Search results
- 1.0560357 - NHU-C 2023 RIV NL eng J - Journal Article
Anatolyev, Stanislav - Pyrlik, Vladimir
Copula shrinkage and portfolio allocation in ultra-high dimensions.
Journal of Economic Dynamics & Control. Roč. 143, October (2022), č. článku 104508. ISSN 0165-1889. E-ISSN 1879-1743
R&D Projects: GA ČR(CZ) GA20-28055S
Institutional support: Cooperatio-COOP
Keywords : Gaussian copula * t copula * high dimensionality
OECD category: Applied Economics, Econometrics
Impact factor: 1.9, year: 2022
Method of publishing: Limited access
https://doi.org/10.1016/j.jedc.2022.104508
Permanent Link: https://hdl.handle.net/11104/0333293
Research data: data1 - 2.0545287 - NHU-C 2022 RIV CZ eng V - Research Report
Anatolyev, Stanislav - Pyrlik, Vladimir
Shrinkage for Gaussian and t copulas in ultra-high dimensions.
Prague: CERGE-EI, 2021. 55 s. CERGE-EI Working Paper Series, 699. ISSN 1211-3298
R&D Projects: GA ČR(CZ) GA20-28055S; GA MŠMT(CZ) SVV260611
Institutional support: Progres-Q24
Keywords : Gaussian copula * t copula * high dimensionality
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp699.pdf
Permanent Link: http://hdl.handle.net/11104/0322020 - 3.0545259 - NHÚ 2022 RIV CZ eng V - Research Report
Anatolyev, Stanislav - Pyrlik, Vladimir
Shrinkage for Gaussian and t copulas in ultra-high dimensions.
Prague: CERGE-EI, 2021. 55 s. CERGE-EI Working Paper Series, 699. ISSN 1211-3298
Institutional support: RVO:67985998
Keywords : Gaussian copula * t copula * high dimensionality
OECD category: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp699.pdf
Permanent Link: http://hdl.handle.net/11104/0322000 - 4.0508148 - ÚI 2021 RIV GB eng J - Journal Article
Marozzi, M. - Mukherjee, A. - Kalina, Jan
Interpoint distance tests for high-dimensional comparison studies.
Journal of Applied Statistics. Roč. 47, č. 4 (2020), s. 653-665. ISSN 0266-4763. E-ISSN 1360-0532
R&D Projects: GA ČR(CZ) GA19-05704S
Institutional support: RVO:67985807
Keywords : Multivariate data * high dimensionality * nonparametric testing * interpoint distances * robustness
OECD category: Statistics and probability
Impact factor: 1.404, year: 2020
Method of publishing: Limited access
http://dx.doi.org/10.1080/02664763.2019.1649374
Permanent Link: http://hdl.handle.net/11104/0299132 - 5.0403752 - UIVT-O 20020139 RIV US eng J - Journal Article
Kůrková, Věra - Sanguineti, M.
Comparison of Worst Case Errors in Linear and Neural Network Approximation.
IEEE Transactions on Information Theory. Roč. 48, č. 1 (2002), s. 264-275. ISSN 0018-9448. E-ISSN 1557-9654
R&D Projects: GA ČR GA201/99/0092
Institutional research plan: AV0Z1030915
Keywords : complexity of neural networks * curse of dimensionality * high-dimensionality * high-dimensional optimization * linear and nonlinear approximation * rates of approximation
Subject RIV: BA - General Mathematics
Impact factor: 2.045, year: 2002
Permanent Link: http://hdl.handle.net/11104/0124045 - 6.0365937 - ÚTIA 2012 RIV US eng C - Conference Paper (international conference)
Somol, Petr - Grim, Jiří - Pudil, P.
Fast Dependency-Aware Feature Selection in Very-High-Dimensional Pattern Recognition.
Proceedings of the IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2011). Piscataway: IEEE, 2011, s. 502-509. ISBN 978-1-4577-0653-0.
[The 2011 IEEE International Conference on Systems, Man, and Cybernetics (IEEE SMC 2011). Anchorage, Alaska (US), 09.10.2011-12.10.2011]
R&D Projects: GA MŠMT 1M0572
Grant - others:GA MŠk(CZ) 2C06019
Institutional research plan: CEZ:AV0Z10750506
Keywords : feature selection * high dimensionality * ranking * classification * machine learning
Subject RIV: IN - Informatics, Computer Science
http://library.utia.cas.cz/separaty/2011/RO/somol-fast dependency-aware feature selection in very-high-dimensional pattern recognition-c.pdf
Permanent Link: http://hdl.handle.net/11104/0201063 - 7.0357265 - ÚTIA 2012 CZ eng V - Research Report
Somol, Petr - Grim, Jiří
Fast Dependency-Aware Feature Selection in Very-High-Dimensional Pattern Recognition Problems.
Praha: ÚTIA AV ČR, v.v.i, 2011. 9 s. Research Report, 2295.
R&D Projects: GA MŠMT 1M0572; GA MŠMT 2C06019
Institutional research plan: CEZ:AV0Z10750506
Keywords : feature selection, * high dimensionality * ranking * generalization * over-fitting * stability * classification * pattern recognition * machine learning
Subject RIV: BD - Theory of Information
http://library.utia.cas.cz/separaty/2011/RO/somol-fast dependency-aware feature selection in very-high-dimensional pattern recognition problems.pdf
Permanent Link: http://hdl.handle.net/11104/0195583File Download Size Commentary Version Access 0357265.pdf 1 231.1 KB Other open-access - 8.0348726 - ÚTIA 2011 RIV US eng J - Journal Article
Somol, Petr - Novovičová, Jana
Evaluating Stability and Comparing Output of Feature Selectors that Optimize Feature Subset Cardinality.
IEEE Transactions on Pattern Analysis and Machine Intelligence. Roč. 32, č. 11 (2010), s. 1921-1939. ISSN 0162-8828. E-ISSN 1939-3539
R&D Projects: GA MŠMT 1M0572; GA ČR GA102/08/0593; GA ČR GA102/07/1594
Grant - others:GA MŠk(CZ) 2C06019
Institutional research plan: CEZ:AV0Z10750506
Keywords : feature selection * feature stability * stability measures * similarity measures * sequential search * individual ranking * feature subset-size optimization * high dimensionality * small sample size
Subject RIV: BD - Theory of Information
Impact factor: 5.027, year: 2010
http://library.utia.cas.cz/separaty/2010/RO/somol-0348726.pdf
Permanent Link: http://hdl.handle.net/11104/0189168