In this article, we investigate how accurately the squared error captures perceptual errors introduced by Fourier phase spectrum changes. We measure the perceptual error using the Auditory Image Model by Patterson et al.. The squared error is found to represent the perceptual error well for low squared errors but it saturates. Thus, a further increase in squared error does on average not lead t...

This paper establishes properties of optimal forecasts under general loss functions, extending existing results obtained under speci…c functional forms and data generating processes. We propose a new method that changes the probability measure under which the well-known properties of optimal forecasts under mean squared error loss can be recovered. We illustrate the proposed methods through an ...

Mutual information (MI) is useful for detecting statistical independence between random variables, and it has been successfully applied to solving various machine learning problems. Recently, an alternative to MI called squared-loss MI (SMI) was introduced. While ordinary MI is the Kullback–Leibler divergence from the joint distribution to the product of the marginal distributions, SMI is its P...

Crammer and Singer's method is one of the most popular multiclass support vector machines (SVMs). It considers L1 loss (hinge loss) in a complicated optimization problem. In SVM, squared hinge loss (L2 loss) is a common alternative to L1 loss, but surprisingly we have not seen any paper studying the details of Crammer and Singer's method using L2 loss. In this letter, we conduct a thorough inve...

This paper is concerned with the problem of allocating a fixed number of trials between K independent populations from the exponential family, in order to estimate a linear combination of the means wth squared error loss. Introducing independent conjugate priors, a batch sequential procedure is proposed and compared wth the opnmal.

• In this paper, we propose Bayes estimators of the parameter of the exponentiated gamma distribution and associated reliability function under General Entropy loss function for a censored sample. The proposed estimators have been compared with the corresponding Bayes estimators obtained under squared error loss function and maximum likelihood estimators through their simulated risks (average l...