3 papers
stat.ML2019
Semi-Parametric Uncertainty Bounds for Binary Classification
Balázs Csanád Csáji, Ambrus Tamás
The paper studies binary classification and aims at estimating the underlying regression function which is the conditional expectation of the class labels given the inputs. The reg…
stat.ME2018
Score Permutation Based Finite Sample Inference for Generalized AutoRegressive Conditional Heteroskedasticity (GARCH) Models
Balázs Csanád Csáji
A standard model of (conditional) heteroscedasticity, i.e., the phenomenon that the variance of a process changes over time, is the Generalized AutoRegressive Conditional Heteroske…
eess.SP2018
Sign-Perturbed Sums: A New System Identification Approach for Constructing Exact Non-Asymptotic Confidence Regions in Linear Regression Models
Balázs Cs. Csáji, Marco C. Campi, Erik Weyer
We propose a new system identification method, called Sign-Perturbed Sums (SPS), for constructing non-asymptotic confidence regions under mild statistical assumptions. SPS is intro…