图 书 馆
通过选择性采样估计回归函数的极值和相关水平集Estimation of Extreme Values and Associated Level Sets of a Regression Function via Selective Sampling |
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| 课程网址: | http://videolectures.net/colt2013_minsker_estimation/ |
| 主讲教师: | Stanislav Minsker |
| 开课单位: | 杜克大学 |
| 开课时间: | 2013-08-09 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose a new method for estimating the locations and the value of an absolute maximum (minimum) of a function from the observations contaminated by random noise. Our goal is to solve the problem under minimal regularity and shape constraints. In particular, we do not assume differentiability of a function nor that its maximum is attained at a single point. We provide tight upper and lower bounds for the performance of proposed estimators. Our method is adaptive with respect to the unknown parameters of the problem over a large class of underlying distributions. |
| 关 键 词: | 函数绝对最大值（最小值）; 函数的可微性 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-03-10：mmx |
| 阅读次数: | 77 |