Classification by Density Intersection

  • Authors:
  • Yoram Baram

  • Affiliations:
  • Computer Science Department, Technion, Israel Institute of Technology, Haifa 32000, Israel E-mail: ybaram@grade.arc.nasa.gor

  • Venue:
  • Neural Processing Letters
  • Year:
  • 1998

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Abstract

A classification method based on the intersection surface between twoparameterized densities is proposed. The densities are obtained fromclass-labeled data by maximizing the mutual information across a system of integrated Gaussians, but, in practice, only theintersection surface needs to be estimated. The application of theproposed technique is demonstrated by predicting stock behavior.