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Conformal Predictive Distributions with Kernels.
Vladimir Vovk
Ilia Nouretdinov
Valery Manokhin
Alex J. Gammerman
Published in:
Braverman Readings in Machine Learning (2017)
Keyphrases
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probability distribution
kernel function
random variables
heavy tailed
neural network
feature space
linear combination
kernel methods
multiple kernel learning
power law
joint distribution
higher dimensional
gaussian kernels