搜索结果: 1-9 共查到“数学 Thresholding”相关记录9条 . 查询时间(0.062 秒)
Higher Criticism Thresholding: Optimal Feature Selection when Useful Features are Rare and Weak
Criticism Thresholding Feature Selection
2015/8/21
Linear classi cation analysis is a fundamental tool for science
and technology. In important application elds today { genomics and proteomics are examples { one automatically obtains very high-dimen...
Asymptotic Minimaxity of False Discovery Rate Thresholding for Sparse Exponential Data
Minimax Decision theory Minimax Bayes estimation
2015/8/21
Control of the False Discovery Rate (FDR) is a recent innovation in multiple hypothesis
testing, allowing the user to limit the fraction of rejected null hypotheses which correspond to
false rejecti...
Exact Covariance Thresholding into Connected Components for Large-Scale Graphical Lasso
sparse inverse covariance selection sparsity graphical lasso Gaussian graphical models graph connected components concentration graph large scale covariance estimation
2015/8/21
We consider the sparse inverse covariance regularization problem or graphical lasso with regularization parameter λ. Suppose the sample covariance graph formed by thresholding the entries of the sampl...
Given data from a spherical Gaussian distribution with unknown mean
vector θ, estimates of quadratic functionals are constructed by thresholding. Mean
squared error bounds are derived via a comparis...
Density estimation is a commonly used test case for non-parametric estimation
methods. We explore the asymptotic properties of estimators based on thresholding of
empirical wavelet coecients. Minim...
Neo-Classical Minimax Problems, Thresholding, and Adaptation
Minimax Estimation Adaptive Estimation
2015/8/20
We study the problem of estimating from data Y N(; 2
) under squared-error loss.
We de ne three new scalar minimax problems in which the risk is weighted by the size of .
Simple thresholding...
A SINGULAR VALUE THRESHOLDING ALGORITHM FOR MATRIX COMPLETION
Nuclear norm minimization matrix completion singular value thresholding Lagrange dual function Uzawa’s algorithm and linearized Bregman iteration
2015/6/17
This paper introduces a novel algorithm to approximate the matrix with minimum nuclear norm among all matrices obeying a set of convex constraints. This problem may be understood as the convex relaxat...
Unbiased Risk Estimates for Singular Value Thresholding and Spectral Estimators
Singular value thresholding Stein’s unbiased risk estimate (SURE) differentiability of eigenvalues and eigenvectors magnetic resonance cardiac imaging
2015/6/17
In an increasing number of applications, it is of interest to recover an approximately low-rank data matrix from noisy observations. This paper develops an unbiased risk estimate—holding in a Gaussian...
Wavelet thresholding estimation in a Poissonian interactions model with application to genomic data
Adaptive estimation interactions model oracle inequalities Poisson process thresholding rule U-statistics wavelets
2011/9/16
Abstract: This paper deals with the study of dependencies between two given events modeled by point processes. In particular, we focus on the context of DNA to detect favored or avoided distances betw...