Conditional quantiles with varying Gaussians

DOI10.1007/S10444-011-9257-5MaRDI QIDQ1955538zbMATH OpenOpenAlexFDO

Authors Dao-Hong Xiang

Publication date 14 June 2013

Published in Advances in Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10444-011-9257-5

zbMATH Keywords

learning theorypinball lossquantile regressionvariance-expectation boundvarying Gaussian kernels

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05) Memory and learning in psychology (91E40)

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Cites work

• An introduction to support vector machines and other kernel-based learning methods.
• Classification with Gaussians and convex loss
• Consistency of kernel-based quantile regression
• Convergence analysis of online algorithms
• Estimating conditional quantiles with the help of the pinball loss
• ESTIMATING THE APPROXIMATION ERROR IN LEARNING THEORY
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• Learnability of Gaussians with flexible variances
• Learning Theory
• Least square regression with indefinite kernels and coefficient regularization
• Model selection for regularized least-squares algorithm in learning theory
• Multi-kernel regularized classifiers
• On Complexity Issues of Online Learning Algorithms
• Regularization networks and support vector machines
• Some properties of regularized kernel methods
• Support vector machine soft margin classifiers: error analysis
• The covering number in learning theory
• Theory of Reproducing Kernels

Cited in

(17)

• Calibration of -insensitive loss in support vector machines regression
• Construction of multivariate probability distributions with fully reproducible conditional quantiles
• Learning rates for the kernel regularized regression with a differentiable strongly convex loss
• Convergence of online pairwise regression learning with quadratic loss
• Quantitative convergence analysis of kernel based large-margin unified machines
• Moving quantile regression
• Learning rates for the risk of kernel-based quantile regression estimators in additive models
• Statistical consistency of coefficient-based conditional quantile regression
• ERM scheme for quantile regression
• Approximation analysis of learning algorithms for support vector regression and quantile regression
• Quantile regression with _1-regularization and Gaussian kernels
• Convergence rate of SVM for kernel-based robust regression
• Perturbation of convex risk minimization and its application in differential private learning algorithms
• A new comparison theorem on conditional quantiles
• Large margin unified machines with non-i.i.d. process
• Learning rates for kernel-based expectile regression
• Regularized kernel networks with convex p-Lipschitz loss

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