Determining Data Distribution for Large Disk Enclosures with 3-D Data Templates

2020 ◽  
Vol 15 (4) ◽  
pp. 1-38 ◽  
Author(s):  
Guangyan Zhang ◽  
Zhufan Wang ◽  
Xiaosong Ma ◽  
Songlin Yang ◽  
Zican Huang ◽  
...  
Keyword(s):  

Information sharing among the associations is a general development in a couple of zones like business headway and exhibiting. As bit of the touchy principles that ought to be kept private may be uncovered and such disclosure of delicate examples may impacts the advantages of the association that have the data. Subsequently the standards which are delicate must be secured before sharing the data. In this paper to give secure information sharing delicate guidelines are bothered first which was found by incessant example tree. Here touchy arrangement of principles are bothered by substitution. This kind of substitution diminishes the hazard and increment the utility of the dataset when contrasted with different techniques. Examination is done on certifiable dataset. Results shows that proposed work is better as appear differently in relation to various past strategies on the introduce of evaluation parameters.


2021 ◽  
pp. 1-12
Author(s):  
Jian Zheng ◽  
Jianfeng Wang ◽  
Yanping Chen ◽  
Shuping Chen ◽  
Jingjin Chen ◽  
...  

Neural networks can approximate data because of owning many compact non-linear layers. In high-dimensional space, due to the curse of dimensionality, data distribution becomes sparse, causing that it is difficulty to provide sufficient information. Hence, the task becomes even harder if neural networks approximate data in high-dimensional space. To address this issue, according to the Lipschitz condition, the two deviations, i.e., the deviation of the neural networks trained using high-dimensional functions, and the deviation of high-dimensional functions approximation data, are derived. This purpose of doing this is to improve the ability of approximation high-dimensional space using neural networks. Experimental results show that the neural networks trained using high-dimensional functions outperforms that of using data in the capability of approximation data in high-dimensional space. We find that the neural networks trained using high-dimensional functions more suitable for high-dimensional space than that of using data, so that there is no need to retain sufficient data for neural networks training. Our findings suggests that in high-dimensional space, by tuning hidden layers of neural networks, this is hard to have substantial positive effects on improving precision of approximation data.


Author(s):  
Shitala Prasad ◽  
Dongyun Lin ◽  
Yiqun Li ◽  
Dong Sheng ◽  
Oo Zaw Min
Keyword(s):  

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Weixin Cai ◽  
Mark van der Laan

AbstractThe Highly-Adaptive least absolute shrinkage and selection operator (LASSO) Targeted Minimum Loss Estimator (HAL-TMLE) is an efficient plug-in estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation norm of the true nuisance functions (i.e., relevant part of data distribution) are finite. It relies on an initial estimator (HAL-MLE) of the nuisance functions by minimizing the empirical risk over the parameter space under the constraint that the sectional variation norm of the candidate functions are bounded by a constant, where this constant can be selected with cross-validation. In this article we establish that the nonparametric bootstrap for the HAL-TMLE, fixing the value of the sectional variation norm at a value larger or equal than the cross-validation selector, provides a consistent method for estimating the normal limit distribution of the HAL-TMLE. In order to optimize the finite sample coverage of the nonparametric bootstrap confidence intervals, we propose a selection method for this sectional variation norm that is based on running the nonparametric bootstrap for all values of the sectional variation norm larger than the one selected by cross-validation, and subsequently determining a value at which the width of the resulting confidence intervals reaches a plateau. We demonstrate our method for 1) nonparametric estimation of the average treatment effect when observing a covariate vector, binary treatment, and outcome, and for 2) nonparametric estimation of the integral of the square of the multivariate density of the data distribution. In addition, we also present simulation results for these two examples demonstrating the excellent finite sample coverage of bootstrap-based confidence intervals.


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