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3,811,937
The Dantzig selector: statistical estimation when p is much larger than n
, 2005
"... In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = Ax + z, where x ∈ R p is a parameter vector of interest, A is a data matrix with possibly far fewer rows than columns, n ≪ ..."
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Cited by 854 (14 self)
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In many important statistical applications, the number of variables or parameters p is much larger than the number of observations n. Suppose then that we have observations y = Ax + z, where x ∈ R p is a parameter vector of interest, A is a data matrix with possibly far fewer rows than columns, n
Exact Sampling with Coupled Markov Chains and Applications to Statistical Mechanics
, 1996
"... For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain has ..."
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Cited by 536 (13 self)
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For many applications it is useful to sample from a finite set of objects in accordance with some particular distribution. One approach is to run an ergodic (i.e., irreducible aperiodic) Markov chain whose stationary distribution is the desired distribution on this set; after the Markov chain
Statistical pattern recognition: A review
 IEEE TRANSACTIONS ON PATTERN ANALYSIS AND MACHINE INTELLIGENCE
, 2000
"... The primary goal of pattern recognition is supervised or unsupervised classification. Among the various frameworks in which pattern recognition has been traditionally formulated, the statistical approach has been most intensively studied and used in practice. More recently, neural network techniques ..."
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Cited by 1001 (30 self)
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techniques and methods imported from statistical learning theory have bean receiving increasing attention. The design of a recognition system requires careful attention to the following issues: definition of pattern classes, sensing environment, pattern representation, feature extraction and selection
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 1712 (25 self)
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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
A tutorial on hidden Markov models and selected applications in speech recognition
 PROCEEDINGS OF THE IEEE
, 1989
"... Although initially introduced and studied in the late 1960s and early 1970s, statistical methods of Markov source or hidden Markov modeling have become increasingly popular in the last several years. There are two strong reasons why this has occurred. First the models are very rich in mathematical s ..."
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Cited by 5753 (1 self)
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structure and hence can form the theoretical basis for use in a wide range of applications. Second the models, when applied properly, work very well in practice for several important applications. In this paper we attempt to carefully and methodically review the theoretical aspects of this type
The moderator–mediator variable distinction in social psychological research: Conceptual, strategic, and statistical considerations
 Journal of Personality and Social Psychology
, 1986
"... In this article, we attempt to distinguish between the properties of moderator and mediator variables at a number of levels. First, we seek to make theorists and researchers aware of the importance of not using the terms moderator and mediator interchangeably by carefully elaborating, both conceptua ..."
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Cited by 5313 (7 self)
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In this article, we attempt to distinguish between the properties of moderator and mediator variables at a number of levels. First, we seek to make theorists and researchers aware of the importance of not using the terms moderator and mediator interchangeably by carefully elaborating, both
Estimating the number of clusters in a dataset via the Gap statistic
, 2000
"... We propose a method (the \Gap statistic") for estimating the number of clusters (groups) in a set of data. The technique uses the output of any clustering algorithm (e.g. kmeans or hierarchical), comparing the change in within cluster dispersion to that expected under an appropriate reference ..."
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Cited by 492 (1 self)
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null distribution. Some theory is developed for the proposal and a simulation study that shows that the Gap statistic usually outperforms other methods that have been proposed in the literature. We also briey explore application of the same technique to the problem for estimating the number of linear
Gradient projection for sparse reconstruction: Application to compressed sensing and other inverse problems
 IEEE JOURNAL OF SELECTED TOPICS IN SIGNAL PROCESSING
, 2007
"... Many problems in signal processing and statistical inference involve finding sparse solutions to underdetermined, or illconditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined with a spa ..."
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Cited by 522 (16 self)
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Many problems in signal processing and statistical inference involve finding sparse solutions to underdetermined, or illconditioned, linear systems of equations. A standard approach consists in minimizing an objective function which includes a quadratic (squared ℓ2) error term combined with a
ModelBased Analysis of Oligonucleotide Arrays: Model Validation, Design Issues and Standard Error Application
, 2001
"... Background: A modelbased analysis of oligonucleotide expression arrays we developed previously uses a probesensitivity index to capture the response characteristic of a specific probe pair and calculates modelbased expression indexes (MBEI). MBEI has standard error attached to it as a measure of ..."
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Cited by 751 (28 self)
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better ranking statistic for filtering genes. We can assign reliability indexes for genes in a specific cluster of interest in hierarchical clustering by resampling clustering trees. A software dChip implementing many of these analysis methods is made available. Conclusions: The modelbased approach
A closedform solution for options with stochastic volatility with applications to bond and currency options
 Review of Financial Studies
, 1993
"... I use a new technique to derive a closedform solution for the price of a European call option on an asset with stochastic volatility. The model allows arbitrary correlation between volatility and spotasset returns. I introduce stochastic interest rates and show how to apply the model to bond option ..."
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Cited by 1465 (5 self)
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to other problems. Many plaudits have been aptly used to describe Black and Scholes ’ (1973) contribution to option pricing theory. Despite subsequent development of option theory, the original BlackScholes formula for a European call option remains the most successful and widely used application
Results 1  10
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