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Upper and Lower Bounds on the Learning Curve for Gaussian Processes

✍ Scribed by Christopher K.I. Williams; Francesco Vivarelli


Book ID
110252102
Publisher
Springer
Year
2000
Tongue
English
Weight
156 KB
Volume
40
Category
Article
ISSN
0885-6125

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πŸ“œ SIMILAR VOLUMES


Large and moderate deviations upper boun
✍ Julien Worms πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 108 KB

We study the least-squares estimator in the scalar autoregressive model of order 1 with Gaussian noise and arbitrary ΓΏxed initial state. Upper bounds of both large and moderate deviations principles are achieved in the unstable and explosive frameworks. The moderate deviations results are consistent