on treating the elements of the bandwidth matrix as parameters to be estimated, which we do by ...
Rob J. Hyndman   +2 more
core   +2 more sources

Transformation kernel density estimation of actuarial loss functions [PDF]

open access: yes
A transformation kernel density estimator that is suitable for heavy-tailed distributions is discussed. Using a truncated Beta transformation, the choice of the bandwidth parameter becomes straightforward.
Montserrat Guillen (Universitat de Barcelona)   +2 more
core  

Making Indefinite Kernel Learning Practical [PDF]

open access: yes
In this paper we embed evolutionary computation into statistical learning theory. First, we outline the connection between large margin optimization and statistical learning and see why this paradigm is successful for many pattern recognition problems ...
Mierswa, Ingo
core  

A sparse kernel density estimation algorithm using forward constrained regression

open access: yes, 2007
Using the classical Parzen window (PW) estimate as the target function, the sparse kernel density estimator is constructed in a forward constrained regression manner. The leave-one-out (LOO) test score is used for kernel selection.
Hong, X.   +3 more
core  

Consistency and robustness of kernel based regression [PDF]

open access: yes
We investigate properties of kernel based regression (KBR) methods which are inspired by the convex risk minimization method of support vector machines.
Christmann, Andreas, Steinwart, Ingo
core  

On a Gronwall-type inequality for the general fractional integrals with the Sonin kernels and its applications

open access: yesCommunications in Nonlinear Science and Numerical Simulation
Mohammed Al-Refai   +2 more
openaire   +1 more source

Nonparametric Beta kernel estimator for long memory time series [PDF]

open access: yes
The paper introduces a new nonparametric estimator of the spectral density that is given in smoothing the periodogram by the probability density of Beta random variable (Beta kernel).
VAN BELLEGEM, Sébastien   +1 more
core  

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