EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"kernel mixture"
Narrow search

Narrow search

Year of publication
Subject
All
Autoencoder 1 Consistency 1 Error density estimation 1 Functional Nadaraya–Watson estimator 1 Functional regression 1 Gaussian kernel mixture 1 Kullback Leibler 1 Markov chain Monte Carlo 1 Nonparametric Bayesian inference 1 conditional anomaly detection 1 conditional density estimation 1 entropy 1 high-dimensional data 1 k-monotone density 1 kernel mixture 1 kernel mixture network 1
more ... less ...
Online availability
All
Undetermined 2
Type of publication
All
Article 2 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
Undetermined 2 English 1
Author
All
Khazaei, Soleiman 1 Kim, Heeyoung 1 Kim, Hyojoong 1 Rousseau, Judith 1 Shang, Han 1
Institution
All
Université Paris-Dauphine (Paris IX) 1
Published in...
All
Computational Statistics 1 Economics Papers from University Paris Dauphine 1 International journal of production research 1
Source
All
RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
Cover Image
Deep embedding kernel mixture networks for conditional anomaly detection in high-dimensional data
Kim, Hyojoong; Kim, Heeyoung - In: International journal of production research 61 (2023) 4, pp. 1101-1113
Persistent link: https://www.econbiz.de/10014226944
Saved in:
Cover Image
Bayesian bandwidth estimation for a semi-functional partial linear regression model with unknown error density
Shang, Han - In: Computational Statistics 29 (2014) 3, pp. 829-848
In the context of semi-functional partial linear regression model, we study the problem of error density estimation. The unknown error density is approximated by a mixture of Gaussian densities with means being the individual residuals, and variance a constant parameter. This mixture error...
Persistent link: https://www.econbiz.de/10010847818
Saved in:
Cover Image
Bayesian Nonparametric Inference of Decreasing Densities
Khazaei, Soleiman; Rousseau, Judith - Université Paris-Dauphine (Paris IX) - 2010
In this paper we discuss consistency of the posterior distribution in cases where the Kullback-Leibler condition is not verified. This condition is stated as : for all $\epsilon 0$ the prior probability of sets in the form $\{f ; KL(f0 , f ) \leq \epsilon\}$ where KL(f0 , f ) denotes the...
Persistent link: https://www.econbiz.de/10010706650
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...