Work

Efficient Estimation of Multidimensional Regression Model with Multilayer Perceptron

Year: 2008
Type: preprint
Abstract: This work concerns estimation of multidimensional nonlinear regression models using multilayer perceptron (MLP). The main problem with such model is that we have to know the covariance matrix of the noise to get optimal estimator. however we show that, if we choose as cost function the logarithm of the determinant of the empirical error covariance matrix, we get an asymptotically optimal estimator.
Language: English
Open Access status: green
OpenAlex ID: W2028235385
Cites: 4
Cited by:
Related to: 10