Asymptotic Forecast Uncertainty and the Unstable Subspace in the Presence of Additive Model Error.
Colin GrudzienAlberto CarrassiMarc BocquetPublished in: SIAM/ASA J. Uncertain. Quantification (2018)
Keyphrases
- additive model
- monte carlo simulation
- measurement errors
- linear model
- error rate
- low dimensional
- short term
- feature extraction
- feature space
- principal component analysis
- uncertain data
- error bounds
- measurement error
- asymptotically optimal
- lower dimensional
- data sets
- high dimensional data
- linear subspace
- measurement noise
- decision theory
- input data
- subspace methods
- worst case
- learning algorithm
- neural network