Probability estimating neural networks:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | German |
| Veröffentlicht: |
Aachen
Shaker
1998
|
| Ausgabe: | Als Ms. gedr. |
| Schriftenreihe: | Berichte aus der Informatik
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | Zugl.: München, Techn. Univ., Diss., 1998 |
| Beschreibung: | X, 116 S. graph. Darst. |
| ISBN: | 3826537238 |
Internformat
MARC
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| 100 | 1 | |a Ormoneit, Dirk |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Probability estimating neural networks |c Dirk Ormoneit |
| 250 | |a Als Ms. gedr. | ||
| 264 | 1 | |a Aachen |b Shaker |c 1998 | |
| 300 | |a X, 116 S. |b graph. Darst. | ||
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| 490 | 0 | |a Berichte aus der Informatik | |
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| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-008047609 | |
Datensatz im Suchindex
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|---|---|
| adam_text |
CONTENTS
L
IST
OF
F
IGURES
VII
L
IST
OF
T
ABLES
VII
1
INTRODUCTION
1
1.1
PROBABILITY
AND
MEASURE
THEORY
.
1
1.2
EXPECTATION
AND
MOMENTS
.
2
1,1.3
EMPIRICAL
PROBABILITY
MEASURE
.
4
1.4
CONDITIONAL
PROBABILITIES
.
4
1.5
TIME
SERIES
AND
STOCHASTIC
PROCESSES
.
5
1.6
PARAMETRIC
DENSITY
FAMILIES
.
7
1.7
STATISTICAL
LEARNING
THEORY
.
8
1.8
ESTIMATION
METHODS
.
12
1.9
BAYESIAN
ESTIMATION
.
14
2
UNIVARIATE
DENSITY
ESTIMATION
19
2.1
MAXIMUM
ENTROPY
DISTRIBUTIONS
.
20
2.2
GRAM-CHARLIER
DENSITY
.
.
.
30
2.3
LEARNING
THE
DISTRIBUTION
OF
STOCK
INDEX
RETURNS
.
34
3
CONDITIONAL
DENSITY
ESTIMATION
39
3.1
RECURRENT
CONDITIONAL
DENSITY
ESTIMATION
NETWORK
.
39
3.2
RCDEN
TRAINING
.
43
3.3
THE
RCDEN
AND
GARCH
MODELS
.
45
3.4
ESTIMATING
TRANSITION
DENSITIES
OF
THE
DAX
.
.
.
49
4
MULTIVARIATE
DENSITY
ESTIMATION
55
4.1
GAUSSIAN
MIXTURES
AND
THE
EM
ALGORITHM
.
57
4.2
AVERAGING
GAUSSIAN
MIXTURES
.
62
4.3
THE
MAXIMUM
PENALIZED
LIKELIHOOD
APPROACH
.
64
4.4
A
BAYESIAN
APPROACH
.
67
4.5
EXPERIMENTS
AND
RESULTS
.
70
4.5.1
TOY
PROBLEM
I
.
71
4.5.2
TOY
PROBLEM
II
.
73
VI
4.5.3
BUPA
LIVER
DISORDER
DATA
.
75
5
APPLICATIONS
81
5.1
ROBUST
REGRESSION
ESTIMATES
.
81
5.1.1
OUTLIERS
.
83
5.1.2
HETEROSKEDASTIC
ERRORS
.
87
5.1.3
FINANCIAL
TIME
SERIES
EXPERIMENT
.
88
5.2
MINIMUM
DESCRIPTION
LENGTH
CODING
.
90
5.3
OPTIMAL
PLANNING
OF
ARTIFICIAL
AGENTS
.
94
6
CONCLUSION
97
A
PPENDIX
101
A
A
VARIANT
OF
THE
EM
ALGORITHM
TO
COMPUTE
MAP
ESTIMATES
101
B
THE
POSTERIOR
PROBABILITY
DISTRIBUTION
105
C
THE
TOY
DATA
GENERATION
107
B
IBLIOGRAPHY
109
I
NDEX
117 |
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| discipline | Informatik Mathematik |
| edition | Als Ms. gedr. |
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| genre_facet | Hochschulschrift |
| id | DE-604.BV011907499 |
| illustrated | Illustrated |
| indexdate | 2024-08-16T01:20:32Z |
| institution | BVB |
| isbn | 3826537238 |
| language | German |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-008047609 |
| oclc_num | 231717108 |
| open_access_boolean | |
| owner | DE-91 DE-BY-TUM DE-12 DE-706 |
| owner_facet | DE-91 DE-BY-TUM DE-12 DE-706 |
| physical | X, 116 S. graph. Darst. |
| publishDate | 1998 |
| publishDateSearch | 1998 |
| publishDateSort | 1998 |
| publisher | Shaker |
| record_format | marc |
| series2 | Berichte aus der Informatik |
| spelling | Ormoneit, Dirk Verfasser aut Probability estimating neural networks Dirk Ormoneit Als Ms. gedr. Aachen Shaker 1998 X, 116 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Berichte aus der Informatik Zugl.: München, Techn. Univ., Diss., 1998 Réseaux neuronaux (informatique) ram Schätzung (DE-588)4193791-0 gnd rswk-swf Neuronales Netz (DE-588)4226127-2 gnd rswk-swf Dichte Stochastik (DE-588)4139581-5 gnd rswk-swf (DE-588)4113937-9 Hochschulschrift gnd-content Neuronales Netz (DE-588)4226127-2 s Schätzung (DE-588)4193791-0 s DE-604 Dichte Stochastik (DE-588)4139581-5 s DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008047609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Ormoneit, Dirk Probability estimating neural networks Réseaux neuronaux (informatique) ram Schätzung (DE-588)4193791-0 gnd Neuronales Netz (DE-588)4226127-2 gnd Dichte Stochastik (DE-588)4139581-5 gnd |
| subject_GND | (DE-588)4193791-0 (DE-588)4226127-2 (DE-588)4139581-5 (DE-588)4113937-9 |
| title | Probability estimating neural networks |
| title_auth | Probability estimating neural networks |
| title_exact_search | Probability estimating neural networks |
| title_full | Probability estimating neural networks Dirk Ormoneit |
| title_fullStr | Probability estimating neural networks Dirk Ormoneit |
| title_full_unstemmed | Probability estimating neural networks Dirk Ormoneit |
| title_short | Probability estimating neural networks |
| title_sort | probability estimating neural networks |
| topic | Réseaux neuronaux (informatique) ram Schätzung (DE-588)4193791-0 gnd Neuronales Netz (DE-588)4226127-2 gnd Dichte Stochastik (DE-588)4139581-5 gnd |
| topic_facet | Réseaux neuronaux (informatique) Schätzung Neuronales Netz Dichte Stochastik Hochschulschrift |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=008047609&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT ormoneitdirk probabilityestimatingneuralnetworks |