Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
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Ithaca: Cornell University Library, arXiv.org
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English
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Ithaca: Cornell University Library, arXiv.org
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We study the multiclass classification problem where the features come from the mixture of time-homogeneous diffusions. Specifically, the classes are discriminated by their drift functions while the diffusion coefficient is common to all classes and unknown. In this framework, we build a plug-in classifier which relies on nonparametric estimators o...
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Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
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TN_cdi_proquest_journals_2756545384
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https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2756545384
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2331-8422
