On the Relationship Between Generalization Error, Hypothesis Complexity, and Sample Complexity for Radial Basis Functions

In this paper, we bound the generalization error of a class of Radial Basis Function networks, for certain well defined function learning tasks, in terms of the number of parameters and number of examples. We show that the total generalization error is partly due to the insufficient representational capacity of the network (because of its finite size) and partly due to insufficient information about the target function (because of finite number of samples). We make several observations about generalization error which are valid irrespective of the approximation scheme. Our result also sheds light on ways to choose an appropriate network architecture for a particular problem.

Actors and Continuous Functionals

This paper presents precise versions of some "laws" that must be satisfied by computations involving communicating parallel processes. The laws take the form of stating plausible restrictions on the histories of computations that are physically realizable. The laws are very general in that they are obeyed by parallel processes executing on a time varying number of distributed physical processors.

A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

Switching Between Discrete and Continuous Process Models to Predict Molecular Genetic Activity

Two kinds of process models have been used in programs that reason about change: Discrete and continuous models. We describe the design and implementation of a qualitative simulator, PEPTIDE, which uses both kinds of process models to predict the behavior of molecular energetic systems. The program uses a discrete process model to simulate both situations involving abrupt changes in quantities and the actions of small numbers of molecules. It uses a continuous process model to predict gradual changes in quantities. A novel technique, called aggregation, allows the simulator to switch between theses models through the recognition and summary of cycles. The flexibility of PEPTIDE's aggregator allows the program to detect cycles within cycles and predict the behavior of complex situations.