Without imposing light-tailed noise assumptions, we prove that Tikhonov regularization for Gaussian Empirical Gain maximization (EGM) in a reproducing kernel Hilbert space is consistent and further establish its fast ...
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Without imposing light-tailed noise assumptions, we prove that Tikhonov regularization for Gaussian Empirical Gain maximization (EGM) in a reproducing kernel Hilbert space is consistent and further establish its fast exponential type convergence rates. In the literature, Gaussian EGM was proposed in various contexts to tackle robust estimation problems and has been applied extensively in a great variety of real-world applications. A reproducing kernel Hilbert space is frequently chosen as the hypothesis space, and Tikhonov regularization plays a crucial role in model selection. Although Gaussian EGM has been studied theoretically in a series of papers recently and has been well-understood, theoretical understanding of its Tikhonov regularized variants in RKHS is still limited. Several fundamental challenges remain, especially when light- tailed noise assumptions are absent. To fill the gap and address these challenges, we conduct the present study and make the following contributions. First, under weak moment conditions, we establish a new comparison theorem that enables the investigation of the asymptotic mean calibration properties of regularized Gaussian EGM. Second, under the same weak moment conditions, we show that regularized Gaussian EGM estimators are consistent and further establish their fast exponential-type convergence rates. Our study justifies its feasibility in tackling robust regression problems and explains its robustness from a theoretical viewpoint. Moreover, new technical tools including probabilistic initial upper bounds, confined effective hypothesis spaces, and novel comparison theorems are introduced and developed, which can faciliate the analysis of general regularized empirical gain maximization schemes that fall into the same vein as regularized Gaussian EGM.
Predicting stock prices continues to be a significant challenge in the financial industry, prompting researchers to investigate various methods to improve accuracy. Hence proposed a novel approach by incorporating ast...
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Predicting stock prices continues to be a significant challenge in the financial industry, prompting researchers to investigate various methods to improve accuracy. Hence proposed a novel approach by incorporating astrological and astronomical data into XGBoost models for stock price classification and prediction, utilizing deep neural networks (DNN). The dataset is collected from NASA JPL Horizons and Jaganath Hora software. The raw data is preprocessed with feature engineering, data cleaning, []and normalization to obtain a better forecasting stock prices and classification results. The proposed data executed with machine learning models, such as logistic regression, decision trees, random forest, SVM, XGB Classifier, LSTM, RNN, and CNN other than XGB Regressor for the forcasting. The proposed research is evaluated for classification with accuracy, precision, recall, F1 score, and forecasting with RMSE, MAE, R 2 , AIC, and BIC. The XGBoost classifier achieved 99% accuracy in predicting stock market movements, surpassing other models in determining whether the next day’s stock price would be higher or lower than the previous day’s price, while the DNN performed the best among all algorithms for overall stock price prediction. This approach could influence investment strategies, potentially affecting wealth distribution and financial market stability.
Track misregistration (TMR) in ultra-high density bit-patterned media recording (BPMR) is a significant issue, severely degrading system performance. Although TMR can be managed by a servo control loop, this paper pro...
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This paper addresses the challenge of online parameter identification for biofabrication processes with multiple sensors, particularly under unknown disturbances. A robust recursive multitask expectationmaximization ...
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We investigate the application of the factor graph framework for blind joint channel estimation and symbol detection on time-variant linear inter-symbol interference channels. In particular, we consider the expectatio...
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Influence maximization (IM), which aims to identify the most influential k nodes in a network, is fundamental to numerous applications, including viral marketing and recommendation systems. This topic has garnered sig...
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Recent developments in measurement tools have made it easier to obtain shape data, a collection of point coordinates in vector space that are meaningful when some of them are gathered together. As a result, clustering...
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In this paper, we propose a novel uncertainty-aware graph self-training approach for semi-supervised node classification. Our method introduces an expectation-maximization (EM) regularization scheme to incorporate an ...
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Channel state information (CSI)-based sensing can interfere with communication signals in existing wireless networks. To address this and achieve integrated sensing and communication (ISAC) with higher spectral effici...
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With the rise of autonomous and semi-autonomous vehicles, effective fault detection and mitigation (FDM) methods have become essential in meeting the integrity requirements for precise and reliable Global Navigation S...
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