Results 1  10
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4,567,657
FILTERING ADDITIVE MEASUREMENT NOISE WITH MAXIMUM ENTROPY IN THE MEAN
, 709
"... Abstract. The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a concrete example: that of estimation of the paramete ..."
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Abstract. The purpose of this note is to show how the method of maximum entropy in the mean (MEM) may be used to improve parametric estimation when the measurements are corrupted by large level of noise. The method is developed in the context on a concrete example: that of estimation
Noise Trader Risk in Financial Markets
 Jolurnial of Political Economy
, 1990
"... We present a simple overlapping generations model of an asset market in which irrational noise traders with erroneous stochastic beliefs both affect prices and earn higher expected returns. The unpredictability of noise traders ’ beliefs creates a risk in the price of the asset that deters rational ..."
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Cited by 858 (23 self)
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We present a simple overlapping generations model of an asset market in which irrational noise traders with erroneous stochastic beliefs both affect prices and earn higher expected returns. The unpredictability of noise traders ’ beliefs creates a risk in the price of the asset that deters rational
DeNoising By SoftThresholding
, 1992
"... Donoho and Johnstone (1992a) proposed a method for reconstructing an unknown function f on [0; 1] from noisy data di = f(ti)+ zi, iid i =0;:::;n 1, ti = i=n, zi N(0; 1). The reconstruction fn ^ is de ned in the wavelet domain by translating all the empirical wavelet coe cients of d towards 0 by an a ..."
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Cited by 1249 (14 self)
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by an amount p 2 log(n) = p n. We prove two results about that estimator. [Smooth]: With high probability ^ fn is at least as smooth as f, in any of a wide variety of smoothness measures. [Adapt]: The estimator comes nearly as close in mean square to f as any measurable estimator can come, uniformly over
Just Relax: Convex Programming Methods for Identifying Sparse Signals in Noise
, 2006
"... This paper studies a difficult and fundamental problem that arises throughout electrical engineering, applied mathematics, and statistics. Suppose that one forms a short linear combination of elementary signals drawn from a large, fixed collection. Given an observation of the linear combination that ..."
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Cited by 496 (2 self)
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that has been contaminated with additive noise, the goal is to identify which elementary signals participated and to approximate their coefficients. Although many algorithms have been proposed, there is little theory which guarantees that these algorithms can accurately and efficiently solve the problem
Calibrating noise to sensitivity in private data analysis
 In Proceedings of the 3rd Theory of Cryptography Conference
, 2006
"... Abstract. We continue a line of research initiated in [10, 11] on privacypreserving statistical databases. Consider a trusted server that holds a database of sensitive information. Given a query function f mapping databases to reals, the socalled true answer is the result of applying f to the datab ..."
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Cited by 630 (57 self)
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to the database. To protect privacy, the true answer is perturbed by the addition of random noise generated according to a carefully chosen distribution, and this response, the true answer plus noise, is returned to the user. Previous work focused on the case of noisy sums, in which f =P i g(xi), where xi denotes
Additive Logistic Regression: a Statistical View of Boosting
 Annals of Statistics
, 1998
"... Boosting (Freund & Schapire 1996, Schapire & Singer 1998) is one of the most important recent developments in classification methodology. The performance of many classification algorithms can often be dramatically improved by sequentially applying them to reweighted versions of the input dat ..."
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Cited by 1719 (25 self)
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data, and taking a weighted majority vote of the sequence of classifiers thereby produced. We show that this seemingly mysterious phenomenon can be understood in terms of well known statistical principles, namely additive modeling and maximum likelihood. For the twoclass problem, boosting can
Linklevel Measurements from an 802.11b Mesh Network
 In SIGCOMM
, 2004
"... This paper anal yzes the causes of packetl oss in a 38node urban mul tihop 802.11b network. The patterns and causes oflv# are important in the design of routing and errorcorrection proto colv as wel as in networkplqq"(v The paper makes the fol l owing observations. The distribution of intern ..."
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Cited by 565 (11 self)
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scal e. Sign al tonoise ratio and distance have lv tl e predictive val e forl oss rate. Thel arge number of lv ks with intermediate l oss rates is probabl y due to mul tipath fading rather than attenuation or interference. The phenomena discussed here are al l wel l known. The contributions
Coherent Measures of Risk
, 1998
"... In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties "coherent" ..."
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Cited by 882 (4 self)
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In this paper we study both market risks and nonmarket risks, without complete markets assumption, and discuss methods of measurement of these risks. We present and justify a set of four desirable properties for measures of risk, and call the measures satisfying these properties "
An inventory for measuring depression
 Archives of General Psychiatry
, 1961
"... The difficulties inherent in obtaining consistent and adequate diagnoses for the purposes of research and therapy have been pointed out by a number of authors. Pasamanick12 in a recent article viewed the low interclinician agreement on diagnosis as an indictment of the present state of psychiatry ..."
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Cited by 1098 (0 self)
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and called for "the development of objective, measurable and verifiable criteria of classification based not on personal or parochial considerations, but on behavioral and other objectively measurable manifestations." Attempts by other investigators to subject clinical observations and judgments
Measuring ISP Topologies with Rocketfuel
 In Proc. ACM SIGCOMM
, 2002
"... To date, realistic ISP topologies have not been accessible to the research community, leaving work that depends on topology on an uncertain footing. In this paper, we present new Internet mapping techniques that have enabled us to directly measure routerlevel ISP topologies. Our techniques reduce t ..."
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Cited by 838 (30 self)
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To date, realistic ISP topologies have not been accessible to the research community, leaving work that depends on topology on an uncertain footing. In this paper, we present new Internet mapping techniques that have enabled us to directly measure routerlevel ISP topologies. Our techniques reduce
Results 1  10
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4,567,657