• Documents
  • Authors
  • Tables
  • Log in
  • Sign up
  • MetaCart
  • DMCA
  • Donate

CiteSeerX logo

Advanced Search Include Citations

Tools

Sorted by:
Try your query at:
Semantic Scholar Scholar Academic
Google Bing DBLP
Results 1 - 10 of 9,139
Next 10 →

Rate Matrix Prior (Draft)

by Graham Jones , 2008
"... My convention is to have row vectors (of state frequencies) on the left acted on by transition matrices on the right. This seems to be the convention for Markov chains, although the opposite convention is generally more common. Rate matrices have rows summing to zero; transition matrices have rows s ..."
Abstract - Add to MetaCart
summing to one. It is usual to impose the condition that the non-diagonal elements of a rate matrix sum to one, but I will work with unnormalised rate matrices. For nucleotides, an arbitrary 12-parameter rate matrix, which I will call a non-time reversible, or NTR rate matrix, can be written as follows

The control of the false discovery rate in multiple testing under dependency

by Yoav Benjamini, Daniel Yekutieli - Annals of Statistics , 2001
"... Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than comparab ..."
Abstract - Cited by 1093 (16 self) - Add to MetaCart
Benjamini and Hochberg suggest that the false discovery rate may be the appropriate error rate to control in many applied multiple testing problems. A simple procedure was given there as an FDR controlling procedure for independent test statistics and was shown to be much more powerful than

High dimensional graphs and variable selection with the Lasso

by Nicolai Meinshausen, Peter Bühlmann - ANNALS OF STATISTICS , 2006
"... The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from data. We show that neighborhood selection with the Lasso is a ..."
Abstract - Cited by 736 (22 self) - Add to MetaCart
The pattern of zero entries in the inverse covariance matrix of a multivariate normal distribution corresponds to conditional independence restrictions between variables. Covariance selection aims at estimating those structural zeros from data. We show that neighborhood selection with the Lasso

The Nonstochastic Multiarmed Bandit Problem

by Peter Auer, Nicolo Cesa-bianchi, Yoav Freund, Robert E. Schapire - SIAM JOURNAL OF COMPUTING , 2002
"... In the multiarmed bandit problem, a gambler must decide which arm of K non-identical slot machines to play in a sequence of trials so as to maximize his reward. This classical problem has received much attention because of the simple model it provides of the trade-off between exploration (trying out ..."
Abstract - Cited by 491 (34 self) - Add to MetaCart
-round payoff of the strategy at the rate O((logN)1/2T−1/2). Finally, we apply our results to the problem of playing an unknown repeated matrix game. We show that our algorithm approaches the minimax payoff of the unknown game at the rate O(T−1/2).

Testing for Common Trends

by James H. Stock, Mark W. Watson - Journal of the American Statistical Association , 1988
"... Cointegrated multiple time series share at least one common trend. Two tests are developed for the number of common stochastic trends (i.e., for the order of cointegration) in a multiple time series with and without drift. Both tests involve the roots of the ordinary least squares coefficient matrix ..."
Abstract - Cited by 464 (7 self) - Add to MetaCart
first-order autocorrelation matrix, where the correction is essentially a sum of the autocovariance matrices. Previous researchers have found that U.S. postwar interest rates, taken individually, appear to be integrated of order 1. In addition, the theory of the term structure implies that yields

Equivariant Adaptive Source Separation

by Jean-François Cardoso, Beate Laheld - IEEE Trans. on Signal Processing , 1996
"... Source separation consists in recovering a set of independent signals when only mixtures with unknown coefficients are observed. This paper introduces a class of adaptive algorithms for source separation which implements an adaptive version of equivariant estimation and is henceforth called EASI (Eq ..."
Abstract - Cited by 449 (9 self) - Add to MetaCart
algorithm does not depend on the mixing matrix. In particular, convergence rates, stability conditions and interference rejection levels depend only on the (normalized) distributions of the source signals. Close form expressions of these quantities are given via an asymptotic performance analysis

The Determinants of Credit Spread Changes.

by Pierre Collin-Dufresne , Robert S Goldstein , J Spencer Martin , Gurdip Bakshi , Greg Bauer , Dave Brown , Francesca Carrieri , Peter Christoffersen , Susan Christoffersen , Greg Duffee , Darrell Duffie , Vihang Errunza , Gifford Fong , Mike Gallmeyer , Laurent Gauthier , Rick Green , John Griffin , Jean Helwege , Kris Jacobs , Chris Jones , Andrew Karolyi , Dilip Madan , David Mauer , Erwan Morellec , Federico Nardari , N R Prabhala , Tony Sanders , Sergei Sarkissian , Bill Schwert , Ken Singleton , Chester Spatt , René Stulz - Journal of Finance , 2001
"... ABSTRACT Using dealer's quotes and transactions prices on straight industrial bonds, we investigate the determinants of credit spread changes. Variables that should in theory determine credit spread changes have rather limited explanatory power. Further, the residuals from this regression are ..."
Abstract - Cited by 422 (2 self) - Add to MetaCart
observations with actual quotes are used, since it has been shown by Sarig and Warga (1989) that matrix prices are problematic. 10 To determine the credit spread, CS i t , for bond i at month t, we use the Benchmark Treasury rates from Datastream for maturities of 3, 5, 7, 10, and 30 years, and then use a

Eigentaste: A Constant Time Collaborative Filtering Algorithm

by Ken Goldberg, Theresa Roeder, Dhruv Gupta, Chris Perkins , 2000
"... Eigentaste is a collaborative filtering algorithm that uses universal queries to elicit real-valued user ratings on a common set of items and applies principal component analysis (PCA) to the resulting dense subset of the ratings matrix. PCA facilitates dimensionality reduction for offline clusterin ..."
Abstract - Cited by 378 (6 self) - Add to MetaCart
Eigentaste is a collaborative filtering algorithm that uses universal queries to elicit real-valued user ratings on a common set of items and applies principal component analysis (PCA) to the resulting dense subset of the ratings matrix. PCA facilitates dimensionality reduction for offline

Inference in Linear Time Series Models with Some Unit Roots,”

by Christopher A Sims , AND Jamws H Stock , Mark W Watson1 - Econometrica , 1990
"... This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors. In the genera ..."
Abstract - Cited by 390 (14 self) - Add to MetaCart
This paper considers estimation and hypothesis testing in linear time series models when some or all of the variables have unit roots. Our motivating example is a vector autoregression with some unit roots in the companion matrix, which might include polynomials in time as regressors

Transfer learning for collaborative filtering via a rating-matrix generative model

by Bin Li, Qiang Yang, Xiangyang Xue - in Proceedings of the 26th International Conference on Machine Learning , 2009
"... Cross-domain collaborative filtering solves the sparsity problem by transferring rating knowledge across multiple domains. In this paper, we propose a rating-matrix generative model (RMGM) for effective cross-domain collaborative filtering. We first show that the relatedness across multiple rating m ..."
Abstract - Cited by 36 (9 self) - Add to MetaCart
Cross-domain collaborative filtering solves the sparsity problem by transferring rating knowledge across multiple domains. In this paper, we propose a rating-matrix generative model (RMGM) for effective cross-domain collaborative filtering. We first show that the relatedness across multiple rating
Next 10 →
Results 1 - 10 of 9,139
Powered by: Apache Solr
  • About CiteSeerX
  • Submit and Index Documents
  • Privacy Policy
  • Help
  • Data
  • Source
  • Contact Us

Developed at and hosted by The College of Information Sciences and Technology

© 2007-2019 The Pennsylvania State University