Matches in SemOpenAlex for { <https://semopenalex.org/work/W4308481667> ?p ?o ?g. }
Showing items 1 to 63 of
63
with 100 items per page.
- W4308481667 abstract "Theoretically, the conditional expectation of a square-integrable random variable $Y$ given a $d$-dimensional random vector $X$ can be obtained by minimizing the mean squared distance between $Y$ and $f(X)$ over all Borel measurable functions $f colon mathbb{R}^d to mathbb{R}$. However, in many applications this minimization problem cannot be solved exactly, and instead, a numerical method which computes an approximate minimum over a suitable subfamily of Borel functions has to be used. The quality of the result depends on the adequacy of the subfamily and the performance of the numerical method. In this paper, we derive an expected value representation of the minimal mean squared distance which in many applications can efficiently be approximated with a standard Monte Carlo average. This enables us to provide guarantees for the accuracy of any numerical approximation of a given conditional expectation. We illustrate the method by assessing the quality of approximate conditional expectations obtained by linear, polynomial and neural network regression in different concrete examples." @default.
- W4308481667 created "2022-11-12" @default.
- W4308481667 creator A5002005113 @default.
- W4308481667 creator A5014295591 @default.
- W4308481667 date "2021-12-03" @default.
- W4308481667 modified "2023-09-27" @default.
- W4308481667 title "Computation of conditional expectations with guarantees" @default.
- W4308481667 doi "https://doi.org/10.48550/arxiv.2112.01804" @default.
- W4308481667 hasPublicationYear "2021" @default.
- W4308481667 type Work @default.
- W4308481667 citedByCount "0" @default.
- W4308481667 crossrefType "posted-content" @default.
- W4308481667 hasAuthorship W4308481667A5002005113 @default.
- W4308481667 hasAuthorship W4308481667A5014295591 @default.
- W4308481667 hasBestOaLocation W43084816671 @default.
- W4308481667 hasConcept C105795698 @default.
- W4308481667 hasConcept C118615104 @default.
- W4308481667 hasConcept C122123141 @default.
- W4308481667 hasConcept C134306372 @default.
- W4308481667 hasConcept C135692309 @default.
- W4308481667 hasConcept C17744445 @default.
- W4308481667 hasConcept C186215838 @default.
- W4308481667 hasConcept C199539241 @default.
- W4308481667 hasConcept C202444582 @default.
- W4308481667 hasConcept C2524010 @default.
- W4308481667 hasConcept C2776359362 @default.
- W4308481667 hasConcept C28826006 @default.
- W4308481667 hasConcept C33923547 @default.
- W4308481667 hasConcept C75413324 @default.
- W4308481667 hasConcept C90119067 @default.
- W4308481667 hasConcept C94625758 @default.
- W4308481667 hasConceptScore W4308481667C105795698 @default.
- W4308481667 hasConceptScore W4308481667C118615104 @default.
- W4308481667 hasConceptScore W4308481667C122123141 @default.
- W4308481667 hasConceptScore W4308481667C134306372 @default.
- W4308481667 hasConceptScore W4308481667C135692309 @default.
- W4308481667 hasConceptScore W4308481667C17744445 @default.
- W4308481667 hasConceptScore W4308481667C186215838 @default.
- W4308481667 hasConceptScore W4308481667C199539241 @default.
- W4308481667 hasConceptScore W4308481667C202444582 @default.
- W4308481667 hasConceptScore W4308481667C2524010 @default.
- W4308481667 hasConceptScore W4308481667C2776359362 @default.
- W4308481667 hasConceptScore W4308481667C28826006 @default.
- W4308481667 hasConceptScore W4308481667C33923547 @default.
- W4308481667 hasConceptScore W4308481667C75413324 @default.
- W4308481667 hasConceptScore W4308481667C90119067 @default.
- W4308481667 hasConceptScore W4308481667C94625758 @default.
- W4308481667 hasLocation W43084816671 @default.
- W4308481667 hasOpenAccess W4308481667 @default.
- W4308481667 hasPrimaryLocation W43084816671 @default.
- W4308481667 hasRelatedWork W1981090302 @default.
- W4308481667 hasRelatedWork W1981484465 @default.
- W4308481667 hasRelatedWork W2037592697 @default.
- W4308481667 hasRelatedWork W2046162582 @default.
- W4308481667 hasRelatedWork W2072084563 @default.
- W4308481667 hasRelatedWork W2090294798 @default.
- W4308481667 hasRelatedWork W2091421404 @default.
- W4308481667 hasRelatedWork W2370464019 @default.
- W4308481667 hasRelatedWork W2980541750 @default.
- W4308481667 hasRelatedWork W4226476901 @default.
- W4308481667 isParatext "false" @default.
- W4308481667 isRetracted "false" @default.
- W4308481667 workType "article" @default.