Estimating the Support of a High-Dimensional Distribution

@article{Schlkopf2001EstimatingTS,
  title={Estimating the Support of a High-Dimensional Distribution},
  author={B. Sch{\"o}lkopf and John C. Platt and J. Shawe-Taylor and Alex Smola and R. Williamson},
  journal={Neural Computation},
  year={2001},
  volume={13},
  pages={1443-1471}
}
  • B. Schölkopf, John C. Platt, +2 authors R. Williamson
  • Published 2001
  • Medicine, Computer Science, Mathematics
  • Neural Computation
  • Suppose you are given some data set drawn from an underlying probability distribution P and you want to estimate a simple subset S of input space such that the probability that a test point drawn from P lies outside of S equals some a priori specified value between 0 and 1. [...] Key Method The functional form of f is given by a kernel expansion in terms of a potentially small subset of the training data; it is regularized by controlling the length of the weight vector in an associated feature space.Expand Abstract
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