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How to Deal with the Curse of Dimensionality of Likelihood Ratios in Monte Carlo Simulation
Cross-entropy Rare-event probability estimation Screening Simulation
2015/7/6
In this work we show how to resolve, at least partially, the curse of dimensionality of likelihood ratios (LRs) while using importance sampling (IS) to estimate the performance of high-dimensional Mon...
The Curse of Expertise: The Effects of Expertise and Debiasing Methods on Predictions of Novice Performance
Expertise Debiasing Methods
2015/7/3
Experts are often called on to predict the performance of novices, but
cognitive heuristics may interfere with experts' ability to capitalize on their
superior knowledge hi predicting novice task pe...
CURSE OF DIMENSIONALITY IN APPROXIMATION OF RANDOM FIELDS
Random fields Gaussian processes fractional Brownian sheet linear approximation error
2009/9/18
Consider a random field of tensor product-type X (t),
~ E [ O l, l d, given by
where ( A ( ~ ) i , 0 ~ 1 2 , is an orthonormal system in L, KO, 11 and
(tklkENd are non-correlated random variables w...
Escaping the curse of dimensionality with a tree-based regressor
curse dimensionality tree-based regressor
2010/3/18
We present the first tree-based regressorwhose convergence
rate depends only on the intrinsic dimension
of the data, namely its Assouad dimension.
The regressor uses the RPtree partitioning procedu...