Adaptive coefficient scanning based on universal prediction

2009 ◽  
Vol 45 (25) ◽  
pp. 1302
Author(s):  
S.-J. Baek ◽  
C.-S. Park ◽  
S.-W. Jung ◽  
H.-M. Nam ◽  
S.-J. Ko
Keyword(s):  
Universal Prediction

scholarly journals Robust Universal Inference

Entropy ◽  
2021 ◽  
Vol 23 (6) ◽  
pp. 773
Author(s):  
Amichai Painsky ◽  
Meir Feder
Keyword(s):  
Robust Estimation ◽  
Minimax Estimator ◽  
Worst Case ◽  
Capacity Theory ◽  
Alternative Approach ◽  
True Model ◽  
Finite Set ◽  
Universal Prediction ◽  
Estimation Scheme

Learning and making inference from a finite set of samples are among the fundamental problems in science. In most popular applications, the paradigmatic approach is to seek a model that best explains the data. This approach has many desirable properties when the number of samples is large. However, in many practical setups, data acquisition is costly and only a limited number of samples is available. In this work, we study an alternative approach for this challenging setup. Our framework suggests that the role of the train-set is not to provide a single estimated model, which may be inaccurate due to the limited number of samples. Instead, we define a class of “reasonable” models. Then, the worst-case performance in the class is controlled by a minimax estimator with respect to it. Further, we introduce a robust estimation scheme that provides minimax guarantees, also for the case where the true model is not a member of the model class. Our results draw important connections to universal prediction, the redundancy-capacity theorem, and channel capacity theory. We demonstrate our suggested scheme in different setups, showing a significant improvement in worst-case performance over currently known alternatives.

Universal prediction

1998 ◽  
Vol 44 (6) ◽  
pp. 2124-2147 ◽  
Author(s):  
N. Merhav ◽  
M. Feder
Keyword(s):  
Universal Prediction

scholarly journals Universal predictability of mobility patterns in cities

2014 ◽  
Vol 11 (100) ◽  
pp. 20140834 ◽  
Author(s):  
Xiao-Yong Yan ◽  
Chen Zhao ◽  
Ying Fan ◽  
Zengru Di ◽  
Wen-Xu Wang
Keyword(s):  
Spatial Scales ◽  
Human Mobility ◽  
Mobility Patterns ◽  
Mobility Data ◽  
Universal Prediction ◽  
Potential Applications ◽  
Mobility Behaviour ◽  
History Of ◽  
Different Characteristics ◽  
The City

Despite the long history of modelling human mobility, we continue to lack a highly accurate approach with low data requirements for predicting mobility patterns in cities. Here, we present a population-weighted opportunities model without any adjustable parameters to capture the underlying driving force accounting for human mobility patterns at the city scale. We use various mobility data collected from a number of cities with different characteristics to demonstrate the predictive power of our model. We find that insofar as the spatial distribution of population is available, our model offers universal prediction of mobility patterns in good agreement with real observations, including distance distribution, destination travel constraints and flux. By contrast, the models that succeed in modelling mobility patterns in countries are not applicable in cities, which suggests that there is a diversity of human mobility at different spatial scales. Our model has potential applications in many fields relevant to mobility behaviour in cities, without relying on previous mobility measurements.

Internationalization and failure risk patterns

2019 ◽  
Vol 29 (1) ◽  
pp. 25-43 ◽  
Author(s):  
Oliver Lukason ◽  
Tiia Vissak
Keyword(s):  
Financial Performance ◽  
Statistical Tests ◽  
European Market ◽  
Content Type ◽  
Failure Risk ◽  
Single European Market ◽  
Medium Risk ◽  
Universal Prediction ◽  
Export Shares ◽  
Target Markets

PurposeThis paper aims to find out what kind of export and failure risk patterns exist among young Estonian manufacturing exporters and explore their interlinkages.Design/methodology/approachThe sample consisted of 208 young Estonian manufacturing exporters. Based on internationalization literature, export patterns were detected with a consecutive three-stage clustering of export sales share from total sales, outside-Europe sales share from export sales and number of target markets, while failure risk patterns were detected by clustering failure probabilities obtained from a universal prediction model. The interconnection of export patterns with financial ratios and failure risk patterns was studied with statistical tests.FindingsSix main internationalization patterns existed. In all, 49 per cent of firms exported to a single European market and their export share was constantly very low, while even most of the firms with high export shares (39 per cent of the sample) were also active on one European market. In terms of failure risk patterns, 49 per cent of firms had constantly very low failure risk, while 51 per cent of firms had medium risk. Higher export engagement did not lead to better financial performance or lower failure risk.Originality/valueThis study is the first to find out if firms following different export patterns are also characterized by specific financial performance and failure risk. In addition, studies encompassing young exporters’ specific target markets and failure risk development are rare. While exporters’ and non-exporters’ financial performance differences have been frequently documented in favor of the former, this study found no such differences for different types of young exporters.

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