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Practical Tikhonov Regularized Estimators in Reproducing Kernel Hilbert Spaces for Statistical Inverse Problems
Tikhonov Regularized Estimators Reproducing Kernel Hilbert Spaces Statistical Inverse Problems
2013/6/13
Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and comm...
Online data processing: Comparison of Bayesian regularized particle filters
Online data processing Bayesian estimation regularized particle filters Stochastic Volatility models
2009/9/16
The aim of this paper is to compare three regularized particle filters in an online data processing context. We carry out the comparison in terms of hidden states filtering and parameter estimation, c...