5 resultados para Forecast error variance

em Massachusetts Institute of Technology


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Object recognition is complicated by clutter, occlusion, and sensor error. Since pose hypotheses are based on image feature locations, these effects can lead to false negatives and positives. In a typical recognition algorithm, pose hypotheses are tested against the image, and a score is assigned to each hypothesis. We use a statistical model to determine the score distribution associated with correct and incorrect pose hypotheses, and use binary hypothesis testing techniques to distinguish between them. Using this approach we can compare algorithms and noise models, and automatically choose values for internal system thresholds to minimize the probability of making a mistake.

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Support Vector Machines Regression (SVMR) is a regression technique which has been recently introduced by V. Vapnik and his collaborators (Vapnik, 1995; Vapnik, Golowich and Smola, 1996). In SVMR the goodness of fit is measured not by the usual quadratic loss function (the mean square error), but by a different loss function called Vapnik"s $epsilon$- insensitive loss function, which is similar to the "robust" loss functions introduced by Huber (Huber, 1981). The quadratic loss function is well justified under the assumption of Gaussian additive noise. However, the noise model underlying the choice of Vapnik's loss function is less clear. In this paper the use of Vapnik's loss function is shown to be equivalent to a model of additive and Gaussian noise, where the variance and mean of the Gaussian are random variables. The probability distributions for the variance and mean will be stated explicitly. While this work is presented in the framework of SVMR, it can be extended to justify non-quadratic loss functions in any Maximum Likelihood or Maximum A Posteriori approach. It applies not only to Vapnik's loss function, but to a much broader class of loss functions.

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