We show how to compute lower bounds for the supremum Bayes error if the class-conditional distributions must satisfy moment constraints, where the supremum is with respect to the unknown class-conditional distributions. Our approach makes use of Curto and Fialkow's solutions for the truncated moment problem. The lower bound shows that the popular Gaussian assumption is not robust in this regard. We also construct an upper bound for the supremum Bayes error by constraining the decision boundary to be linear.
The method of common spatio-spectral patterns (CSSPs) is an extension of common spatial patterns (CSPs) by utilizing the technique of delay embedding to alleviate the adverse effects of noises and artifacts on the electroencephalogram (EEG) classification. Although the CSSPs method has shown to be more powerful than the CSPs method in the EEG classification, this method is only suitable for two-class EEG classification problems. In this paper, we generalize the two-class CSSPs method to multi-class cases. To this end, we first develop a novel theory of multi-class Bayes error estimation and then present the multi-class CSSPs (MCSSPs) method based on this Bayes error theoretical framework. By minimizing the estimated closed-form Bayes error, we obtain the optimal spatio-spectral filters of MCSSPs. To demonstrate the effectiveness of the proposed method, we conduct extensive experiments on the data set of BCI competition 2005. The experimental results show that our method significantly outperforms the previous multi-class CSPs (MCSPs) methods in the EEG classification.
Multivariate pattern analyses approaches in neuroimaging are fundamentally concerned with investigating the quantity and type of information processed by various regions of the human brain; typically, estimates of classification accuracy are used to quantify information. While a extensive and powerful library of methods can be applied to train and assess classifiers, it is not always clear how to use the resulting measures of classification performance to draw scientific conclusions: e.g. for the purpose of evaluating redundancy between brain regions. An additional confound for interpreting classification performance is the dependence of the error rate on the number and choice of distinct classes obtained for the classification task. In contrast, mutual information is a quantity defined independently of the experimental design, and has ideal properties for comparative analyses. Unfortunately, estimating the mutual information based on observations becomes statistically infeasible in high dimensions without some kind of assumption or prior. In this paper, we construct a novel classification-based estimator of mutual information based on high-dimensional asymptotics. We show that in a particular limiting regime, the mutual information is an invertible function of the expected $k$-class Bayes error. While the theory is based on a large-sample, high-dimensional limit, we demonstrate through simulations that our proposed estimator has superior performance to the alternatives in problems of moderate dimensionality.
Random errors and insufficiencies in databases limit the performance ofany classifier trained from and applied to the database. In this paper we propose a method to estimate the limiting performance ofclassifiers imposed by the database. We demonstrate this technique on the task of predicting failure in telecommunication paths. 1 Introduction Data collection for a classification or regression task is prone to random errors, e.g.