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Sparse non-Gaussian component analysis (SNGCA) is an unsupervised method of extracting a linear structure from a high dimensional data based on estimating a low-dimensional non-Gaussian data component. In this paper we discuss a new approach to direct estimation of the projector on the target...
Persistent link: https://www.econbiz.de/10010607151
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not linked to the error rate, the primary interest in many applications of classification. By introducing an upper bound … for the error rate a criterion is developed which can improve the classification performance. …
Persistent link: https://www.econbiz.de/10009216979
classification with high-dimensional microarray data. In this paper, the classification procedure consisting of PLS dimension …-of-the-art classification methods. Moreover, a boosting algorithm is applied to this classification method. In addition, a simple procedure to … examined and a property of the first PLS component for binary classification is proved. In addition, we show how PLS can be …
Persistent link: https://www.econbiz.de/10005246497
classification with high-dimensional microarray data. In this paper, the classification procedure consisting of PLS dimension …-of-the-art classification methods. Moreover, a boosting algorithm is applied to this classification method. In addition, a simple procedure to … examined and a property of the first PLS component for binary classification is proved. In addition, we show how PLS can be …
Persistent link: https://www.econbiz.de/10005046627
An important application of gene expression microarray data is classification of biological samples or prediction of … classification procedures incorporating those methods. A five-step assessment procedure is designed for the purpose. Predictive … accuracy and computational efficiency of the methods are examined. Two gene expression data sets for tumor classification are …
Persistent link: https://www.econbiz.de/10005585085
Quasi-Monte Carlo (QMC) methods are important numerical tools in the pricing and hedging of complex financial instruments. The effectiveness of QMC methods crucially depends on the discontinuity and the dimension of the problem. This paper shows how the two fundamental limitations can be...
Persistent link: https://www.econbiz.de/10010990531
Accurate forecasting of call arrivals is critical for staffing and scheduling of a telephone call center. We develop methods for interday and dynamic intraday forecasting of incoming call volumes. Our approach is to treat the intraday call volume profiles as a high-dimensional vector time...
Persistent link: https://www.econbiz.de/10009218878
Persistent link: https://www.econbiz.de/10009324808
The treelet transform is a recent data reduction technique from the field of machine learning. Sharing many similarities with principal component analysis, the treelet transform can reduce a multidimensional dataset to the projections on a small number of directions or components that account...
Persistent link: https://www.econbiz.de/10010631463