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An EM Algorithm for Continuous-time Bivariate Markov Chains
Parameter estimation EM algorithm Continuous-time bivariate Markov chain
2011/7/19
We study properties and parameter estimation of finite-state homogeneous continuous-time bivariate Markov chains.
Sharper lower bounds on the performance of the empirical risk minimization algorithm
empirical risk minimization learning theory lower bound multidimensional central limit theorem uniform central limit theorem
2011/3/24
We present an argument based on the multidimensional and the uniform central limit theorems, proving that, under some geometrical assumptions between the target function $T$ and the learning class $F$...