Robust weights and designs for biased regression models: Least squares and generalized M-estimation
By Douglas P. Wiens. 2000
69 citations recorded by the source corpus.
Subfields: Management Science and Operations Research, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/b8af7afcba32bc4fd2de5a753443a7046928c03c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Management Science and Operations Research
- J. Langford
- Nathan Kallus
- Joaquin Quionero-Candela
- K. Müller
- Neil D. Lawrence
- Matthias Krauledat
- Sanjoy Dasgupta
- Anton Schwaighofer
In Statistics and Probability
- Masashi Sugiyama
- Joaquin Quionero-Candela
- J. Langford
- K. Müller
- Neil D. Lawrence
- Matthias Krauledat
- Sanjoy Dasgupta
- Anton Schwaighofer
Citations in the corpus
- Direct Density Ratio Estimation for Large-scale Covariate Shift Adaptation (2009, background): “Covariate shift is also naturally induced in selective sampling or active learning scenarios [10, 8, 30 , 18, 23].”
- Importance weighted active learning (2008, background): “Wiens [17] investigated linear regression in the presence o f a contaminating signal added into the target variable.”
- Covariate Shift Adaptation by Importance Weighted Cross Validation (2007, methodology): “For linear regression, IWLS-based active learning methods that focus on minimizing the variance of the estimator have been developed (Wiens, 2000; Sugiyama, 2006a).”
- Dataset Shift in Machine Learning (2009, methodology): “On the other hand, when selecting the training input density with existing active learning methods, the model must have been fixed [Fedorov, 1972; MacKay, 1992b; Cohn et al., 1996; Fukumizu, 2000; Wiens, 2000; Kanamori and Shimodaira, 2003; Sugiyama, 2006].”