Results 1  10
of
510,532
Comparing Predictive Accuracy
 JOURNAL OF BUSINESS AND ECONOMIC STATISTICS, 13, 253265
, 1995
"... We propose and evaluate explicit tests of the null hypothesis of no difference in the accuracy of two competing forecasts. In contrast to previously developed tests, a wide variety of accuracy measures can be used (in particular, the loss function need not be quadratic, and need not even be symmetri ..."
Abstract

Cited by 1309 (26 self)
 Add to MetaCart
be symmetric), and forecast errors can be nonGaussian, nonzero mean, serially correlated, and contemporaneously correlated. Asymptotic and exact finite sample tests are proposed, evaluated, and illustrated.
Asymptotically efficient order selection of a nonzero mean AR process for hstep prediction
 Sankhyā, Series A
, 1999
"... paper with the use of the direct method for hstep prediction, discusses the concept of asymptotically efficient order selection for hstep prediction by AIC−type selection procedures for an infinite order autoregressive process with nonzero mean and unobservable errors that constitute a sequence ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
paper with the use of the direct method for hstep prediction, discusses the concept of asymptotically efficient order selection for hstep prediction by AIC−type selection procedures for an infinite order autoregressive process with nonzero mean and unobservable errors that constitute a sequence
String theory and noncommutative geometry
 JHEP
, 1999
"... We extend earlier ideas about the appearance of noncommutative geometry in string theory with a nonzero Bfield. We identify a limit in which the entire string dynamics is described by a minimally coupled (supersymmetric) gauge theory on a noncommutative space, and discuss the corrections away from ..."
Abstract

Cited by 801 (8 self)
 Add to MetaCart
We extend earlier ideas about the appearance of noncommutative geometry in string theory with a nonzero Bfield. We identify a limit in which the entire string dynamics is described by a minimally coupled (supersymmetric) gauge theory on a noncommutative space, and discuss the corrections away from
For Most Large Underdetermined Systems of Linear Equations the Minimal ℓ1norm Solution is also the Sparsest Solution
 Comm. Pure Appl. Math
, 2004
"... We consider linear equations y = Φα where y is a given vector in R n, Φ is a given n by m matrix with n < m ≤ An, and we wish to solve for α ∈ R m. We suppose that the columns of Φ are normalized to unit ℓ 2 norm 1 and we place uniform measure on such Φ. We prove the existence of ρ = ρ(A) so that ..."
Abstract

Cited by 560 (10 self)
 Add to MetaCart
that for large n, and for all Φ’s except a negligible fraction, the following property holds: For every y having a representation y = Φα0 by a coefficient vector α0 ∈ R m with fewer than ρ · n nonzeros, the solution α1 of the ℓ 1 minimization problem min �x�1 subject to Φα = y is unique and equal to α0
A unified theory of underreaction, momentum trading and overreaction in asset markets
, 1999
"... We model a market populated by two groups of boundedly rational agents: “newswatchers” and “momentum traders.” Each newswatcher observes some private information, but fails to extract other newswatchers’ information from prices. If information diffuses gradually across the population, prices underre ..."
Abstract

Cited by 577 (31 self)
 Add to MetaCart
underreact in the short run. The underreaction means that the momentum traders can profit by trendchasing. However, if they can only implement simple (i.e., univariate) strategies, their attempts at arbitrage must inevitably lead to overreaction at long horizons. In addition to providing a unified account
Panel Cointegration; Asymptotic and Finite Sample Properties of Pooled Time Series Tests, With an Application to the PPP Hypothesis; New Results. Working paper
, 1997
"... We examine properties of residualbased tests for the null of no cointegration for dynamic panels in which both the shortrun dynamics and the longrun slope coefficients are permitted to be heterogeneous across individual members of the panel+ The tests also allow for individual heterogeneous fixed ..."
Abstract

Cited by 499 (13 self)
 Add to MetaCart
fixed effects and trend terms, and we consider both pooled within dimension tests and group mean between dimension tests+ We derive limiting distributions for these and show that they are normal and free of nuisance parameters+ We also provide Monte Carlo evidence to demonstrate their small sample size
Maximum Likelihood Linear Transformations for HMMBased Speech Recognition
 Computer Speech and Language
, 1998
"... This paper examines the application of linear transformations for speaker and environmental adaptation in an HMMbased speech recognition system. In particular, transformations that are trained in a maximum likelihood sense on adaptation data are investigated. Other than in the form of a simple bias ..."
Abstract

Cited by 538 (65 self)
 Add to MetaCart
bias, strict linear featurespace transformations are inappropriate in this case. Hence, only modelbased linear transforms are considered. The paper compares the two possible forms of modelbased transforms: (i) unconstrained, where any combination of mean and variance transform may be used, and (ii
An Empirical Comparison of Voting Classification Algorithms: Bagging, Boosting, and Variants
 MACHINE LEARNING
, 1999
"... Methods for voting classification algorithms, such as Bagging and AdaBoost, have been shown to be very successful in improving the accuracy of certain classifiers for artificial and realworld datasets. We review these algorithms and describe a large empirical study comparing several variants in co ..."
Abstract

Cited by 695 (2 self)
 Add to MetaCart
the increase in the
average tree size in AdaBoost trials and its success in reducing the
error. We compare the meansquared error of voting methods to
nonvoting methods and show that the voting methods lead to large
and significant reductions in the meansquared errors. Practical
problems
Graphical models, exponential families, and variational inference
, 2008
"... The formalism of probabilistic graphical models provides a unifying framework for capturing complex dependencies among random variables, and building largescale multivariate statistical models. Graphical models have become a focus of research in many statistical, computational and mathematical fiel ..."
Abstract

Cited by 800 (26 self)
 Add to MetaCart
likelihoods, marginal probabilities and most probable configurations. We describe how a wide varietyof algorithms — among them sumproduct, cluster variational methods, expectationpropagation, mean field methods, maxproduct and linear programming relaxation, as well as conic programming relaxations — can
Closedform solution of absolute orientation using unit quaternions
 J. Opt. Soc. Am. A
, 1987
"... Finding the relationship between two coordinate systems using pairs of measurements of the coordinates of a number of points in both systems is a classic photogrammetric task. It finds applications in stereophotogrammetry and in robotics. I present here a closedform solution to the leastsquares pr ..."
Abstract

Cited by 973 (4 self)
 Add to MetaCart
translational offset is the difference between the centroid of the coordinates in one system and the rotated and scaled centroid of the coordinates in the other system. The best scale is equal to the ratio of the rootmeansquare deviations of the coordinates in the two systems from their respective centroids
Results 1  10
of
510,532