Efficient estimation of multidimensional regression model using multilayer perceptrons

Efficient estimation of multidimensional regression model using multilayer perceptrons

This work concerns the estimation of multidimensional nonlinear regression models using multilayer perceptrons (MLPs). The main problem with such models is that we need to know the covariance matrix of the noise to get an optimal estimator. However, we show in this paper that if we choose as the cost function the logarithm of the determinant of the empirical error covariance matrix, then we get...

Efficient estimation of multidimensional regression model with multilayer perceptron

Abstract. This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of the empirical error covariance matrix, we get an asymptotically opti...

Model following using multilayer perceptrons

Quantile regression with multilayer perceptrons

We consider nonlinear quantile regression involving multilayer perceptrons (MLP). In this paper we investigate the asymptotic behavior of quantile regression in a general framework. First by allowing possibly non-identifiable regression models like MLP's with redundant hidden units, then by relaxing the conditions on the density of the noise. In this paper, we present an universal bound for the...

Connection between multilayer perceptrons and regression using independent component analysis

The data model of independent component analysis (ICA) gives a multivariate probability density that describes many kinds of sensory data better than classical models like Gaussian densities or Gaussian mixtures. When only a subset of the random variables is observed, ICA can be used for regression, i.e. to predict the missing observations. In this paper, we show that the resulting regression i...