scientific article; zbMATH DE number 3787823

MaRDI QIDQ3965385zbMATH OpenFDO

Authors Vladimir Vapnik

Publication date 1979

zbMATH Keywords

algorithmsdensity estimationestimation of dependencesfunctional dependencyill-posed problemsmethod of structural minimizationminimizing empirical riskminimizing expected riskpattern recognitionregression estimationrisk minimization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to statistics (62-02) Empirical decision procedures; empirical Bayes procedures (62C12) Nonparametric estimation (62G05) Estimation in multivariate analysis (62H12)

Cited in

(25)

• Stability estimates for controlled Markov chains with a minorant
• Bayes estimation in the case of the inverse Gaussian distribution
• Bayes estimates of the density of sufficient statistics for the normal distribution and their statistical properties
• Bayes estimates and classification problem for chi-squared and Wishart's distributions
• Bayesian estimation of linear functionals in the case of multidimensional normal distribution
• A correction method of electrocardiographic interval subject to heart rate
• CADrx for GBM brain tumors: predicting treatment response from changes in diffusion-weighted MRI
• Convergence of the empirical mean method in statistics and stochastic programming
• Properties of empirical estimates in stochastic optimization and identification problems
• Knowledge-based Green's kernel for support vector regression
• Design of data segmentation and data compression operators based on projective morphological decompositions
• Spline smoothing for experimental data under zero median of the noise
• Method of empirical means in stochastic programming problems
• Accuracy of construction of approximating models under bounded measurement noise
• Nonlinear recursive regression transformers: dynamical systems and optimization
• Modeling default risk with support vector machines
• Convergence of empirical estimates in stochastic optimization problems
• Forecasting nonstationary time series based on Hilbert-Huang transform and machine learning
• Robust training of radial basis networks
• Complexity of families of learning algorithms and estimation of the nonrandomness of extraction of empirical regularities
• Support vector machines for recognizing shifts in correlated and other manufacturing processes
• Analytical identification of discrete objects
• A method for the automatic selection and tuning of the parameters of a sparse SLE solver
• Parametric identification of models of multicomponent chemical systems under uncertain initial data
• Efficiency of classification methods based on empirical risk minimization

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