کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1148482 957836 2013 10 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An efficient model-free estimation of multiclass conditional probability
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
An efficient model-free estimation of multiclass conditional probability
چکیده انگلیسی
Conventional multiclass conditional probability estimation methods, such as Fisher's discriminate analysis and logistic regression, often require restrictive distributional model assumption. In this paper, a model-free estimation method is proposed to estimate multiclass conditional probability through a series of conditional quantile regression functions. Specifically, the conditional class probability is formulated as a difference of corresponding cumulative distribution functions, where the cumulative distribution functions can be converted from the estimated conditional quantile regression functions. The proposed estimation method is also efficient as its computation cost does not increase exponentially with the number of classes. The theoretical and numerical studies demonstrate that the proposed estimation method is highly competitive against the existing competitors, especially when the number of classes is relatively large.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 143, Issue 12, December 2013, Pages 2079-2088
نویسندگان
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