Bounds on the Maximum Bayes Error Given Moments
نویسندگان
چکیده
We show how to compute lower bounds for the maximum possible Bayes error if the class-conditional distributions must satisfy moment constraints. Our approach makes use of Curto and Fialkow’s solutions for the truncated moment problem. We also give an upper bound that follows from related work by Lanckreit et al., Bertsimas and Popescu, and Marshall and Olkin. Index Terms Bayes error, maximum entropy, moment constraint, truncated moments, quadratic discriminant analysis
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ورودعنوان ژورنال:
- CoRR
دوره abs/1105.2952 شماره
صفحات -
تاریخ انتشار 2011