Download PDF by Luc Devroye: A Probabilistic Theory of Pattern Recognition

By Luc Devroye

ISBN-10: 1461207118

ISBN-13: 9781461207115

ISBN-10: 146126877X

ISBN-13: 9781461268772

Pattern reputation provides the most major demanding situations for scientists and engineers, and lots of varied methods were proposed. the purpose of this publication is to supply a self-contained account of probabilistic research of those ways. The ebook features a dialogue of distance measures, nonparametric tools in accordance with kernels or nearest friends, Vapnik-Chervonenkis thought, epsilon entropy, parametric type, mistakes estimation, loose classifiers, and neural networks. anyplace attainable, distribution-free homes and inequalities are derived. a considerable element of the implications or the research is new. Over 430 difficulties and workouts supplement the material.

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5 Plug-In Decisions 15 In special cases, we may obtain other helpful forms. For example, if X has a density f, then J L• min(ry(x), 1 - ry(x))j(x)dx J min ((1- p)fo(x), Pfi(x))dx, where p = P{ Y = 1}, and /; (x) is the density of X given that Y = i. p and 1 - p are called the class probabilities, and j 0 , f 1 are the class-conditional densities. If fo and f 1 are nonoverl~·ping, that is, J fo/1 = 0, then obviously L * =0. Assume moreover that p = 1/2. Then L* J ~J = ~ min(f0 (x), /J(x))dx = /J(x)- (/J(x)- fo(x))+dx ~ = ~2 4 J 1/J(x)- fo(x)ldx.

This corresponds to finding a direction a that best separates aTm1 from aT m0 relative to the sample scatter. Luckily, to find that a, we need not resort to numerical iteration-the solution is given by Fisher's suggestion is to replace (X 1 ,Y1), ... ,(Xn,Yn) by (aTX 1 ,Y1), (aT Xn, Yn) and to perform one-dimensional discrimination. (x) = 0 otherwise for some constant a 0 . 9). 4 The Normal Distribution There are a few situations in which, by sheer accident, the Bayes rule is a linear discriminant.

O 30 3. 8 The Mahalanobis Distance Two conditional distributions with about the same covariance matrices and means that are far away from each other are probably so well separated that L * is small. An interesting measure of the visual distance between two random variables Xo and X 1 is the so-called Mahalanobis distance (Mahalanobis, (1936)) given by wherem, =EX~omo=EXo,arethemeans,:E 1 =E{(X 1 -m 1)(X 1 -m 1l}and :Eo = E vxo- mo)(Xo- mol} are the covariance matrices, :E = p:E 1 + (l p):Eo, 0 is the transpose of a vector, and p = I -pis a mixture parameter.

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A Probabilistic Theory of Pattern Recognition by Luc Devroye

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