图 书 馆
稀疏贝叶斯非参数回归Sparse Bayesian Nonparametric Regression |
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| 课程网址: | http://videolectures.net/icml08_caron_sbnr/ |
| 主讲教师: | François Caron |
| 开课单位: | INRIA Bordeaux-Sud Owest |
| 开课时间: | 2008-08-29 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | One of the most common problems in machine learning and statistics consists of estimating the mean response X.beta from a vector of observations y assuming y=X.beta+epsilon where X is known, beta is a vector of parameters of interest and epsilon a vector of stochastic errors. We are particularly interested here in the case where the dimension K of beta is much higher than the dimension of y. We propose some flexible Bayesian models which can yield sparse estimates of beta. We show that as K tends to infinity, these models are closely related to a class of Levy processes. Simulations demonstrate that our models outperform significantly a range of popular alternatives. |
| 关 键 词: | 机器学习; 参数向量; 稀疏估计 |
| 课程来源: | 视频讲座网 |
| 数据采集: | 2023-03-10：chenjy |
| 最后编审: | 2023-03-10：chenjy |
| 阅读次数: | 24 |