图 书 馆
开关的非参数密度估计Nonparametric density estimation by switching |
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| 课程网址: | http://videolectures.net/icml08_rooij_nde/ |
| 主讲教师: | Steven de Rooij |
| 开课单位: | 中枢维克昆德与信息大学 |
| 开课时间: | 2008-08-12 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | According to standard MDL and Bayesian model selection, we should (roughly) prefer the model that minimises overall prediction error. But if the goal is to predict well, it may well depend on the sample size which model is most useful to predict the next outcome. By re-interpreting the Bayesian prediction strategies associated with the models as "experts", we can use the various algorithms for "expert tracking" to improve model selection for prediction without introducing a substantial computational overhead. |
| 关 键 词: | 贝叶斯模型; 时序预测; 固定份额 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2020-06-03：张荧(课程编辑志愿者) |
| 阅读次数: | 160 |