Effect of autocorrelated training samples on Bayes' probabilities of misclassification

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Basu and Odell2 investigated the effect of intraclass correlation among training samples upon the misclassification probabilities of Bayes' procedure. This paper investigates a similar effect whenever the training samples are assumed to be serially correlated.

论文关键词:Bayes' procedure,Misclassification probabilities,Stationary time series,Kronecker product,Spectral density function

论文评审过程:Received 11 March 1979, Revised 21 December 1979, Accepted 11 March 1980, Available online 19 May 2003.

论文官网地址:https://doi.org/10.1016/0031-3203(80)90011-4