Conditional quantiles with varying Gaussians
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- 作者:Dao-Hong Xiang
- 所属单位:数理与信息工程学院
- 文献类型:期刊
- 发表时间:2013-01-01
- 发表刊物:Advances in Computational Mathematics
- 卷号:Vol.38
- 期号:No.4
- 页面范围:723-735
- Issn号:1019-7168
- 是否译文:否
- 关键字:Learning;theory;Quantile;regression;Pinball;loss;Varying;Gaussian;kernels;Variance-expectation;bound;68T05;91E40
- 摘要:In this paper we study conditional quantile regression by learning algorithms generated from Tikhonov regularization schemes associated with pinball loss and varying Gaussian kernels. Our main goal is to provide convergence rates for the algorithm and ill
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