D'Amico, Stefania (contributor) - 2005
candidate models is given:
M≡{f
j
(x,θ),j=1,...,J}
θ∈Θ
. The goal of the predictor is to rank these models and to combine
them … Θ =
©
θ
f
j
: f
j
(x,θ) ∈M
ª
,andΘ⊂R
d
.
The information set Ω is a finite set of Q samples of N
q
independent … realizations of the random
variable X. Given the set Ω, its information content is processed estimating a nonparametric
density
c
f …