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Gaussian Copula Precision Estimation with Missing
 Values, International Conference on Artificial Intelligence and Statistics
, 2014
"... We consider the problem of estimating sparse precision matrix of Gaussian copula distributions using samples with missing values in high dimensions. Existing approaches, primarily designed for Gaussian distributions, suggest using plugin estimators by disregarding the missing values. In this paper ..."
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Cited by 2 (0 self)
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We consider the problem of estimating sparse precision matrix of Gaussian copula distributions using samples with missing values in high dimensions. Existing approaches, primarily designed for Gaussian distributions, suggest using plugin estimators by disregarding the missing values
Determining the Number of Factors in Approximate Factor Models
, 2000
"... In this paper we develop some statistical theory for factor models of large dimensions. The focus is the determination of the number of factors, which is an unresolved issue in the rapidly growing literature on multifactor models. We propose a panel Cp criterion and show that the number of factors c ..."
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Cited by 561 (30 self)
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can be consistently estimated using the criterion. The theory is developed under the framework of large crosssections (N) and large time dimensions (T). No restriction is imposed on the relation between N and T. Simulations show that the proposed criterion yields almost precise estimates
importance of precise estimates of muscle mass
"... muscle perfusion and oxygen uptake in humans: ..."
PrivacyPreserving Data Mining
, 2000
"... A fruitful direction for future data mining research will be the development of techniques that incorporate privacy concerns. Specifically, we address the following question. Since the primary task in data mining is the development of models about aggregated data, can we develop accurate models with ..."
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Cited by 844 (3 self)
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without access to precise information in individual data records? We consider the concrete case of building a decisiontree classifier from tredning data in which the values of individual records have been perturbed. The resulting data records look very different from the original records
An Introduction to the Kalman Filter
 UNIVERSITY OF NORTH CAROLINA AT CHAPEL HILL
, 1995
"... In 1960, R.E. Kalman published his famous paper describing a recursive solution to the discretedata linear filtering problem. Since that time, due in large part to advances in digital computing, the Kalman filter has been the subject of extensive research and application, particularly in the area o ..."
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Cited by 1146 (13 self)
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estimations of past, present, and even future states, and it can do so even when the precise nature of the modeled system is unknown.
The purpose of this paper is to provide a practical introduction to the discrete Kalman filter. This introduction includes a description and some discussion of the basic
Iterative point matching for registration of freeform curves and surfaces
, 1994
"... A heuristic method has been developed for registering two sets of 3D curves obtained by using an edgebased stereo system, or two dense 3D maps obtained by using a correlationbased stereo system. Geometric matching in general is a difficult unsolved problem in computer vision. Fortunately, in ma ..."
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Cited by 660 (8 self)
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, in many practical applications, some a priori knowledge exists which considerably simplifies the problem. In visual navigation, for example, the motion between successive positions is usually approximately known. From this initial estimate, our algorithm computes observer motion with very good precision
PRECISE ESTIMATION OF np → dγ FOR BBN PREDICTIONS
"... In this talk we review our recent work 1 on the precise estimation of the np → dγ cross section for bigbang nucleosynthesis predictions. We calculate the np → dγ amplitude up to nexttoleading order in pionless effective field theory with dibaryon fields and determine the values and uncertainties ..."
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In this talk we review our recent work 1 on the precise estimation of the np → dγ cross section for bigbang nucleosynthesis predictions. We calculate the np → dγ amplitude up to nexttoleading order in pionless effective field theory with dibaryon fields and determine the values and uncertainties
An Efficient Solution to the FivePoint Relative Pose Problem
, 2004
"... An efficient algorithmic solution to the classical fivepoint relative pose problem is presented. The problem is to find the possible solutions for relative camera pose between two calibrated views given five corresponding points. The algorithm consists of computing the coefficients of a tenth degre ..."
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Cited by 484 (13 self)
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degree polynomial in closed form and subsequently finding its roots. It is the first algorithm well suited for numerical implementation that also corresponds to the inherent complexity of the problem. We investigate the numerical precision of the algorithm. We also study its performance under noise
Measuring the information content of stock trades
 Journal of Finance
, 1991
"... This paper suggests that the interactions of security trades and quote revisions be modeled as a vector autoregressive system. Within this framework, a trade's information effect may be meaningfully measured as the ultimate price impact of the trade innovation. Estimates for a sample of NYSE is ..."
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Cited by 469 (11 self)
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This paper suggests that the interactions of security trades and quote revisions be modeled as a vector autoregressive system. Within this framework, a trade's information effect may be meaningfully measured as the ultimate price impact of the trade innovation. Estimates for a sample of NYSE
TAUP 249397 PRECISE ESTIMATES OF HIGH ORDERS IN QCD ∗
, 1998
"... I review the recent work on obtaining precise estimates of higherorder corrections in QCD and field theory. 1. ..."
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I review the recent work on obtaining precise estimates of higherorder corrections in QCD and field theory. 1.
Results 1  10
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