论文标题
S.D.E.多类分类的非参数插件分类器路径
Nonparametric plug-in classifier for multiclass classification of S.D.E. paths
论文作者
论文摘要
我们研究了多类分类问题，其中特征来自时间均匀扩散的混合物。具体而言，这些类是由它们的漂移函数区分的，而扩散系数对于所有类别都是共同的，未知。在此框架中，我们构建了一个插件分类器，该分类器依赖于漂移和扩散功能的非参数估计器。我们首先在轻度假设下建立我们的分类程序的一致性，然后在不同的假设集中提供cnvergence的速率。最后，一项数值研究支持我们的理论发现。
We study the multiclass classification problem where the features come from the mixture of time-homogeneous diffusions. Specifically, the classes are discriminated by their drift functions while the diffusion coefficient is common to all classes and unknown. In this framework, we build a plug-in classifier which relies on nonparametric estimators of the drift and diffusion functions. We first establish the consistency of our classification procedure under mild assumptions and then provide rates of cnvergence under different set of assumptions. Finally, a numerical study supports our theoretical findings.
