Cox process functional learning

This article addresses the problem of functional supervised classification of Cox process trajectories, whose random intensity is driven by some exogenous random covariable. The classification task is achieved through a regularized convex empirical risk minimization procedure, and a non asymptotic o...

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Veröffentlicht in:	Statistical inference for stochastic processes : an international journal devoted to time series analysis and the statistics of continuous time processes and dynamic systems 2015-10, Vol.18 (3), p.257-277
Hauptverfasser:	Biau, Gérard, Cadre, Benoît, Paris, Quentin
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics Mathematics and Statistics Probability Theory and Stochastic Processes Statistical Theory and Methods Statistics Statistics Theory
Online-Zugang:	Volltext
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