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Maximum likelihood from incomplete data via the EM algorithm

by A. P. Dempster, N. M. Laird, D. B. Rubin - JOURNAL OF THE ROYAL STATISTICAL SOCIETY, SERIES B , 1977
"... A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value situat ..."
Abstract - Cited by 11972 (17 self) - Add to MetaCart
A broadly applicable algorithm for computing maximum likelihood estimates from incomplete data is presented at various levels of generality. Theory showing the monotone behaviour of the likelihood and convergence of the algorithm is derived. Many examples are sketched, including missing value

Software Transactional Memory

by Nir Shavit, Dan Touitou , 1995
"... As we learn from the literature, flexibility in choosing synchronization operations greatly simplifies the task of designing highly concurrent programs. Unfortunately, existing hardware is inflexible and is at best on the level of a Load Linked/Store Conditional operation on a single word. Building ..."
Abstract - Cited by 695 (14 self) - Add to MetaCart
Load Linked/Store Conditional operation. We use STM to provide a general highly concurrent method for translating sequential object implementations to lock-free ones based on implementing a k-word compare&swap STM-transaction. Empirical evidence collected on simulated multiprocessor architectures

Generalized additive models . . .

by Trevor Hastie, Robert Tibshirani , 1995
"... ..."
Abstract - Cited by 2461 (41 self) - Add to MetaCart
Abstract not found

Mining Generalized Association Rules

by Ramakrishnan Srikant, Rakesh Agrawal , 1995
"... We introduce the problem of mining generalized association rules. Given a large database of transactions, where each transaction consists of a set of items, and a taxonomy (is-a hierarchy) on the items, we find associations between items at any level of the taxonomy. For example, given a taxonomy th ..."
Abstract - Cited by 591 (7 self) - Add to MetaCart
We introduce the problem of mining generalized association rules. Given a large database of transactions, where each transaction consists of a set of items, and a taxonomy (is-a hierarchy) on the items, we find associations between items at any level of the taxonomy. For example, given a taxonomy

The Byzantine Generals Problem,"

by L Lamport - ACM Transactions on Programming Languages and Systems, , 1982
"... Abstract The Byzantine Generals Problem requires processes to reach agreement upon a value even though some of them may fad. It is weakened by allowing them to agree upon an "incorrect" value if a failure occurs. The transaction eormmt problem for a distributed database Js a special case ..."
Abstract - Cited by 1561 (6 self) - Add to MetaCart
Abstract The Byzantine Generals Problem requires processes to reach agreement upon a value even though some of them may fad. It is weakened by allowing them to agree upon an "incorrect" value if a failure occurs. The transaction eormmt problem for a distributed database Js a special case

Longitudinal data analysis using generalized linear models”.

by Kung-Yee Liang , Scott L Zeger - Biometrika, , 1986
"... SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence. The estimating ..."
Abstract - Cited by 1526 (8 self) - Add to MetaCart
SUMMARY This paper proposes an extension of generalized linear models to the analysis of longitudinal data. We introduce a class of estimating equations that give consistent estimates of the regression parameters and of their variance under mild assumptions about the time dependence

Mining Sequential Patterns: Generalizations and Performance Improvements

by Ramakrishnan Srikant, Rakesh Agrawal - RESEARCH REPORT RJ 9994, IBM ALMADEN RESEARCH , 1995
"... The problem of mining sequential patterns was recently introduced in [3]. We are given a database of sequences, where each sequence is a list of transactions ordered by transaction-time, and each transaction is a set of items. The problem is to discover all sequential patterns with a user-specified ..."
Abstract - Cited by 759 (5 self) - Add to MetaCart
generalize the problem as follows. First, we add time constraints that specify a minimum and/or maximum time period between adjacent elements in a pattern. Second, we relax the restriction that the items in an element of a sequential pattern must come from the same transaction, instead allowing the items

Generalized Autoregressive Conditional Heteroskedasticity

by Tim Bollerslev - JOURNAL OF ECONOMETRICS , 1986
"... A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) process introduced in Engle (1982) to allow for past conditional variances in the current conditional variance equation is proposed. Stationarity conditions and autocorrelation structure for this new class of parametri ..."
Abstract - Cited by 2406 (30 self) - Add to MetaCart
A natural generalization of the ARCH (Autoregressive Conditional Heteroskedastic) process introduced in Engle (1982) to allow for past conditional variances in the current conditional variance equation is proposed. Stationarity conditions and autocorrelation structure for this new class

Regularization paths for generalized linear models via coordinate descent

by Jerome Friedman, Trevor Hastie, Rob Tibshirani , 2009
"... We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, twoclass logistic regression, and multinomial regression problems while the penalties include ℓ1 (the lasso), ℓ2 (ridge regression) and mixtures of the two (the elastic ..."
Abstract - Cited by 724 (15 self) - Add to MetaCart
We develop fast algorithms for estimation of generalized linear models with convex penalties. The models include linear regression, twoclass logistic regression, and multinomial regression problems while the penalties include ℓ1 (the lasso), ℓ2 (ridge regression) and mixtures of the two (the

AN ESTIMATED DYNAMIC STOCHASTIC GENERAL EQUILIBRIUM MODEL OF THE EURO AREA

by Frank Smets, Raf Wouters , 2002
"... ..."
Abstract - Cited by 780 (32 self) - Add to MetaCart
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