2 papers
stat.ML2017
On Reject and Refine Options in Multicategory Classification
Chong Zhang, Wenbo Wang, Xingye Qiao
In many real applications of statistical learning, a decision made from misclassification can be too costly to afford; in this case, a reject option, which defers the decision unti…
math.PR2014
The explicit solution and precise distribution of CKLS model under Girsanov transform
Guangqiang Lan, Yunjiao Hu, Chong Zhang
We study the relation between CKLS model and CIR model. We prove that under a suitable transformation, any CKLS model of order or corresponds to a CIR mode…