Frontiers of Mathematics in China >
An oracle inequality for regularized risk minimizers with strongly mixing observations
Received date: 06 Jun 2011
Accepted date: 29 Sep 2012
Published date: 01 Apr 2013
Copyright
We establish a general oracle inequality for regularized risk minimizers with strongly mixing observations, and apply this inequality to support vector machine (SVM) type algorithms. The obtained main results extend the previous known results for independent and identically distributed samples to the case of exponentially strongly mixing observations.
Feilong CAO , Xing XING . An oracle inequality for regularized risk minimizers with strongly mixing observations[J]. Frontiers of Mathematics in China, 2013 , 8(2) : 301 -315 . DOI: 10.1007/s11464-013-0247-4
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