Kelly Betting on Horse Races with Uncertainty in Probability Estimates.
Michael R. MetelPublished in: Decis. Anal. (2018)
Keyphrases
- probability estimates
- cost sensitive
- probability estimation
- decision trees
- naive bayes
- class membership probabilities
- posterior probability
- classification models
- roc curve
- misclassification costs
- probabilistic model
- semi supervised
- probability density function
- empirical evidence
- class distribution
- test instances
- training data
- data sets